Asked by Tintin Milou
on 17 Feb 2015

Hi all,

I've got this loop that I'm trying to get rid of, in the hope of saving on computational time.

Here is the basic idea: I have a vector x_offgrid(:,j1,j2) that contains values that are off a grid. E.g. let the grid be x=[1 3 5 7 9], then x_offgrid might have values [1.7 5.5 3 8.5]. The vector w(:,j1,j2) contains weights associated with x_offgrid. Now, I want to find w_new(:,j1,j2) that gives me weights associated with x.

For now, my idea is to follow the steps

- Find the nearest neighbor of every value in x_offgrid in x. Call that vector x_ongrid. In my example, that is x_ongrid=[1 5 3 9]. The corresponding index is xind x_ongrid = x(xind)
- For every value in x_offgrid(i,j1,j2), a fraction of the weight w(i,j1,j2) goes to the nearest neighbor and the other fraction goes to the opposite neighbor (xindmin and xindmax). Those fractions are given by fractiondown and fractionup.

for j1=1:N1

for j2=1:N1

z=zeros(N2);

for i = 1:N2

if x_ongrid(i,j1,j2)>x_offgrid(i,j1,j2) % nearest neighbor is above

z(i,xind(i,j1,j2)) = w(i,j1,j2)*(1-fractiondown(i,j1,j2));

z(i,xindmax(i,j1,j2)) = z(i,xindmax(i,j1,j2)) ...

+ w(i,j1,j2)*fractiondown(i,j1,j2);

else % nearest neighbor is below

z(i,xind(i,j1,j2)) = w(i,j1,j2)*(1-fractionup(i,j1,j2));

z(i,xindmin(i,j1,j2)) = z(i,xindmin(i,j1,j2)) ...

+ w(i,j1,j2)*fractionup(i,j1,j2);

end

end

w_new_tmp(:,j1,:,j2)=z;

end

end

w_new=squeeze(sum(w_new_tmp,1));

Does anybody have a general hint what I could try? Or is it not really possible to rewrite this in a more efficient way? I thought about some type of interpolation function, but right now, I don't see how that could work.

Update: Thanks to Guillaume, I've been able to get rid of the if statement, but not of the loop. Now my code looks as follows:

for j1=1:N1

for j2=1:N1

for i = 1:N2

wn(i,j1,xind(i,j1,j2)+1,j2) = w_tmp(i,j1,j2)*weightup(i,j1,j2);

wn(i,j1,xind(i,j1,j2),j2) = w_tmp(i,j1,j2)*weightdown(i,j1,j2);

end

end

end

The problem is that xind might contain the same index multiple times. I'm not sure if I can make use of accumarray because I want to keep wn is a 4-dimensional matrix.

Thanks!

Answer by Guillaume
on 17 Feb 2015

Edited by Guillaume
on 17 Feb 2015

Accepted Answer

Assuming your x is monotically increasing (if not, sort it and save the original indices to reorder the data at the end), and also assuming that x_offgrid is always within [x(1) x(end)], it think this may be what you want:

x = [1 3 5 7 9]; %also ignoring vector vs 3d array, not sure it matters

x_offgrid = [1.7 5.5 3 8.5];

w = [1 10 100 1000];

[~, xind] = histc(x_offgrid, x);

%[~, ~, xind] = histcounts(x_offgrid, x); %using new histcounts in R2014b

%x_ongrid = x(xind); %not used

weightup = w .* (x_offgrid - x(xind)) ./ (x(xind+1) - x(xind));

weightdown = w .* (x(xind+1) - x_offgrid) ./ (x(xind+1) - x(xind));

w_new = accumarray([xind xind+1]', [weightdown weightup])

Note that I've not tried to fully understand your example code (since you've not provided all the details). What I've done is find the lower point corresponding to your x_offgrid using histc. I then calculate a proportion of the weight to redistribute to the upper and lower point according to the distance of x_offgrid to these points (the weightup and weightdown). Finally, the final weight is the sum of the weightup and weightdown corresponding to each grid point. I use accumarray for that.

Tintin Milou
on 20 Feb 2015

Guillaume
on 20 Feb 2015

There's a few more errors in your code, which made it harder to understand. The initialisation of wn should be

N3 = size(w, 3); %and why is N2, N1 swapped?

wn = zeros(N2, N1, numel(x) + 2, N3);

%and personally, I would have the xind be the 4th dimension:

%wn = zeros([size(x_offgrid) numel(x)+2)]);

and the loop should be

for jp = 1:N3

Anyway, to obtain the same result with accumarray:

[r, c, p] = ndgrid(1:size(w, 1), 1:size(w, 2), 1:size(w, 3));

wn2 = accumarray([r(:) c(:) xind(:) p(:); r(:) c(:) xind(:)+1 p(:)], [wdown(:); wup(:)]);

Tintin Milou
on 20 Feb 2015

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