Vectorization of Loops with Matrix Multiplications

1 visualizzazione (ultimi 30 giorni)
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 Commento
David Hill
David Hill il 30 Mar 2020
It would help if you explained what you are trying to do (big picture).

Accedi per commentare.

Risposta accettata

Matt Shellhammer
Matt Shellhammer il 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

Più risposte (0)

Categorie

Scopri di più su Loops and Conditional Statements in Help Center e File Exchange

Prodotti


Release

R2018a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by