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Optimizing a Sliding Window for Matrix Re-Assignment
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I have a matrix, A, which is a massive NxM matrix where N is several millions and M is relatively small. and I would like to do an operation (xcorr() or std(), for example) on a window of this matrix, i:i+x, for all i. However, using for loops ends up taking a lot of time since Matlab and for loops get along like me and my ex wife.
I'm trying to optimize it by creating a new matrix, B composed of the windows of A. For example, if
A=[1 2 3 4 5 6 8 9 10],
and the window size is x=3,
B= [1 2 3
2 3 4
3 4 5
...
8 9 10]
Is there any way to optimize this using only vector/matrix operations in order to speed up processing?
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