vectorizing or speeding looped code

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Paul Schenk
Paul Schenk el 22 de Sept. de 2020
Comentada: Paul Schenk el 23 de Sept. de 2020
i am trying to speed up some code with multiple functions and have found the one that takes the most time (it is all a converted fortran code). it runs a nested for loop 4 times (each with modified input). i've had some success elsewhere in the code eliminating slow points but this one just cant get right. any ideas? (in 2016b for compatability reasons)
for II= 1:N
XP(1)= 1.0D0;
for JJ=2:IORD1
XP(JJ)=XP(JJ-1)*double(A1(II));
end
for JJ= 1:IORD1
for KK= 1:IORD1
B(JJ,KK)=B(JJ,KK)+XP(JJ)*XP(KK);
end
C(JJ)=C(JJ)+XP(JJ)*A2(II);
end
end

Respuestas (3)

Turlough Hughes
Turlough Hughes el 22 de Sept. de 2020
This should help, though I've already made assumptions about the sizes of arrays. How many rows/columns are in each variable?
XP(1) = 1;
for II= 1:N
XP(2:end) = XP(1:end-1)*double(A1(II));
B = B + XP(:).*XP(:).';
C = C + XP*A2(II);
end
  2 comentarios
Paul Schenk
Paul Schenk el 22 de Sept. de 2020
the dimensions change (get smaller) in each of the 4 runs. they will have to be declared each time.
Turlough Hughes
Turlough Hughes el 22 de Sept. de 2020
Did the code work?
Some questions: is XP a column vector/row vector? Does A2 have as many elements as XP? Also, does B contain IORD1 rows and columns? Similarly does C have IORD1 elements?

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Paul Schenk
Paul Schenk el 22 de Sept. de 2020
not as entered. tripled cpu time.
here are preallo's to variables:
ORDER_MAX = 20;
C = zeros(ORDER_MAX+1,1);
IORD=MAXOR;
IORD1=IORD+1;
B = single(zeros(ORDER_MAX+1,ORDER_MAX+1)); % Solution matrix
XP = double(zeros(ORDER_MAX+1,1)); % Array of solutions
  2 comentarios
Paul Schenk
Paul Schenk el 22 de Sept. de 2020
a1 and a2 are linear (1,2000) arrays that are usually only 10% filled in.
Turlough Hughes
Turlough Hughes el 23 de Sept. de 2020
Vectorisation is usually faster but not always. Probably best to just provide a minimum working example (google it) of code that I (or others) can test and profile. Otherwise it really is just guess work.

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Paul Schenk
Paul Schenk el 23 de Sept. de 2020
hope this works for you. it is essentially a customized LS fit solution.
  4 comentarios
Turlough Hughes
Turlough Hughes el 23 de Sept. de 2020
eqor=1 ? I assume that's MAXOR?
Paul Schenk
Paul Schenk el 23 de Sept. de 2020
yes, my mistake!

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