java下三角矩阵生成,将上三角矩阵转换为对称矩阵的快速方法

I have an upper-triangular matrix of np.float64 values, like this:

array([[ 1., 2., 3., 4.],

[ 0., 5., 6., 7.],

[ 0., 0., 8., 9.],

[ 0., 0., 0., 10.]])

I would like to convert this into the corresponding symmetric matrix, like this:

array([[ 1., 2., 3., 4.],

[ 2., 5., 6., 7.],

[ 3., 6., 8., 9.],

[ 4., 7., 9., 10.]])

The conversion can be done in place, or as a new matrix. I would like it to be as fast as possible. How can I do this quickly?

解决方案

This is the fastest routine I've found so far that doesn't use Cython or a JIT like Numba. I takes about 1.6 μs on my machine to process a 4x4 array (average time over a list of 100K 4x4 arrays):

inds_cache = {}

def upper_triangular_to_symmetric(ut):

n = ut.shape[0]

try:

inds = inds_cache[n]

except KeyError:

inds = np.tri(n, k=-1, dtype=np.bool)

inds_cache[n] = inds

ut[inds] = ut.T[inds]

Here are some other things I've tried that are not as fast:

The above code, but without the cache. Takes about 8.3 μs per 4x4 array:

def upper_triangular_to_symmetric(ut):

n = ut.shape[0]

inds = np.tri(n, k=-1, dtype=np.bool)

ut[inds] = ut.T[inds]

A plain Python nested loop. Takes about 2.5 μs per 4x4 array:

def upper_triangular_to_symmetric(ut):

n = ut.shape[0]

for r in range(1, n):

for c in range(r):

ut[r, c] = ut[c, r]

Floating point addition using np.triu. Takes about 11.9 μs per 4x4 array:

def upper_triangular_to_symmetric(ut):

ut += np.triu(ut, k=1).T

Numba version of Python nested loop. This was the fastest thing I found (about 0.4 μs per 4x4 array), and was what I ended up using in production, at least until I started running into issues with Numba and had to revert back to a pure Python version:

import numba

@numba.njit()

def upper_triangular_to_symmetric(ut):

n = ut.shape[0]

for r in range(1, n):

for c in range(r):

ut[r, c] = ut[c, r]

Cython version of Python nested loop. I'm new to Cython so this may not be fully optimized. Since Cython adds operational overhead, I'm interested in hearing both Cython and pure-Numpy answers. Takes about 0.6 μs per 4x4 array:

cimport numpy as np

cimport cython

@cython.boundscheck(False)

@cython.wraparound(False)

def upper_triangular_to_symmetric(np.ndarray[np.float64_t, ndim=2] ut):

cdef int n, r, c

n = ut.shape[0]

for r in range(1, n):

for c in range(r):

ut[r, c] = ut[c, r]