Vectorization of Loops with Matrix Multiplications
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Tommaso Belluzzo
le 30 Mar 2020
Réponse apportée : Matt Shellhammer
le 31 Mar 2020
Hi all. I have the following code which is being repeated many times with different time series and this is producing a huge bottleneck on my code:
%% Example Data
t = 252;
h = randn(252,2);
l = round(0.1 * t,0);
%% Loop
for i = 1:(l - 1)
o_tmp = h(1,:).' * h(1+i,:);
for j = 2:(t - i)
o_tmp = o_tmp + h(j,:).' * h(j+i,:);
end
o_tmp = o_tmp / (t - i);
end
I would like ti know if there is a suitable way to improve it, maybe by vectorizing all computations or just some of them. Any suggestion is more than welcome. Thanks in advance for your help!
1 commentaire
Réponse acceptée
Matt Shellhammer
le 31 Mar 2020
%% Example Data
t = 252;
h = randn(252,2);
l = round(0.1 * t,0);
%% Loop
for i = 1:(l - 1)
o_tmp = (h(1:(t-i),:).' * h((1+i):t,:))/(t-i);
end
0 commentaires
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Loops and Conditional Statements dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!