与 einsums 的交叉产品

cross products with einsums

我正在尝试尽快计算许多 3x1 向量对的叉积。这个

n = 10000
a = np.random.rand(n, 3)
b = np.random.rand(n, 3)
numpy.cross(a, b)

给出了正确的答案,但受到 this answer to a similar question 的启发,我认为 einsum 会让我有所收获。我发现两者

eijk = np.zeros((3, 3, 3))
eijk[0, 1, 2] = eijk[1, 2, 0] = eijk[2, 0, 1] = 1
eijk[0, 2, 1] = eijk[2, 1, 0] = eijk[1, 0, 2] = -1

np.einsum('ijk,aj,ak->ai', eijk, a, b)
np.einsum('iak,ak->ai', np.einsum('ijk,aj->iak', eijk, a), b)

计算叉积,但它们的性能令人失望:两种方法的性能都比np.cross差很多:

%timeit np.cross(a, b)
1000 loops, best of 3: 628 µs per loop
%timeit np.einsum('ijk,aj,ak->ai', eijk, a, b)
100 loops, best of 3: 9.02 ms per loop
%timeit np.einsum('iak,ak->ai', np.einsum('ijk,aj->iak', eijk, a), b)
100 loops, best of 3: 10.6 ms per loop

关于如何改进 einsum 有什么想法吗?

您可以使用 np.tensordot to lose one of the dimensions at the first level and then use np.einsum 引入矩阵乘法以丢失另一个维度,就像这样 -

np.einsum('aik,ak->ai',np.tensordot(a,eijk,axes=([1],[1])),b)

或者,我们可以使用 np.einsumab 之间执行广播元素乘法,然后使用 np.tensordot 一次性失去两个维度,就像这样 -

np.tensordot(np.einsum('aj,ak->ajk', a, b),eijk,axes=([1,2],[1,2]))

我们本可以通过引入新轴来执行元素乘法,例如 a[...,None]*b[:,None],但它似乎减慢了它的速度。


尽管如此,这些方法比所提出的仅基于 np.einsum 的方法有了很好的改进,但未能击败 np.cross

运行时测试-

In [26]: # Setup input arrays
    ...: n = 10000
    ...: a = np.random.rand(n, 3)
    ...: b = np.random.rand(n, 3)
    ...: 

In [27]: # Time already posted approaches
    ...: %timeit np.cross(a, b)
    ...: %timeit np.einsum('ijk,aj,ak->ai', eijk, a, b)
    ...: %timeit np.einsum('iak,ak->ai', np.einsum('ijk,aj->iak', eijk, a), b)
    ...: 
1000 loops, best of 3: 298 µs per loop
100 loops, best of 3: 5.29 ms per loop
100 loops, best of 3: 9 ms per loop

In [28]: %timeit np.einsum('aik,ak->ai',np.tensordot(a,eijk,axes=([1],[1])),b)
1000 loops, best of 3: 838 µs per loop

In [30]: %timeit np.tensordot(np.einsum('aj,ak->ajk',a,b),eijk,axes=([1,2],[1,2]))
1000 loops, best of 3: 882 µs per loop

einsum()的乘法运算次数比cross()多,在最新的NumPy版本中,cross()不会创建很多临时数组。所以 einsum() 不可能比 cross() 快。

这里是cross的旧代码:

x = a[1]*b[2] - a[2]*b[1]
y = a[2]*b[0] - a[0]*b[2]
z = a[0]*b[1] - a[1]*b[0]

这里是cross的新代码:

multiply(a1, b2, out=cp0)
tmp = array(a2 * b1)
cp0 -= tmp
multiply(a2, b0, out=cp1)
multiply(a0, b2, out=tmp)
cp1 -= tmp
multiply(a0, b1, out=cp2)
multiply(a1, b0, out=tmp)
cp2 -= tmp

要加速它,你需要 cython 或 numba。