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Lecture 24 (Matrix Chain Multiplication)

The document discusses the matrix chain multiplication problem and presents a dynamic programming approach to solve it. The problem is to find the optimal way to parenthesize the multiplication of a sequence of matrices to minimize the number of scalar multiplications. It presents a recursive definition and algorithm to compute the minimum cost using dynamic programming in O(n^3) time and O(n^2) space by breaking the problem into overlapping subproblems.

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Almaz Rizvi
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453 views17 pages

Lecture 24 (Matrix Chain Multiplication)

The document discusses the matrix chain multiplication problem and presents a dynamic programming approach to solve it. The problem is to find the optimal way to parenthesize the multiplication of a sequence of matrices to minimize the number of scalar multiplications. It presents a recursive definition and algorithm to compute the minimum cost using dynamic programming in O(n^3) time and O(n^2) space by breaking the problem into overlapping subproblems.

Uploaded by

Almaz Rizvi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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CSE408

Matrix Chain
Multiplication
Lecture # 24
Matrix-chain Multiplication

• Suppose we have a sequence or chain A1, A2,


…, An of n matrices to be multiplied
– That is, we want to compute the product
A1A2…An

• There are many possible ways


(parenthesizations) to compute the product

11-2
Matrix-chain Multiplication …contd

• Example: consider the chain A1, A2, A3, A4 of


4 matrices
– Let us compute the product A1A2A3A4
• There are 5 possible ways:
1. (A1(A2(A3A4)))
2. (A1((A2A3)A4))
3. ((A1A2)(A3A4))
4. ((A1(A2A3))A4)
5. (((A1A2)A3)A4)
11-3
Matrix-chain Multiplication …contd

• To compute the number of scalar


multiplications necessary, we must know:
– Algorithm to multiply two matrices
– Matrix dimensions

• Can you write the algorithm to multiply two


matrices?

11-4
Algorithm to Multiply 2 Matrices
Input: Matrices Ap×q and Bq×r (with dimensions p×q and q×r)
Result: Matrix Cp×r resulting from the product A·B

MATRIX-MULTIPLY(Ap×q , Bq×r)
1. for i ← 1 to p
2. for j ← 1 to r
3. C[i, j] ← 0
4. for k ← 1 to q
5. C[i, j] ← C[i, j] + A[i, k] · B[k, j]
6. return C
Scalar multiplication in line 5 dominates time to compute
CNumber of scalar multiplications = pqr
11-5
Matrix-chain Multiplication …contd

• Example: Consider three matrices A10100,


B1005, and C550
• There are 2 ways to parenthesize
– ((AB)C) = D105 · C550
• AB  10·100·5=5,000 scalar multiplications Total:
• DC  10·5·50 =2,500 scalar multiplications 7,500
– (A(BC)) = A10100 · E10050
• BC  100·5·50=25,000 scalar multiplications
• AE  10·100·50 =50,000 scalar multiplications
Total:
11-6
75,000
Matrix-chain Multiplication …contd

• Matrix-chain multiplication problem


– Given a chain A1, A2, …, An of n matrices, where
for i=1, 2, …, n, matrix Ai has dimension pi-1pi
– Parenthesize the product A1A2…An such that the
total number of scalar multiplications is
minimized
• Brute force method of exhaustive search
takes time exponential in n

11-7
Dynamic Programming Approach

• The structure of an optimal solution


– Let us use the notation Ai..j for the matrix that
results from the product Ai Ai+1 … Aj
– An optimal parenthesization of the product
A1A2…An splits the product between Ak and Ak+1
for some integer k where1 ≤ k < n
– First compute matrices A1..k and Ak+1..n ; then
multiply them to get the final matrix A1..n

11-8
Dynamic Programming Approach …contd

– Key observation: parenthesizations of the


subchains A1A2…Ak and Ak+1Ak+2…An must also be
optimal if the parenthesization of the chain
A1A2…An is optimal (why?)

– That is, the optimal solution to the problem


contains within it the optimal solution to
subproblems

11-9
Dynamic Programming Approach …contd

• Recursive definition of the value of an


optimal solution
– Let m[i, j] be the minimum number of scalar
multiplications necessary to compute Ai..j
– Minimum cost to compute A1..n is m[1, n]
– Suppose the optimal parenthesization of Ai..j
splits the product between Ak and Ak+1 for some
integer k where i ≤ k < j

11-10
Dynamic Programming Approach …contd

– Ai..j = (Ai Ai+1…Ak)·(Ak+1Ak+2…Aj)= Ai..k · Ak+1..j


– Cost of computing Ai..j = cost of computing Ai..k +
cost of computing Ak+1..j + cost of multiplying Ai..k
and Ak+1..j
– Cost of multiplying Ai..k and Ak+1..j is pi-1pk pj

– m[i, j ] = m[i, k] + m[k+1, j ] + pi-1pk pj for i ≤


k<j
– m[i, i ] = 0 for i=1,2,…,n

11-11
Dynamic Programming Approach …contd

– But… optimal parenthesization occurs at one


value of k among all possible i ≤ k < j
– Check all these and select the best one

0 if i=j
m[i, j ] =
min {m[i, k] + m[k+1, j ] + pi-1pk pj } if i<j
i ≤ k< j

11-12
Dynamic Programming Approach …contd

• To keep track of how to construct an optimal


solution, we use a table s
• s[i, j ] = value of k at which Ai Ai+1 … Aj is split
for optimal parenthesization
• Algorithm: next slide
– First computes costs for chains of length l=1
– Then for chains of length l=2,3, … and so on
– Computes the optimal cost bottom-up

11-13
Algorithm to Compute Optimal Cost
Input: Array p[0…n] containing matrix dimensions and n
Result: Minimum-cost table m and split table s

MATRIX-CHAIN-ORDER(p[ ], n)
for i ← 1 to n Takes O(n3) time
m[i, i] ← 0
Requires O(n 2) space
for l ← 2 to n
for i ← 1 to n-l+1
j ← i+l-1
m[i, j] ← 
for k ← i to j-1
q ← m[i, k] + m[k+1, j] + p[i-1] p[k] p[j]
if q < m[i, j]
m[i, j] ← q
s[i, j] ← k
return m and s
11-14
Constructing Optimal Solution

• Our algorithm computes the minimum-cost


table m and the split table s
• The optimal solution can be constructed
from the split table s
– Each entry s[i, j ]=k shows where to split the
product Ai Ai+1 … Aj for the minimum cost

11-15
Example

• Show how to multiply this Matrix Dimension


matrix chain optimally
A1 30×35

• Solution on the board A2 35×15


– Minimum cost 15,125 A3 15×5
– Optimal parenthesization
((A1(A2A3))((A4 A5)A6)) A4 5×10
A5 10×20
A6 20×25

11-16

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