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Matrix Matrix Multiplication
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Del curso dictado por Stanford University
Machine Learning
84071 calificaciones
De la lección
Linear Algebra Review
This optional module provides a refresher on linear algebra concepts. Basic understanding of linear algebra is necessary for the rest of the course, especially as we begin to cover models with multiple variables.
Conoce a los instructores
Andrew NgCo-founder, Coursera; Adjunct Professor, Stanford University; formerly head of Baidu AI Group/Google Brain
In this video we'll talk about matrix-matrix multiplication, or
how to multiply two matrices together.
When we talk about the method in linear regression for how to solve for
the parameters theta 0 and theta 1 all in one shot,
without needing an iterative algorithm like gradient descent.
When we talk about that algorithm, it turns out
that matrix-matrix multiplication is one of the key steps that you need to know.
So let's, as usual, start with an example.
Let's say I have two matrices and I want to multiply them together.
Let me again just run through this example and
then I'll tell you a little bit of what happened.
So the first thing I'm gonna do is I'm going to pull out the first
column of this matrix on the right.
And I'm going to take this matrix on the left and
multiply it by a vector that is just this first column.
And it turns out, if I do that, I'm going to get the vector 11, 9.
So this is the same matrix-vector multiplication
as you saw in the last video.
I worked this out in advance, so I know it's 11, 9.
And then the second thing I want to do is I'm
going to pull out the second column of this matrix on the right.
And I'm then going to take this matrix on the left, so
take that matrix, and multiply it by that second column on the right.
So again, this is a matrix-vector multiplication step
which you saw from the previous video.
And it turns out that if you multiply this matrix and this vector you get 10, 14.
And by the way, if you want to practice your matrix-vector multiplication,
feel free to pause the video and check this product yourself.
Then I'm just gonna take these two results and put them together, and
that'll be my answer.
So it turns out the outcome of this product is gonna be a two by two matrix.
And the way I'm gonna fill in this matrix is just by taking my elements 11,
9, and plugging them here.
And taking 10, 14 and plugging them into the second column, okay?
So that was the mechanics of how to multiply a matrix by another matrix.
You basically look at the second matrix one column at a time and
you assemble the answers.
And again, we'll step through this much more carefully in a second.
But I just want to point out also, this first example is a 2x3 matrix.
Multiply that by a 3x2 matrix, and the outcome
of this product turns out to be a 2x2 matrix.
And again, we'll see in a second why this was the case.
All right, that was the mechanics of the calculation.
Let's actually look at the details and look at what exactly happened.
Here are the details.
I have a matrix A and I want to multiply that with a matrix B and
the result will be some new matrix C.
It turns out you can only multiply together matrices whose dimensions match.
So A is an m x n matrix, so m rows, n columns.
And we multiply with an n x o matrix.
And it turns out this n here must match this n here.
So the number of columns in the first matrix
must equal to the number of rows in the second matrix.
And the result of this product will be a m x o matrix, like the matrix C here.
And in the previous video everything we did corresponded to the special case of
o being equal to 1.
That was to the case of B being a vector.
But now we're gonna deal with the case of values of o larger than 1.
So here's how you multiply together the two matrices.
What I'm going to do is I'm going to take the first column of B and
treat that as a vector, and multiply the matrix A by the first column of B.
And the result of that will be a n by 1 vector, and I'm gonna put that over here.
Then I'm gonna take the second column of B, right?
So this is another n by 1 vector.
So this column here, this is n by 1.
It's an n-dimensional vector.
Gonna multiply this matrix with this n by 1 vector.
The result will be a m-dimensional vector, which we'll put there, and so on.
And then I'm gonna take the third column, multiply it by this matrix.
I get a m-dimensional vector.
And so on, until you get to the last column.
The matrix times the last column gives you the last column of C.
Just to say that again, the ith column
of the matrix C is obtained by taking the matrix A and
multiplying the matrix A with the ith column of the matrix B for
the values of i = 1, 2, up through o.
So this is just a summary of what we did up there in order to compute the matrix C.
Let's look at just one more example.
Let's say I want to multiply together these two matrices.
So what I'm going to do is first pull out the first column of my second matrix.
That was my matrix B on the previous slide and
I therefore have this matrix times that vector.
And so, oh, let's do this calculation quickly.
This is going to be equal to the 1, 3 x 0,
3, so that gives 1 x 0 + 3 x 3.
And the second element is going to be 2, 5 x 0,
3, so that's gonna be 2 x 0 + 5 x 3.
And that is 9, 15.
Oh, actually let me write that in green.
So this is 9, 15.
And then next I'm going to pull out the second column of this and
do the corresponding calculations.
So that's this matrix times this vector 1, 2.
Let's also do this quickly, so
that's 1 x 1 + 3 x 2, so that was that row.
And let's do the other one.
So let's see,
that gives me 2 x 1 + 5 x 2 and
so that is going to be equal to,
lets see, 1 x 1 + 3 x 1 is 7 and
2 x 1 + 5 x 2 is 12.
So now I have these two and so my outcome,
the product of these two matrices,
is going to be this goes here and this goes here.
So I get 9, 15 and
4, 12. [It should be 7,12]
And you may notice also that the result of multiplying a 2x2 matrix with another 2x2
matrix, the resulting dimension is going to be that first 2 times that second 2.
So the result is itself also a 2x2 matrix.
Finally, let me show you one more neat trick that you can do with matrix-matrix
multiplication.
Let's say, as before, that we have four houses whose prices we wanna predict.
Only now, we have three competing hypotheses shown here on the right.
So if you want to apply all three
competing hypotheses to all four of your houses, it turns out you
can do that very efficiently using a matrix-matrix multiplication.
So here on the left is my usual matrix, same as from the last video
where these values are my housing prices [he means housing sizes]
and I've put 1s here on the left as well.
And what I am going to do is construct another matrix where here,
the first column is this -40 and 0.25 and
the second column is this 200, 0.1 and so on.
And it turns out that if you multiply these two matrices,
what you find is that this first column, I'll draw that in blue.
Well, how do you get this first column?
Our procedure for matrix-matrix multiplication is, the way you get this
first column is you take this matrix and you multiply it by this first column.
And we saw in the previous video that this is exactly the predicted housing prices
of the first hypothesis, right, of this first hypothesis here.
And how about the second column?
Well, [INAUDIBLE] second column.
The way you get the second column is, well,
you take this matrix and you multiply it by this second column.
And so the second column turns out to be
the predictions of the second hypothesis up there,
and similarly for the third column.
And so I didn't step through all the details, but
hopefully you can just feel free to pause the video and check the math yourself and
check that what I just claimed really is true.
But it turns out that by constructing these two matrices, what you can therefore
do is very quickly apply all 3 hypotheses to all 4 house sizes
to get all 12 predicted prices output by your 3 hypotheses on your 4 houses.
So with just one matrix multiplication step you managed to make 12 predictions.
And even better, it turns out that in order to do that matrix multiplication,
there are lots of good linear algebra libraries in
order to do this multiplication step for you.
And so pretty much any reasonable programming language that you might be
using.
Certainly all the top ten most popular programming languages will
have great linear algebra libraries.
And there'll be good linear algebra libraries that are highly optimized in
order to do that matrix-matrix multiplication very efficiently.
Including taking advantage of any sort of parallel computation that your computer
may be capable of, whether your computer has multiple cores or multiple processors.
Or within a processor sometimes there's parallelism as well
called SIMD parallelism that your computer can take care of.
And there are very good free libraries that you
can use to do this matrix-matrix multiplication very efficiently, so
that you can very efficiently make lots of predictions with lots of hypotheses.
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