R中向量的子向量之和

时间:2016-01-18 15:47:47

标签: r

给定长度为k的向量x,我想获得k×k矩阵X,其中X[i,j]x[i] + ... + x[j]的总和。我现在的方式是

set.seed(1)
x <- rnorm(10)

X <- matrix(0,10,10)
for(i in 1:10) 
  for(j in 1:10)
    X[i,j] <- sum(x[i:j])

#             [,1]       [,2]       [,3]      [,4]        [,5]       [,6]        [,7]      [,8]      [,9]      [,10]
# [1,]  -0.6264538 -0.4428105 -1.2784391 0.3168417  0.64634948 -0.1741189  0.31331014 1.0516348 1.6274162  1.3220278
# [2,]  -0.4428105  0.1836433 -0.6519853 0.9432955  1.27280329  0.4523349  0.93976395 1.6780887 2.2538700  1.9484816
# [3,]  -1.2784391 -0.6519853 -0.8356286 0.7596522  1.08915996  0.2686916  0.75612063 1.4944453 2.0702267  1.7648383
# [4,]   0.3168417  0.9432955  0.7596522 1.5952808  1.92478857  1.1043202  1.59174924 2.3300739 2.9058553  2.6004669
# [5,]   0.6463495  1.2728033  1.0891600 1.9247886  0.32950777 -0.4909606 -0.00353156 0.7347931 1.3105745  1.0051861
# [6,]  -0.1741189  0.4523349  0.2686916 1.1043202 -0.49096061 -0.8204684 -0.33303933 0.4052854 0.9810667  0.6756783
# [7,]   0.3133101  0.9397640  0.7561206 1.5917492 -0.00353156 -0.3330393  0.48742905 1.2257538 1.8015351  1.4961467
# [8,]   1.0516348  1.6780887  1.4944453 2.3300739  0.73479315  0.4052854  1.22575376 0.7383247 1.3141061  1.0087177
# [9,]   1.6274162  2.2538700  2.0702267 2.9058553  1.31057450  0.9810667  1.80153511 1.3141061 0.5757814  0.2703930
# [10,]  1.3220278  1.9484816  1.7648383 2.6004669  1.00518611  0.6756783  1.49614672 1.0087177 0.2703930 -0.3053884

但我无法帮助感觉必须有一个更优雅的R方式(除了将其翻译成Rcpp)。

6 个答案:

答案 0 :(得分:9)

我们可以使用outer()

mySum <- function(i,j) sum(x[i:j])
outer(1:10, 1:10, Vectorize(mySum))

编辑:你也可以通过foreach寻求解决方案:

library(foreach)
mySum <- function(j) sum(x[i:j])
mySum <- Vectorize(mySum)
foreach(i = 1:10, .combine = 'rbind') %do% mySum(1:10)

并且可能会并行运行。

答案 1 :(得分:5)

您不需要反复重新计算内循环中的总和,而是可以使用细胞等于其上方的单元格加上右侧对角线上的单元格,通过子对角线构建矩阵。这应该将算法的顺序从O(n ^ 3)减少到O(n ^ 2)。

这是一个快速而肮脏的实现:

X <- diag(x)

for(i in 1:9) {
    for(j in 1:(10-i)){
        X[j+i,j] <- X[j,j+i] <- X[j+i,j+i] + X[j+i-1,j]
    }  
}

编辑:

正如其他人所指出的那样,你可以通过使用cumsum和矢量化内循环来获得更快的速度和简单性:

n <- length(x)
X <- diag(x)
for(i in 1:n) {
    X[i:n,i] <- X[i,i:n] <- cumsum(x[i:n])
}

答案 2 :(得分:5)

这里的另一种方法似乎比OP的循环速度快得多(按因子~30),并且比当前存在的其他答案快得多(因子> = 18):

n <- 5
x <- 1:5
z <- lapply(1:n, function(i) cumsum(x[i:n]))
m <- mapply(function(y, l) c(rep(NA, n-l), y), z, lengths(z))
m[upper.tri(m)] <- t(m)[upper.tri(m)]
m

#     [,1] [,2] [,3] [,4] [,5]
#[1,]    1    3    6   10   15
#[2,]    3    2    5    9   14
#[3,]    6    5    3    7   12
#[4,]   10    9    7    4    9
#[5,]   15   14   12    9    5

基准(向下滚动查看结果)

library(microbenchmark)
n <- 100
x <- 1:n

f1 <- function() {
  X <- matrix(0,n,n)
  for(i in 1:n) {
    for(j in 1:n) {
      X[i,j] <- sum(x[i:j])
    }
  }
  X
}

f2 <- function() {
  mySum <- function(i,j) sum(x[i:j])
  outer(1:n, 1:n, Vectorize(mySum))
}

f3 <- function() {
  matrix(apply(expand.grid(1:n, 1:n), 1, function(y) sum(x[y[2]:y[1]])), n, n)
}

f4 <- function() {
  z <- lapply(1:n, function(i) cumsum(x[i:n]))
  m <- mapply(function(y, l) c(rep(NA, n-l), y), z, lengths(z))
  m[upper.tri(m)] <- t(m)[upper.tri(m)]
  m
}

f5 <- function() {
  X <- diag(x)
  for(i in 1:(n-1)) {
    for(j in 1:(n-i)){
      X[j+i,j] <- X[j,j+i] <- X[j+i,j+i] + X[j+i-1,j]
    }  
  }
  X
}

microbenchmark(f1(), f2(), f3(), f4(), f5(), times = 25L, unit = "relative")
#Unit: relative
# expr      min       lq     mean   median       uq      max neval
# f1() 29.90113 29.01193 30.82411 31.15412 32.51668 35.93552    25
# f2() 29.46394 30.93101 31.79682 31.88397 34.52489 28.74846    25
# f3() 56.05807 53.82641 53.63785 55.36704 55.62439 45.94875    25
# f4()  1.00000  1.00000  1.00000  1.00000  1.00000  1.00000    25
# f5() 16.30136 17.46371 18.86259 17.87850 21.19914 23.68106    25

all.equal(f1(), f2())
#[1] TRUE
all.equal(f1(), f3())
#[1] TRUE
all.equal(f1(), f4())
#[1] TRUE
all.equal(f1(), f5())
#[1] TRUE

更新了Neal Fultz编辑的功能。

答案 3 :(得分:3)

你也可以试试这个:

x <- 1:10

matrix(apply(expand.grid(1:10, 1:10), 1, function(y) sum(x[y[2]:y[1]])), 10, 10)
      [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
 [1,]    1    3    6   10   15   21   28   36   45    55
 [2,]    3    2    5    9   14   20   27   35   44    54
 [3,]    6    5    3    7   12   18   25   33   42    52
 [4,]   10    9    7    4    9   15   22   30   39    49
 [5,]   15   14   12    9    5   11   18   26   35    45
 [6,]   21   20   18   15   11    6   13   21   30    40
 [7,]   28   27   25   22   18   13    7   15   24    34
 [8,]   36   35   33   30   26   21   15    8   17    27
 [9,]   45   44   42   39   35   30   24   17    9    19
[10,]   55   54   52   49   45   40   34   27   19    10

答案 4 :(得分:3)

这是一个Rcpp函数,几乎是代码的字面翻译:

set.seed(1)
x <- rnorm(10)

X <- matrix(0,10,10)
for(i in 1:10) 
  for(j in 1:10)
    X[i,j] <- sum(x[i:j])

library(inline)
library(Rcpp)

cppFunction(
  'NumericMatrix allSums(NumericVector x) {
        int n = x.length();
        NumericMatrix X(n, n);
        for (int i = 0; i < n; ++i) {
          for (int j = 0; j < n; ++j) {
             for (int k = i; k <= j; ++k) {
               X(i,j) += x(k);
             }
            X(j,i) = X(i,j);
          }
        }
        return X;
    }')

Y <- allSums(x)
all.equal(X, Y)
#[1] TRUE

但当然,算法可以改进:

cppFunction(
  'NumericMatrix allSums2(NumericVector x) {
        int n = x.length();
        NumericMatrix X(n, n);
        X(0,0) = x(0);
        for (int j = 0; j < n; ++j) {
          if (j > 0) {
            X(0,j) = X(0, j-1) + x(j);
            X(j,0) = X(0,j);
          }
          for (int i = 1; i < n; ++i) {
            X(i,j) = X(i-1,j) - x(i-1); 
            X(j,i) = X(i,j);
            }
          }
        return X;
    }')

Z <- allSums2(x)
all.equal(X, Z)
#[1] TRUE

一些基准:

library(microbenchmark)
n <- 100
x <- 1:n

f4 <- function(x, n) {
  z <- lapply(1:n, function(i) cumsum(x[i:n]))
  m <- mapply(function(y, l) c(rep(NA, n-l), y), z, lengths(z))
  m[upper.tri(m)] <- t(m)[upper.tri(m)]
  m
}


microbenchmark(f4(x, n), allSums(x), allSums2(x), times = 25)#
#Unit: microseconds
#       expr      min       lq      mean   median       uq      max neval cld
#   f4(x, n)  933.441  938.061 1121.0901  975.633 1045.232 2635.561    25  b 
# allSums(x) 1385.533 1391.693 1466.4784 1395.080 1408.630 2996.803    25   c
#allSums2(x)  127.499  129.038  198.8475  133.965  139.201 1737.844    25 a  

答案 5 :(得分:0)

除了已经提供的优秀答案之外,这里还有一个超快base R解决方案:

subVecSum <- function(v, s) {
    t <- c(0L, cumsum(v))
    n1 <- s+1L
    m <- matrix(0L,s,s)
    for (i in 4L:n1) {
        m[i-2L,1L:(i-3L)] <- t[i-1L]-t[1L:(i-3L)]
        m[i-2L,i-2L] <- v[i-2L]
        m[i-2L,(i-1L):s] <- t[i:n1]-t[i-2L]
    }
    m[1L,] <- t[-1L]; m[s,] <- t[n1]-t[1L:s]
    m
}

事实上,根据下面的基准测试,它是最快的base R解决方案(@ Roland&#39;} Rcpp解决方案仍然是最快的。相对来说,随着向量大小的增加,它也变得更快(我只比较了f4(由@docendo提供),因为它是目前为止最快的base R解决方案和@Roland&#39; s Rcpp实施。您会注意到我使用@Roland定义的修改后的f4函数。

## We first compile the functions.. no need to compile the Rcpp
## function as it is already done by calling cppFunction
c.f4 <- compiler::cmpfun(f4)
c.subVS1 <- compiler::cmpfun(subVecSum)

n <- 100
x <- 1:n
microbenchmark(c.f4(x,n), c.subVS1(x,n), allSums2(x), times = 1000, unit = "relative")
Unit: relative
          expr       min        lq     mean    median        uq       max neval cld
    c.f4(x, n) 11.355013 11.262663 9.231756 11.545315 12.074004 1.0819186  1000   c
c.subVS1(x, n)  7.795879  7.592643 5.414135  7.624209  8.080471 0.8490876  1000  b 
   allSums2(x)  1.000000  1.000000 1.000000  1.000000  1.000000 1.0000000  1000 a  

n <- 500
x <- 1:n
microbenchmark(c.f4(x,n), c.subVS1(x,n), allSums2(x), times = 500, unit = "relative")
Unit: relative
          expr      min       lq     mean   median       uq       max neval cld
    c.f4(x, n) 6.231426 6.585118 6.442567 6.438163 6.882862 10.124428   500   c
c.subVS1(x, n) 3.548766 3.271089 3.137887 2.881520 3.604536  8.854241   500  b 
   allSums2(x) 1.000000 1.000000 1.000000 1.000000 1.000000  1.000000   500 a  

n <- 1000
x <- 1:n
microbenchmark(c.f4(x,n), c.subVS1(x,n), allSums2(x), times = 100, unit = "relative")
Unit: relative
          expr      min        lq      mean    median        uq      max neval cld
    c.f4(x, n) 7.779537 16.352334 11.489506 15.529351 14.447210 3.639483   100   c
c.subVS1(x, n) 2.637996  2.951763  2.937385  2.726569  2.692099 1.211545   100  b 
   allSums2(x) 1.000000  1.000000  1.000000  1.000000  1.000000 1.000000   100 a  

identical(c.f4(x,n), c.subVS1(x,n), as.integer(allSums2(x)))  ## gives the same results
[1] TRUE

该算法利用仅计算cumsum(v)一次并从那里利用索引。对于非常大的向量,效率可与@Roland提供的Rcpp解决方案相媲美。观察:

n <- 5000
x <- 1:n
microbenchmark(c.subVS1(x,n), allSums2(x), times = 10, unit = "relative")
Unit: relative
          expr      min       lq     mean   median       uq      max neval cld
c.subVS1(x, n) 1.900718 1.865304 1.854165 1.865396 1.769996 1.837354    10   b
   allSums2(x) 1.000000 1.000000 1.000000 1.000000 1.000000 1.000000    10  a 


n <- 10000
x <- 1:n
microbenchmark(c.subVS1(x,n), allSums2(x), times = 10, unit = "relative")
Unit: relative
          expr      min      lq     mean   median       uq     max neval cld
c.subVS1(x, n) 1.503538 1.53851 1.493883 1.526843 1.496783 1.29196    10   b
   allSums2(x) 1.000000 1.00000 1.000000 1.000000 1.000000 1.00000    10  a 

不错,对于base R,但是Rcpp仍然限制着这一天!!!