I'm trying to compute a specific sum in R
as quickly as possible. The object of interest is
and the relevant input objects are two L
times K
matrices x
(contains only positive integers) and alpha
(contains only positive real values). A
is equivalent to rowSums(alpha)
and N
is equivalent to rowSums(x)
. Subscripts l
and k
denote a row / a column of alpha
or x
, respectively.
At first I thought it's going to be easy to come up with something that's super-quick, but I couldn't find an elegant solution. I think a matrix-valued version of seq()
would be very helpful here. Does anyone have a creative solution to implement this efficiently?
Here's an easy-to-read, but obviously inefficient, loop-based version for reference:
# parameters
L = 20
K = 5
# x ... L x K matrix of integers
x = matrix(1 : (L * K), L, K)
# alpha ... L x K matrix of positive real numbers
alpha = matrix(1 : (L * K) / 100, L, K)
# N ... sum over rows of x
N = rowSums(x)
# A ... sum over rows of alpha
A = rowSums(alpha)
# implementation
stacksum = function(x, alpha, N, A){
# parameters
K = ncol(x)
L = nrow(x)
result = 0
for(ll in 1:L){
# first part of sum
first.sum = 0
for(kk in 1:K){
# create sequence
sequence.k = seq(alpha[ll, kk], (alpha[ll, kk] + x[ll, kk] - 1), 1)
# take logs and sum
first.sum = first.sum + sum(log(sequence.k))
}
# second part of sum
second.sum = sum(log(seq(A[ll], (A[ll] + N[ll] - 1), 1)))
# add to result
result = result + first.sum - second.sum
}
return(result)
}
# test
stacksum(x, alpha, N, A)
Update with a lgamma
solution based on @RobertDodier comments.
Using sequence
and rep.int
.
# parameters
L <- 20
K <- 5
# x ... L x K matrix of integers
x <- matrix(1 : (L * K), L, K)
# alpha ... L x K matrix of positive real numbers
alpha <- matrix(1 : (L * K) / 100, L, K)
# N ... sum over rows of x
N <- rowSums(x)
# A ... sum over rows of alpha
A <- rowSums(alpha)
# proposed solution
stacksum2 <- function(x, alpha, N, A) {
sum(log(sequence(x, alpha) + rep.int(alpha %% 1, x))) - sum(log(sequence(N, A) + rep.int(A %% 1, N)))
}
# solution from Robert Dodier's comments
stacksum3 <- function(x, alpha, N, A) {
sum(lgamma(alpha + x) - lgamma(alpha)) - sum(lgamma(A + N) - lgamma(A))
}
# OP solution
stacksum1 = function(x, alpha, N, A){
# parameters
K = ncol(x)
L = nrow(x)
result = 0
for(ll in 1:L){
# first part of sum
first.sum = 0
for(kk in 1:K){
# create sequence
sequence.k = seq(alpha[ll, kk], (alpha[ll, kk] + x[ll, kk] - 1), 1)
# take logs and sum
first.sum = first.sum + sum(log(sequence.k))
}
# second part of sum
second.sum = sum(log(seq(A[ll], (A[ll] + N[ll] - 1), 1)))
# add to result
result = result + first.sum - second.sum
}
result
}
res <- list(
stacksum1(x, alpha, N, A),
stacksum2(x, alpha, N, A),
stacksum3(x, alpha, N, A)
)
all.equal(res[1:2], res[-1])
#> [1] TRUE
microbenchmark::microbenchmark(stacksum1 = stacksum1(x, alpha, N, A),
stacksum2 = stacksum2(x, alpha, N, A),
stacksum3 = stacksum3(x, alpha, N, A),
check = "equal")
#> Unit: microseconds
#> expr min lq mean median uq max neval
#> stacksum1 1654.2 1704.60 1899.384 1740.80 1964.75 4234.4 100
#> stacksum2 238.2 246.45 258.284 252.35 268.40 319.4 100
#> stacksum3 18.5 19.05 20.981 20.55 21.70 36.4 100