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How can i vectorize this loop?
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Hi, I have to compute the stucture functions of velocity increments of a velocity sample (vector v) of size 1X13'000'000. My code is the following
for li = 1:20000
vl = v(1+li:end)-v(1:end-li);
S_2(li) = mean(vl.^2);
S_3(li) = mean(vl.^3);
S_4(li) = mean(vl.^4);
end
Is it possible to vectorize this loop to speed up computation ?
Thanks for your answers
3 commentaires
Rik
le 24 Mai 2020
@William, feel free to move that to the answer section.
@Julien, I don't see a way to use a convolution or the mov___ functions, which generally would do something like this. What are you using this for? There might be a way to do a different calculation that gets you the downstream result. A change of algorithm will speed up your code much more than optimizing your code.
Réponses (1)
William Alberg
le 25 Mai 2020
@Rik told me to move my comment to the answer section, i hope he ment copy-paste :)
I don't know if you can vectorize that, since vl change size every iteration
You can still speed it up a bit by doing the following:
S_2 = nan(L,1);
S_3 = nan(L,1);
S_4 = nan(L,1);
for li = 1:L
vl = v(1+li:end)-v(1:end-li);
temp = vl.^2;
S_2(li) = mean(temp);
temp = temp .* vl;
S_3(li) = mean(temp);
temp = temp .* vl;
S_4(li) = mean(temp);
end
1 commentaire
Rik
le 25 Mai 2020
Yes, I did mean copy-pasting the contents of your comment. Actually moving posts between the answer and comment section has been on the wish-list for years now, so I doubt that will be possible any time soon.
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