The Kitchin Research Group

We can compute this with a loop, where you initialize y, and then add the product of the ith elements of a and b to y in each iteration of the loop. This is known to be slow for large vectors

a = [1, 2, 3, 4, 5]
b = [3, 6, 8, 9, 10]

sum = 0
for i in range(len(a)):
    sum = sum + a[i] * b[i]
print sum

125

This is an old fashioned style of coding. A more modern, pythonic approach is:

a = [1, 2, 3, 4, 5]
b = [3, 6, 8, 9, 10]

sum = 0
for x,y in zip(a,b):
    sum += x * y
print sum

125

The most compact method is to use the methods in numpy.

import numpy as np

a = np.array([1, 2, 3, 4, 5])
b = np.array([3, 6, 8, 9, 10])

print np.sum(a * b)

125

The operation defined above is actually a dot product. We an directly compute the dot product in numpy. Note that with 1d arrays, python knows what to do and does not require any transpose operations.

import numpy as np

a = np.array([1, 2, 3, 4, 5])
b = np.array([3, 6, 8, 9, 10])

print np.dot(a, b)

125

Consider \(y = \sum\limits_{i=1}^n w_i x_i^2\). This operation is like a weighted sum of squares. The old-fashioned way to do this is with a loop.

w = [0.1, 0.25, 0.12, 0.45, 0.98];
x = [9, 7, 11, 12, 8];
y = 0
for wi, xi in zip(w,x):
   y += wi * xi**2
print y

162.39

Compare this to the more modern numpy approach.

import numpy as np
w = np.array([0.1, 0.25, 0.12, 0.45, 0.98])
x = np.array([9, 7, 11, 12, 8])
y = np.sum(w * x**2)
print y

162.39

We can also express this in matrix algebra form. The operation is equivalent to \(y = \vec{x} \cdot D_w \cdot \vec{x}^T\) where \(D_w\) is a diagonal matrix with the weights on the diagonal.

import numpy as np
w = np.array([0.1, 0.25, 0.12, 0.45, 0.98])
x = np.array([9, 7, 11, 12, 8])
y = np.dot(x, np.dot(np.diag(w), x))
print y

162.39

This last form avoids explicit loops and sums, and relies on fast linear algebra routines.

Consider the sum of the product of three vectors. Let \(y = \sum\limits_{i=1}^n w_i x_i y_i\). This is like a weighted sum of products.

import numpy as np

w = np.array([0.1, 0.25, 0.12, 0.45, 0.98])
x = np.array([9, 7, 11, 12, 8])
y = np.array([2, 5, 3, 8, 0])

print np.sum(w * x * y)
print np.dot(w, np.dot(np.diag(x), y))

57.71
57.71

We showed examples of the following equalities between traditional sum notations and linear algebra

$$\bf{a}\bf{b}=\sum\limits_{i=1}^n a_ib_i$$

$$\bf{x}\bf{D_w}\bf{x^T}=\sum\limits_{i=1}^n w_ix_i^2$$

$$\bf{x}\bf{D_w}\bf{y^T}=\sum\limits_{i=1}^n w_i x_i y_i$$

These relationships enable one to write the sums as a single line of python code, which utilizes fast linear algebra subroutines, avoids the construction of slow loops, and reduces the opportunity for errors in the code. Admittedly, it introduces the opportunity for new types of errors, like using the wrong relationship, or linear algebra errors due to matrix size mismatches.