R:对相邻矩阵元素求和。如何加速?

R:对相邻矩阵元素求和。如何加速?,r,matrix,openmp,rcpp,armadillo,R,Matrix,Openmp,Rcpp,Armadillo,我正在处理大约2500x250x50(lonxlatxtime)的大型矩阵。该矩阵仅包含1和0。我需要知道每个时间步周围24个元素的总和。到目前为止,我是这样做的: xdim <- 2500 ydim <- 2500 tdim <- 50 a <- array(0:1,dim=c(xdim,ydim,tdim)) res <- array(0:1,dim=c(xdim,ydim,tdim)) for (t in 1:tdim){ for (x in 3:(xd

我正在处理大约2500x250x50(lonxlatxtime)的大型矩阵。该矩阵仅包含1和0。我需要知道每个时间步周围24个元素的总和。到目前为止,我是这样做的:

xdim <- 2500
ydim <- 2500
tdim <- 50
a <- array(0:1,dim=c(xdim,ydim,tdim))
res <- array(0:1,dim=c(xdim,ydim,tdim))

for (t in 1:tdim){
  for (x in 3:(xdim-2)){
    for (y in 3:(ydim-2)){
      res[x,y,t] <- sum(a[(x-2):(x+2),(y-2):(y+2),t])
    }
  }
}

xdim您当前的代码由于冗余子集设置和计算而产生大量开销。如果你想提高速度,就把这个清理干净


  • xdim中,有一种解决方案对于大型阵列来说非常快速:

    res <- apply(a, 3, function(a) t(filter(t(filter(a, rep(1, 5), circular=TRUE)), rep(1, 5), circular=TRUE)))
    dim(res) <- c(xdim, ydim, tdim)
    
    下面是您当前正在使用的(NAs处于边缘)以及此示例在我的笔记本电脑上花费的时间:

    f1 <- function(a, xdim, ydim, tdim){
      res <- array(NA_integer_,dim=c(xdim,ydim,tdim))
      for (t in 1:tdim){
        for (x in 3:(xdim-2)){
          for (y in 3:(ydim-2)){
            res[x,y,t] <- sum(a[(x-2):(x+2),(y-2):(y+2),t])
          }
        }
      }
      return(res)
    }
    
    system.time(res1 <- f1(a, xdim, ydim, tdim))
    #   user  system elapsed
    # 14.813   0.005  14.819
    
    f1简介
    我不得不说,阵列的设置背后隐藏着很多东西。不过,问题的其余部分并不重要。因此,有两种方法可以真正做到这一点:

  • @Alex给出的Bruteforce(用C++编写)
  • 观察复制模式
  • 使用OpenMP进行暴力强制 如果我们想“暴力”它,那么我们可以使用@Alex给出的建议,对犰狳使用
    OpenMP

    #include <RcppArmadillo.h>
    
    // [[Rcpp::depends(RcppArmadillo)]]
    
    // Add a flag to enable OpenMP at compile time
    // [[Rcpp::plugins(openmp)]]
    
    // Protect against compilers without OpenMP
    #ifdef _OPENMP
      #include <omp.h>
    #endif
    
    // [[Rcpp::export]]
    arma::cube cube_parallel(arma::cube a, arma::cube res, int cores = 1) {
    
      // Extract the different dimensions
      unsigned int tdim = res.n_slices;
    
      unsigned int xdim = res.n_rows;
    
      unsigned int ydim = res.n_cols;
    
      // Same calculation loop
      #pragma omp parallel for num_threads(cores)
      for (unsigned int t = 0; t < tdim; t++){
        // pop the T
        arma::mat temp_mat = a.slice(t);
    
        // Subset the rows
        for (unsigned int x = 2; x < xdim-2; x++){
    
          arma::mat temp_row_sub = temp_mat.rows(x-2, x+2);
    
          // Iterate over the columns with unit accumulative sum
          for (unsigned int y = 2; y <  ydim-2; y++){
            res(x,y,t) = accu(temp_row_sub.cols(y-2,y+2));
          }
        }
      }
    
      return res;
    }
    
    输出

    , , 1
    
         [,1] [,2] [,3]
    [1,]    0    0    0
    [2,]    1    1    1
    
    , , 2
    
         [,1] [,2] [,3]
    [1,]    0    0    0
    [2,]    1    1    1
    
    案例2:

    xdim <- 2
    ydim <- 3
    tdim <- 2
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    
    xdim <- 3
    ydim <- 3
    tdim <- 3
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    
    , , 1
    
         [,1] [,2] [,3]
    [1,]    0    1    0
    [2,]    1    0    1
    [3,]    0    1    0
    
    , , 2
    
         [,1] [,2] [,3]
    [1,]    1    0    1
    [2,]    0    1    0
    [3,]    1    0    1
    
    , , 3
    
         [,1] [,2] [,3]
    [1,]    0    1    0
    [2,]    1    0    1
    [3,]    0    1    0
    
    xdim <- 3
    ydim <- 4
    tdim <- 2
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    
    , , 1
    
         [,1] [,2] [,3] [,4]
    [1,]    0    1    0    1
    [2,]    1    0    1    0
    [3,]    0    1    0    1
    
    , , 2
    
         [,1] [,2] [,3] [,4]
    [1,]    0    1    0    1
    [2,]    1    0    1    0
    [3,]    0    1    0    1
    
    案例3:

    xdim <- 2
    ydim <- 3
    tdim <- 2
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    
    xdim <- 3
    ydim <- 3
    tdim <- 3
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    
    , , 1
    
         [,1] [,2] [,3]
    [1,]    0    1    0
    [2,]    1    0    1
    [3,]    0    1    0
    
    , , 2
    
         [,1] [,2] [,3]
    [1,]    1    0    1
    [2,]    0    1    0
    [3,]    1    0    1
    
    , , 3
    
         [,1] [,2] [,3]
    [1,]    0    1    0
    [2,]    1    0    1
    [3,]    0    1    0
    
    xdim <- 3
    ydim <- 4
    tdim <- 2
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    
    , , 1
    
         [,1] [,2] [,3] [,4]
    [1,]    0    1    0    1
    [2,]    1    0    1    0
    [3,]    0    1    0    1
    
    , , 2
    
         [,1] [,2] [,3] [,4]
    [1,]    0    1    0    1
    [2,]    1    0    1    0
    [3,]    0    1    0    1
    
    模式黑客 好的,基于上面的讨论,我们选择编写一些代码来利用这个独特的模式

    创建交替向量 在这种情况下,交替向量在两个不同的值之间切换

    #include <RcppArmadillo.h>
    // [[Rcpp::depends(RcppArmadillo)]]
    
    // ------- Make Alternating Vectors
    
    arma::vec odd_vec(unsigned int xdim){
    
      // make a temporary vector to create alternating 0-1 effect by row.
      arma::vec temp_vec(xdim);
    
      // Alternating vector (anyone have a better solution? )
      for (unsigned int i = 0; i < xdim; i++) {
        temp_vec(i) = (i % 2 ? 0 : 1);
      }
    
      return temp_vec;
    }
    
    arma::vec even_vec(unsigned int xdim){
    
      // make a temporary vector to create alternating 0-1 effect by row.
      arma::vec temp_vec(xdim);
    
      // Alternating vector (anyone have a better solution? )
      for (unsigned int i = 0; i < xdim; i++) {
        temp_vec(i) = (i % 2 ? 1 : 0); // changed
      }
    
      return temp_vec;
    }
    
    调用主函数 这是将所有内容组合在一起的核心功能。这为我们提供了所需的距离阵列

    // --- Main Engine
    
    // Create the desired cube information
    // [[Rcpp::export]]
    arma::cube dim_to_cube(unsigned int xdim = 4, unsigned int ydim = 4, unsigned int tdim = 3) {
    
      // Initialize values in A
      arma::cube res(xdim,ydim,tdim);
    
      if(xdim % 2 == 0){
        res.each_slice() = calc_matrix(make_even_matrix(xdim, ydim));
      }else{
    
        if(ydim % 2 == 0){
    
          res.each_slice() = calc_matrix(make_odd_matrix_case1(xdim, ydim));
    
        }else{
    
          arma::mat first_odd_mat = calc_matrix(make_odd_matrix_case1(xdim, ydim));
    
          arma::mat sec_odd_mat = calc_matrix(make_odd_matrix_case2(xdim, ydim));
    
          for(unsigned int t = 0; t < tdim; t++){
            res.slice(t) = (t % 2 ? sec_odd_mat : first_odd_mat);
          }
    
        }
    
      }
    
      return res;
    }
    
    用于计时的脚本:

    cpp_parallel = cube_parallel(a,res, 1)
    alex_1core = alex(a,res,xdim,ydim,tdim)
    cpp_cache = dim_to_cube(xdim,ydim,tdim)
    op_answer = cube_r(a,res,xdim,ydim,tdim)
    
    all.equal(cpp_parallel, op_answer)
    all.equal(cpp_cache, op_answer)
    all.equal(alex_1core, op_answer)
    
    xdim <- 20
    ydim <- 20
    tdim <- 5
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    res <- array(0:1,dim=c(xdim,ydim,tdim))
    
    
    ga = microbenchmark::microbenchmark(r_1core = cube_r(a,res,xdim,ydim,tdim),
                                        alex_1core = alex(a,res,xdim,ydim,tdim),
                                        cpp_1core = cube_parallel(a,res, 1), 
                                        cpp_2core = cube_parallel(a,res, 2), 
                                        cpp_3core = cube_parallel(a,res, 3),
                                        cpp_cache = dim_to_cube(xdim,ydim,tdim))
    
    cpp\u parallel=cube\u parallel(a,res,1)
    alex_1core=alex(a、res、xdim、ydim、tdim)
    cpp_cache=dim_到_多维数据集(xdim、ydim、tdim)
    op_answer=cube_r(a、res、xdim、ydim、tdim)
    全部相等(cpp_平行,op_答案)
    all.equal(cpp_缓存,op_应答)
    全部相等(alex_1core,op_答案)
    
    xdim使用RcppArmadillo
    !设置
    xdim因为它是长lat,你想让邻域在边缘环绕吗?
    res[x,y,t]真的很好而且详细。变成Rcpp画廊的故事?是的。我会尽量在本周提交。期待着。这个方案相当简单;拥有当地的杰基尔并不是一件小事,但你不必拥有它。不管怎么说,你对Rmarkdown很在行……已经在本地为TCP和SMAC(Github pages rocks!)
    
    Unit: microseconds
           expr      min        lq       mean    median        uq       max neval
        r_1core 3538.022 3825.8105 4301.84107 3957.3765 4043.0085 16856.865   100
     alex_1core 2790.515 2984.7180 3461.11021 3076.9265 3189.7890 15371.406   100
      cpp_1core  174.508  180.7190  197.29728  194.1480  204.8875   338.510   100
      cpp_2core  111.960  116.0040  126.34508  122.7375  136.2285   162.279   100
      cpp_3core   81.619   88.4485  104.54602   94.8735  108.5515   204.979   100
      cpp_cache   40.637   44.3440   55.08915   52.1030   60.2290   302.306   100
    
    cpp_parallel = cube_parallel(a,res, 1)
    alex_1core = alex(a,res,xdim,ydim,tdim)
    cpp_cache = dim_to_cube(xdim,ydim,tdim)
    op_answer = cube_r(a,res,xdim,ydim,tdim)
    
    all.equal(cpp_parallel, op_answer)
    all.equal(cpp_cache, op_answer)
    all.equal(alex_1core, op_answer)
    
    xdim <- 20
    ydim <- 20
    tdim <- 5
    a <- array(0:1,dim=c(xdim,ydim,tdim))
    res <- array(0:1,dim=c(xdim,ydim,tdim))
    
    
    ga = microbenchmark::microbenchmark(r_1core = cube_r(a,res,xdim,ydim,tdim),
                                        alex_1core = alex(a,res,xdim,ydim,tdim),
                                        cpp_1core = cube_parallel(a,res, 1), 
                                        cpp_2core = cube_parallel(a,res, 2), 
                                        cpp_3core = cube_parallel(a,res, 3),
                                        cpp_cache = dim_to_cube(xdim,ydim,tdim))