矩阵链乘法问题描述(Matrix-chain multiplication)

最新推荐文章于 2021-05-18 21:05:20 发布

西笑生

最新推荐文章于 2021-05-18 21:05:20 发布

阅读量4.6k

点赞数 1

分类专栏：软件开发算法文章标签：矩阵链乘法

本文链接：https://blog.csdn.net/flyfish1986/article/details/48415241

版权

软件开发同时被 2 个专栏收录

135 篇文章 8 订阅

订阅专栏

算法

29 篇文章 1 订阅

订阅专栏

矩阵链乘法问题描述(Matrix-chain multiplication)

flyfish 2015-9-13
矩阵链乘法问题：给定n个要相乘的矩阵构成序列<script type="math/tex" id="MathJax-Element-3148"> </script>,计算乘积 $A_1,A_2...A_n$ 。
Matrix-chain multiplication：We are given a sequence(chain) <script type="math/tex" id="MathJax-Element-3150"> </script> or n matices to be multiplied,and we wish to compute the product $A_1,A_2...A_n$ 。
product
n乘积

multiply
英 [‘mʌltɪplaɪ] 美 [‘mʌltɪplaɪ]
vt. 乘；使增加；使繁殖；使相乘
vi. 乘；繁殖；增加
过去式 multiplied
过去分词 multiplied
现在分词 multiplying

为了计算，可以将两个矩阵相乘的算法作为一个子程序，根据括号的次序做全部的矩阵乘法。
We can evaluate the express using the stand algorithm for multiplying paires of matrices as a subroutine once we have parenthesized it to resolve all ambiguities in how the matrices are multiplied together.

parenthesize
英 [pə’renθɪsaɪz] 美 [pə’rɛnθə,saɪz]
vt. 加插入语于…；将…加上括弧
过去式 parenthesized
过去分词 parenthesized
现在分词 parenthesizing

ambiguity
英 [æmbɪ’gjuːɪtɪ] 美 [,æmbɪ’ɡjuəti]
n. 含糊；不明确；暧昧；模棱两可的话
复数 ambiguities

如果矩阵链为<script type="math/tex" id="MathJax-Element-3152"> </script>乘积 $A_1A_2A_3A_4$ 可用5种不同方式加全部括号:
if the chain of matrices is <script type="math/tex" id="MathJax-Element-3154"> </script>,then we can fully parenthesized the product $A_1A_2A_3A_4$ in five distinct ways:

$(A_1 (A_2 (A_3 A_4 )))$
$(A_1 ((A_2 A_3 )A_4 ))$
$((A_1 A_2 )(A_3 A_4 ))$
$((A_1 (A_2 A_3 ))A_4 )$
$(((A_1 A_2 )A_3 )A_4 )$

只有当矩阵A的列数与矩阵B的行数相等时A×B才有意义
如果A是p*q矩阵，B是q*r矩阵，那么结果的矩阵C就是p*r矩阵
We can multiple tow metrices A and B only if they are compatible:the number of colums of A must equal the number of rows of B.

if A is a p*q matrix and
B is a q*r matrix，
the resulting matrix C is a p*r matrix

考虑3个矩阵的链 <A1，A2，A3> <script type="math/tex" id="MathJax-Element-3161"> </script>，假设维数分别为10X100，100X5，5X50。
如果按照(A1A2)A3次序计算，那么需要10x100x5 + 10x5x50 = 7500次乘法运算；
如果按照A1(A2A3)次序计算，那么需要100x5x50 + 10x100x50 = 75000次乘法运算；因此按照第一种次序计算要快10倍。
consider the problem of chain <A1，A2，A3> <script type="math/tex" id="MathJax-Element-3162"> </script> of three matrices,Suppose that the dimensions of the matrices are 10x100,100x5,and 5x50,

respectively,If we multiply according to the parenthesization $((A_1 A_2) A_3)$ ,we perform 10x100x5=5000 scalar multiplications to compute the 10x5 matrix product $A_1 A_2$ , plus another 10 x 5 x50 = 2500 scalar multiplications to multiply this matrix by $A_3$ , for a total of 7500 scalar multiplications.

respective
英 [rɪ’spektɪv] 美 [rɪ’spɛktɪv]
adj. 分别的，各自的
respectively
英 [rɪ’spektɪvlɪ] 美 [rɪ’spɛktɪvli]
adv. 分别地；各自地，独自地

If instead we multiply according to the parenthesization $(A_1 (A_2 A_3))$ we perform 100 x 5 x 50 = 25,000 scalar multiplications to compute the 100 x 50 matrix product $A_2 A_3$ , plus another 10 x 100 x 50 = 50,000 scalar multiplications to multiply $A_1$ by this matrix, for a total of 75,000 scalar multiplications. Thus, computing the product according tothe first parenthesization is 10 times faster.

假设矩阵 A B
A 2行3列
B 3行2列

A = {142536}, B = ⎧ ⎩ ⎨ ⎪ ⎪ 123456 ⎫ ⎭ ⎬ ⎪ ⎪

$\begin{equation*}A=\begin{Bmatrix} 1 & 2 & 3\\ 4 & 5& 6 \end{Bmatrix}, B=\begin{Bmatrix} 1 & 4\\ 2 & 5\\ 3 & 6 \end{Bmatrix} \end{equation*}$

乘积AB是

A B = {1 \times 1 + 2 \times 2 + 3 \times 3 4 \times 1 + 5 \times 2 + 6 \times 3 1 \times 4 + 2 \times 5 + 3 \times 6 4 \times 4 + 5 \times 5 + 6 \times 6}

$\begin{equation*}AB=\begin{Bmatrix} 1\times 1+2\times 2+3\times 3 & 1\times 4+2\times 5+3\times 6 \\ 4\times 1+5\times 2+6\times 3 & 4\times 4+5\times 5+6\times 6 \end{Bmatrix} \end{equation*}$

2*3*2 理解为2行每行中一个元素需要3个乘，一共2列
$A_1 A_2$ 结果是10行5列每个元素100个乘.
$A_1 A_2$ 的结果乘以 $A_3$ 结果是10行50列每个元素5个乘.
所以是10x100x5 + 10x5x50 = 7500

矩阵链乘法问题可表述为：给定n个矩阵构成的一个链<script type="math/tex" id="MathJax-Element-2930"> </script>，其中i=1,2,3,4…..,n，矩阵 $A_i$ 的维数为 $Pi_1 ×Pi$ ，对乘积 $A_1A_2A_3.....A_n$ ，以一种最小标量乘法次数的方式进行加全部括号。

We state the matrix-chain multiplication problem as follows: given a chain<script type="math/tex" id="MathJax-Element-2934"> </script> of n matrices, where for i=1,2,3,4…..,n matrix $A_i$ has dimension $Pi_1 ×Pi$ , fully parenthesize the product $A_1A_2A_3.....A_n$ in a way that minimizes the number of scalar multiplications.

注意在矩阵链相乘题目中，实际上并没有把矩阵相乘，目的仅是确定一个具有最小代价的矩阵相乘次序
Note that in the matrix-chain multiplication problem, we are not actually multiplying matrices. Our goal is only to determine an order for multiplying matrices that has the lowest cost。