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Matrix-Chain Multiplication: - Suppose We Have A Sequence or Chain A, A,, A of N Matrices To Be Multiplied

The document describes the matrix chain multiplication problem and presents a dynamic programming approach to solve it optimally. Given a sequence of matrices, there are multiple ways to parenthesize the matrix multiplication. The goal is to find the ordering that minimizes the number of scalar multiplications. The dynamic programming approach works by recursively defining the minimum number of operations to multiply subchains of matrices, storing these values in a table, and combining them to find the overall optimal solution.

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Zeseya Sharmin
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54 views15 pages

Matrix-Chain Multiplication: - Suppose We Have A Sequence or Chain A, A,, A of N Matrices To Be Multiplied

The document describes the matrix chain multiplication problem and presents a dynamic programming approach to solve it optimally. Given a sequence of matrices, there are multiple ways to parenthesize the matrix multiplication. The goal is to find the ordering that minimizes the number of scalar multiplications. The dynamic programming approach works by recursively defining the minimum number of operations to multiply subchains of matrices, storing these values in a table, and combining them to find the overall optimal solution.

Uploaded by

Zeseya Sharmin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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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

11-1
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)
11-2
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?

11-3
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

11-4
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:
75,000 11-5
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
11-6
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

11-7
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

11-8
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

11-9
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

11-10
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

11-11
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

11-12
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
for l ← 2 to n Requires O(n2) space
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
11-13
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

11-14
Example
• Show how to multiply Matrix Dimension
this matrix chain
A1 30×35
optimally
A2 35×15
• Solution on the board A3 15×5
– Minimum cost 15,125
–
A4 5×10
Optimal parenthesization
((A1(A2A3))((A4 A5)A6)) A5 10×20
A6 20×25

11-15

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