How to perform a sum over matrices in several dimensions?

Hello I have a rather large sum that I want to evaluate in MATLAB. Symbolically it looks like this:
huge_sum(qx,qy)=sum_n(sum_m(sum_kx(sum_ky(sum_i(sum_j( M1(n,m,kx,ky)*M2(n,kx,ky,i,j)*M3(m,kx+qx,ky+qy,i,j)*M4(qx,qy,i,j)
) ) ) ) ) ),
where each of the M's is a matrix. The indices run from 1 to
qx,qy,kx,ky: 25
i,j,m,n: 16
My current implementation is rather slow; it's simply a bunch of nested for loops, defining a matrix,M5(m,n,kx,ky,i,j), which I then sum for each value of qx.
The problem is that this code will take around 100 days to run, which is of course too much! Can anyone suggest a smarter way to do this?

5 Comments

Is there any sparsity in these arrays at all?
Unfortunately no, as they stand here, all the elements of the matrices are non-zero numbers
Are the matrices calculated in the same loop? I mean, the most time consuming step is most likely to calculate the matrix M5, is it possible to perform the matrix calculations in another way? I am not really sure of how you want to calculate the matrix. Are there any way to clarify that?
Do some factoring. Your M1 and M2 indices are independent of qx and qy, so you can calculate the M1 * M2 part independently.
Calculating the matrices M1-M4 is rather quick and is done beforehand. I know it's the calculation of M5 which is slow; at the moment I calculate its values one entry at a time. I would like to vectorize it somehow, but I can't see how to do that when the matrices have different sizes..
@Walter thanks, but I actually realized I made a mistake in what I wrote here - M1 depends on qx and qy as well.

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 Accepted Answer

Warning. Not tested.
op=@(A,B,dim) squeeze(sum(bsxfun(@times,A,B),dim))
M2=reshape(M2,16,1,25,25,256); %M2(n,1,kx,ky,z)
T=op(M1,M2,1); %T(m,kx,ky,z)
M3=M3(:,:,:,:); %M3(m,kx+qx,ky+qy,z)
M4=M4(:,:,:); %M4(qx,qy,z)
sx=size(M3,2);
sy=size(M3,3);
Tr=reshape(T,16,25,25,1,1,256);
M3r=reshape(M3,16,1,1,sx,sy,256);
U=op(Tr,M3r,1); %U(kx,ky,kx+qx,ky+qy,z)
U=permute(U,[1,3,2,4,5]); %U(kx,kx+qx,ky,ky+qy,z)
U=reshape(U,25*sx,25*sy, 256);
K=1:25;
for qx=K
idx=sub2ind([25,sx],K,K+qx);
for qy=K
idy=sub2ind([25,sy],K,K+qy);
u=reshape(U(idx,idy,:)[],256);
v=reshape(M3(qx,qy,:),[],256);
M5(qx,qy)=sum(u,1)*v.';
end
end

1 Comment

I can't say I understand exactly how this code works, but it seems to be doing the right thing. I will try and think of a way to test it. Thanks for the effort!

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Asked:

on 13 Jan 2014

Commented:

on 13 Jan 2014

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