Vectorization of Loops with Matrix Multiplications
1 view (last 30 days)
Show older comments
Tommaso Belluzzo
on 30 Mar 2020
Answered: Matt Shellhammer
on 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 Comment
Accepted Answer
Matt Shellhammer
on 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 Comments
More Answers (0)
See Also
Categories
Find more on Loops and Conditional Statements in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!