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quick numerical calculation without for loop

Asked by Hao Zhang on 1 Mar 2016
Latest activity Edited by Adam
on 1 Mar 2016
Hello, there is a sequence x(i) (about 1 million number points), how to optimize the algorithm and calculate the equation below in about one second? if two or more for loop are employed, the calculation will last for one or more hours. Thank you!

  1 Comment

Do you have code for it at al? Usually you just implement something and then work on speeding it up so it would be easier to make suggestions if you show the code you currently have for it.
Is it a realistic expectation to go from 'one or more hours' to 'below or about one second'? Do you have some reference that says this is even feasible?

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1 Answer

Answer by Florian
on 1 Mar 2016

What are the numbers for m and N?
The double sum is nasty. One strategy would be as follows: You can at least get rid of the innermost loop by using indexing. Then, use a parallel loop to calculate the outer loop.
clear; %clc;
N = 1000000;
m = 1000;
x = rand(N,1);
s2 = zeros(N-3*m+1,1);
parfor j = 1:N-3*m+1
i = j:j+m-1;
idx = [ i+2*m; i+m; i ];
s1 = x(idx);
s1(2,:) = -2*s1(2,:);
s1 = sum(s1(:));
s2(j) = s1^2;
T = sqrt( (1/(6*m^2*(N-3*m+1))) * sum(s2) );
Takes 31 seconds on my machine without the parfor, and 11 seconds with parfor.
Hope this gets you somewhere, Florian


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