Dynamic Programming - I

Matrix Chain Multiplication

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Instructor: Ashok Singh Sairam

Lecture Plan
• Introduction to DP
 How it is different from divide and conquer
• Understand the 4 steps of DP using an example
matrix chain multiplication

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Dynamic Programming
• An algorithm design technique (like divide and
conquer)
• Divide and conquer
 Partition the problem into independent subproblems
 Solve the subproblems recursively
 Combine the solutions to solve the original problem

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Dynamic Programming
• Applicable when subproblems are not independent
 Subproblems share subsubproblems
E.g.: Fibonacci Series

 A divide and conquer approach would repeatedly solve the common

subproblems
 Dynamic programming solves every subproblem just once and
stores the answer in a table

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Dynamic Programming
• Used for optimization problems
 Such problems may have many solutions (eg. shortest
path)
 Each solution has a value, want to find a solution with
the optimal value (minimum or maximum)
 We call such a solution as an optimal solution

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Dynamic Programming Algorithm
1. Characterize the structure of an optimal solution
2. Recursively define the value of an optimal solution
3. Compute the value of an optimal solution in a bottom-
up fashion
4. Construct an optimal solution from computed
information (not always necessary)

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Matrix-Chain Multiplication
Problem: given a sequence A1, A2, …, An, compute
the product:
A1  A2  An

• Matrix compatibility:
C=AB C=A1  A2  Ai  Ai+1  An
colA = rowB coli = rowi+1
rowC = rowA rowC = rowA1
colC = colB colC = colAn

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 Clickto add text

MATRIX-MULTIPLY(A, B)

k cols[B]
j cols[B] j

i * k =i
rows[A] A C
rows[A]
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Matrix-Chain Multiplication
• In what order should we multiply the matrices?
A1  A2  An
• Parenthesize the product to get the order in which
matrices are multiplied
• E.g.: A1  A2  A3 = ((A1  A2)  A3)
= (A1  (A2  A3))
• Which one of these orderings should we choose?
 The order in which we multiply the matrices has a
significant impact on the cost of evaluating the product

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Ex: Matrix Multiplication
A1  A 2  A3
• A1: 10 x 100
• A2: 100 x 5
• A3: 5 x 50
1. ((A1  A2)  A3): A1  A2 = 10 x 100 x 5 = 5,000 (10 x 5)
((A1  A2)  A3) = 10 x 5 x 50 = 2,500
Total: 7,500 scalar multiplications
2. (A1  (A2  A3)): A2  A3 = 100 x 5 x 50 = 25,000 (100 x 50)
(A1  (A2  A3)) = 10 x 100 x 50 = 50,000
Total: 75,000 scalar multiplications
one order of magnitude difference!!

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Matrix-Chain Multiplication:
Problem Statement
• Given a chain of matrices <A1, A2, …, An>, where Ai
has dimensions pi-1x pi, fully parenthesize the
product A1 . A2 … An in a way that minimizes the
number of scalar multiplications.
A1 . A2 Click… Atoi add
. A text … A
i+1 n
p0 x p1 p1 x p2 pi-1 x pi pi x pi+1 pn-1 x pn

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What is the number of possible
parenthesizations?
• Exhaustively checking all possible parenthesizations is not
efficient!

• It can be shown that the number of parenthesizations

grows as Ω(4n/n3/2)

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Apply dynamic programming
1. Characterize the structure of an optimal solution
2. Recursively define the value of an optimal solution
3. Compute the value of an optimal solution in a bottom-
up fashion
4. Construct an optimal solution from computed
information

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1. The Structure of an Optimal
Parenthesization
• Notation:
Ai…j = Ai Ai+1  Aj, i  j
• Suppose that an optimal parenthesization of Ai…j
splits the product between Ak and Ak+1, where
ik<j
Ai…j = Ai Ai+1  Aj
= Ai Ai+1  Ak Ak+1  Aj
= Ai…k Ak+1…j

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Optimal Substructure
Ai…j = Ai…k Ak+1…j
• The parenthesization of the “prefix” Ai…k must be an
optimal parenthesization
• If there were a less costly way to parenthesize Ai…k, we
could substitute that one in the parenthesization of Ai…j
and produce a parenthesization with a lower cost than the
optimum  contradiction!
• An optimal solution to an instance of the matrix-
chain multiplication contains within it optimal
solutions to subproblems

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Apply dynamic programming
1. Characterize the structure of an optimal solution
2. Recursively define the value of an optimal solution
3. Compute the value of an optimal solution in a bottom-
up fashion
4. Construct an optimal solution from computed
information

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2. A Recursive Solution
• Subproblem:
determine the minimum cost of parenthesizing Ai…j
= Ai Ai+1  Aj for 1  i  j  n
• Let m[i, j] = the minimum number of multiplications
needed to compute Ai…j
 full problem (A1..n): m[1, n]
 i = j: Ai…i = Ai  m[i, i] = 0, for i = 1, 2, …, n

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2. A Recursive Solution
• Consider the subproblem of parenthesizing
Ai…j = Ai Ai+1  Aj for 1  i  j  n
pi-1pkpj
m[i, k]= Ai…k Ak+1…j m[k+1,j] for i  k < j
• Assume that the optimal parenthesization splits
the product Ai Ai+1  Aj at k (i  k < j)
m[i, j] = m[i, k] + m[k+1, j] + pi-1pkpj

min # of multiplications min # of multiplications # of multiplications

to compute Ai…k to compute Ak+1…j to compute Ai…kAk…j
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2. A Recursive Solution – contd.
m[i, j] = m[i, k] + m[k+1, j] + pi-1pkpj
• We do not know the value of k
 There are j – i possible values for k: k = i, i+1, …, j-1
• Minimizing the cost of parenthesizing the product
Ai Ai+1  Aj becomes:
0 if i = j
m[i, j] = min {m[i, k] + m[k+1, j] + pi-1pkpj} if i < j
ik<j

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Apply dynamic programming
1. Characterize the structure of an optimal solution
2. Recursively define the value of an optimal solution
3. Compute the value of an optimal solution in a bottom-
up fashion
4. Construct an optimal solution from computed
information

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3. Computing the Optimal Costs
• Requires solving the recursion, will take exponential time
0 if i = j
𝑚 𝑖, 𝑗 = ൝
min m[i, k] + m[k+1, j] + pi−1pkpj} if i < j
• How many subproblems?  (n2)
 Parenthesize Ai…j , for 1  i  j  n
 One problem for each choice of i and j

• A recursive problem may encounter the same subproblem

multiple times in the recursion tree
 Overlapping subproblems, the second hallmark of dynamic
programming

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3. Computing the Optimal Costs
• Instead of computing the solution to the recurrence, we
follow the third step of DP
 Compute optimal cost by using a

tabular bottom-up approach

• How do we fill in the tables m[1..n, 1..n]?
 Determine which entries of the table

are used in computing m[i, j]

Ai…j = Ai…k Ak+1…j
 Subproblems’ size is one less than the original size

 Idea: fill in m such that it corresponds to solving

problems of increasing length

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3. Computing the Optimal Costs
• Length = 1: i = j, i = 1, 2, …, n
• Length = 2: j = i + 1, i = 1, 2, …, n-1

1 2 3 n
n
m[1, n] gives the optimal
solution to the problem
j
Compute rows from bottom to top 3
and from left to right 2
1
i
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Example: Bottom-up Approach
• m[i,j] = min {m[i, k] + m[k+1, j] + pi-1pkpj}
m[2, 2] + m[3, 5] + p1p2p5 k=2
m[2, 5] = min m[2, 3] + m[4, 5] + p1p3p5 k=3
m[2, 4] + m[5, 5] + p1p4p5 k=4
1 2 3 4 5 6
6
Values m[i, j] depend only on values
5
that have been previously computed
4 Overlapping subproblems
3
j
2
1
i
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Another example 1 2 3
Compute A1  A2  A3 3 2 7500 225000 0
• A1: 10 x 100 (p0 x p1)
1
• A2: 100 x 5 (p1 x p2) 2 5000 0
• A3: 5 x 50 (p2 x p3)
0
1
m[i, i] = 0 for i = 1, 2, 3
m[1, 2] = m[1, 1] + m[2, 2] + p0p1p2 (A1A2)
= 0 +0 + 10*100*5 = 5,000
m[2, 3] = m[2, 2] + m[3, 3] + p1p2p3 (A2A3)
= 0 + 0 + 100*5*50 = 25,000
m[1, 3] = min {m[1, 1] + m[2, 3] + p0p1p3 = 75,000 (A1(A2A3))
m[1, 2] + m[3, 3] + p0p2p3 = 7,500} ((A1A2)A3)

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Algorithm:Matrix-Chain-Order(p)

O(N3)

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Apply dynamic programming
1. Characterize the structure of an optimal solution
2. Recursively define the value of an optimal solution
3. Compute the value of an optimal solution in a bottom-
up fashion
4. Construct an optimal solution from computed
information

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4. Construct the Optimal Solution
• Algorithm Matrix-Chain-Order(p) determines the optimal
#scalar multiplications, it does NOT show how to multiple
the matrices
• Not difficult to construct the optimal solution
 Use a similar matrix s[1..n,1..n]
 Each entry s[i,j] records the value of k

s[i, j] = a value of k such that an

optimal parenthesization of Ai..j splits
the product between Ak and Ak+1

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Example: Construct Optimal Solution
• s[i, j] = value of k such that the optimal parenthesization
of Ai Ai+1  Aj splits the product between Ak and Ak+1

1 2 3 4 5 6
6 3 3 3 5 5 - • s[1, n] = 3  A1..6 = A1..3 A4..6
5 3 3 3 4 - • s[1, 3] = 1  A1..3 = A1..1 A2..3
4 3 3 3 - • s[4, 6] = 5  A4..6 = A4..5 A6..6
3 1 2 -
j
2 1 -
1 -
i
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Algorithm: Print-Optimal-Parens()

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 1 2 3 4 5 6
Example: A1  A6 6 3 3 3 5 5 -
5 3 3 3 4 -
4 3 3 3 -
j
s[1..6, 1..6] 3 1 2 -
2 1 -
P-O-P(s, 1, 6) s[1, 6] = 3 1 -
i = 1, j = 6 “(“ P-O-P (s, 1, 3) s[1, 3] = 1 i
i = 1, j = 3 “(“ P-O-P(s, 1, 1)  “A1”
P-O-P(s, 2, 3) s[2, 3] = 2
i = 2, j = 3 “(“ P-O-P (s, 2, 2)  “A2”
P-O-P (s, 3, 3)  “A3”
“)”
“)”
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Exercise

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Acknowledgement
• Dr George Bebis, Foundation Professor, Dept of
Computer Science and Engineering, University of
Nevada Reno

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