Best way to calculate the determinants of a series of matrices?
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Christian Schröder on 5 Sep 2019
I've got a series of time-dependent matrices which I'd like to calculate the determinants of. These matrices are stored as a three-dimensional array, where the first dimension indicates the period; in other words, the matrix at time t is given by
Gt = squeeze(G(t, :, :))
I'd now like a snippet of code which, being run, will ensure that
Delta(t) = det(squeeze(G(t, :, :)))
holds for all t. Of course I could do this with a loop, but I feel that there must be a more succinct, vectorized way of doing it. Sadly, MATLAB's det function itself is of no help. Is there something else I could use, or will I have to bite the proverbial bullet and use a loop after all?
Bruno Luong on 5 Sep 2019
Edited: Bruno Luong on 5 Sep 2019
I reverse the order and put the page in third dimension (avoid to use squeeze).
For small size, you can save CPU time by 4 fold using MultipleQR available on FEX
n = size(A,1);
% FEX https://fr.mathworks.com/matlabcentral/fileexchange/68976-multipleqr
[Q,R] = MultipleQR(A);
R = reshape(R,n*n,);
d1 = (-1)^n * prod(R(1:n+1:end,:),1);
toc % Elapsed time is 0.087167 seconds.
d2 = arrayfun(@(k) det(A(:,:,k)), 1:size(A,3));
toc % Elapsed time is 0.376470 seconds.
% Check correctness
norm(d1-d2)/norm(d2) % 4.2026e-16
MultipleQR will be less efficient for large n.
More Answers (3)
Fabio Freschi on 5 Sep 2019
Not sure if it you can speedup your code, but a single line code to do the job is
Delta = arrayfun(@(i)det(squeeze(G(i,:,:))),1:size(G,1));
Jos (10584) on 5 Sep 2019
Elaborating on the answers using arrayfun, you can avoid the multiple squeeze operations by permuting the dimension order first:
G = permute(G,[2 3 1]) ; % last dimension is running fastest
D = arrayfun(@(k) det(G(:,:,k)), 1:size(G,3)) % per Fabio and Alex