Lets say I have a Python Numpy array a
.
a = numpy.array([1,2,3,4,5,6,7,8,9,10,11])
I want to create a matrix of sub sequences from this array of length 5 with stride 3. The results matrix hence will look as follows:
numpy.array([[1,2,3,4,5],[4,5,6,7,8],[7,8,9,10,11]])
One possible way of implementing this would be using a for-loop.
result_matrix = np.zeros((3, 5))
for i in range(0, len(a), 3):
result_matrix[i] = a[i:i+5]
Is there a cleaner way to implement this in Numpy?
Approach #1 : Using broadcasting
-
def broadcasting_app(a, L, S ): # Window len = L, Stride len/stepsize = S
nrows = ((a.size-L)//S)+1
return a[S*np.arange(nrows)[:,None] + np.arange(L)]
Approach #2 : Using more efficient NumPy strides
-
def strided_app(a, L, S ): # Window len = L, Stride len/stepsize = S
nrows = ((a.size-L)//S)+1
n = a.strides[0]
return np.lib.stride_tricks.as_strided(a, shape=(nrows,L), strides=(S*n,n))
Sample run -
In [143]: a
Out[143]: array([ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11])
In [144]: broadcasting_app(a, L = 5, S = 3)
Out[144]:
array([[ 1, 2, 3, 4, 5],
[ 4, 5, 6, 7, 8],
[ 7, 8, 9, 10, 11]])
In [145]: strided_app(a, L = 5, S = 3)
Out[145]:
array([[ 1, 2, 3, 4, 5],
[ 4, 5, 6, 7, 8],
[ 7, 8, 9, 10, 11]])