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Faster and More Efficient `squareform()`

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Royi Avital
Royi Avital on 2 Oct 2019
Edited: Royi Avital on 15 Oct 2019
I'm using squareform(pdist(mX)) fairly often.
The problem is squareform() is so slow it makes use of pdist2(mX, mX) faster.
This is basically what squareform() does in the case above:
function [ mY ] = MySquareForm( vX )
numElements = numel(vX);
numDist = (1 + sqrt(1 + (8 * numElements))) / 2;
mY = zeros(numDist, numDist, class(vX));
mY(tril(true(numDist, numDist), -1)) = vX;
mY = mY + mY.';
end
Basically, imagine you have a symmetric matrix mX then the vector vx above is it lower tringular matrix vectorized.
Something like:
mX = randn(100, 100);
mX = mX + mX.';
mL = tril(mX, -1);
vX = mL(mL ~= 0);
If the diagonal of is zerod then one could reproduce mX from vX using MySquareForm().
Any ideas how to do the same more efficiently and faster?

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