In [331]: A=np.random.rand(100,200,300)
In [332]: B=A
The suggested einsum
, working directly from the
C[i,j,k] = np.dot(A[i,k,:], B[j,k,:]
expression:
In [333]: np.einsum( 'ikm, jkm-> ijk', A, B).shape
Out[333]: (100, 100, 200)
In [334]: timeit np.einsum( 'ikm, jkm-> ijk', A, B).shape
800 ms ± 25.9 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
matmul
does a dot
on the last 2 dimensions, and treats the leading one(s) as batch. In your case 'k' is the batch dimension, and 'm' is the one that should obey the last A and 2nd to the last of B
rule. So rewriting the ikm,jkm...
to fit, and transposing A
and B
accordingly:
In [335]: np.einsum('kim,kmj->kij', A.transpose(1,0,2), B.transpose(1,2,0)).shape
Out[335]: (200, 100, 100)
In [336]: timeit np.einsum('kim,kmj->kij',A.transpose(1,0,2), B.transpose(1,2,0)).shape
774 ms ± 22.7 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
Not much difference in performance. But now use matmul
:
In [337]: (A.transpose(1,0,2)@B.transpose(1,2,0)).transpose(1,2,0).shape
Out[337]: (100, 100, 200)
In [338]: timeit (A.transpose(1,0,2)@B.transpose(1,2,0)).transpose(1,2,0).shape
64.4 ms ± 1.17 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
and verify that values match (though more often than not, if shapes match, values do to).
In [339]: np.allclose((A.transpose(1,0,2)@B.transpose(1,2,0)).transpose(1,2,0),np.einsum( 'ikm, jkm->
...: ijk', A, B))
Out[339]: True
I won't try to measure memory usage, but the time improvement suggests it too is better.
In some cases einsum
is optimized to use matmul
. Here that doesn't seem to be the case, though we could play with its parameters. I'm a little surprised the matmul
is doing so much better.
===
I vaguely recall another SO about matmul
taking a short cut when the two arrays are the same thing, A@A
. I used B=A
in these tests.
In [350]: timeit (A.transpose(1,0,2)@B.transpose(1,2,0)).transpose(1,2,0).shape
60.6 ms ± 1.17 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
In [352]: B2=np.random.rand(100,200,300)
In [353]: timeit (A.transpose(1,0,2)@B2.transpose(1,2,0)).transpose(1,2,0).shape
97.4 ms ± 164 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
But that only made a modest difference.
In [356]: np.__version__
Out[356]: '1.16.4'
My BLAS etc is standard Linux, nothing special.