CODEWITHSUNDEEP
juliavectorization
frysauce
frysauce

Reputation: 65

Replace for loop with vectorized call of a function returning multiple values

I have the following function: problema_firma_emprestimo(r,w,r_emprestimo,posicao,posicao_banco), where all input are scalars. This function return three different matrix, using
return demanda_k_emprestimo,demanda_l_emprestimo,lucro_emprestimo

I need to run this function for a series of values of posicao_banco that are stored in a vector. I'm doing this using a for loop, because I need three separate matrix with each of them storing one of the three outputs of the function, and the first dimension of each matrix corresponds to the index of posicao_banco. My code for this part is:

demanda_k_emprestimo = zeros(num_bancos,na,ny);
demanda_l_emprestimo = similar(demanda_k_emprestimo);
lucro_emprestimo = similar(demanda_k_emprestimo);
for i in eachindex(posicao_bancos)
    demanda_k_emprestimo[i,:,:] , demanda_l_emprestimo[i,:,:] , lucro_emprestimo[i,:,:] = problema_firma_emprestimo(r,w,r_emprestimo[i],posicao,posicao_bancos[i]);
end

Is there a fast and clean way of doing this using vectorized functions? Something like problema_firma_emprestimo.(r,w,r_emprestimo[i],posicao,posicao_bancos) ? When I do this, I got a tuple with the result, but I can't find a good way of unpacking the answer. Thanks!

Upvotes: 2

Views: 106

Answers (1)

DNF
DNF

Reputation: 12654

Unfortunately, it's not easy to use broadcasting here, since then you will end up with output that is an array of tuples, instead of a tuple of arrays. I think a loop is a very good approach, and has no performance penalty compared to broadcasting.

I would suggest, however, that you organize your output array dimensions differently, so that i indexes into the last dimension instead of the first:

for i in eachindex(posicao_bancos)
    demanda_k_emprestimo[:, :, i] , ...
end

This is because Julia arrays are column major, and this way the output values are filled into the output arrays in the most efficient way. You could also consider making the output arrays into vectors of matrices, instead of 3D arrays.

On a side note: since you are (or should be) creating an MWE for the sake of the people answering, it would be better if you used shorter and less confusing variable names. In particular for people who don't understand Portuguese (I'm guessing), your variable names are super long, confusing and make the code visually dense. Telling the difference between demanda_k_emprestimo and demanda_l_emprestimo at a glance is hard. The meaning of the variables are not important either, so it's better to just call them A and B or X and Y, and the functions foo or something.

Upvotes: 1

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