Efficient way to split a vector into Matrix
3 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi,
I am looking for an efficient way to do the following:
Take an input vector, e.g B = [2;5;8;11;3;6;9;15]
and return the array
D = [2 5 8 11 3;5 8 11 3 6;8 11 3 6 9]
, ie each column is a rolling subvector of B
My attempt below works but it causes a bottleneck in my programme. I have been trying to vectorize it but am finding it difficult.
If somebody has thoughts I would appreciate a pointer.
Thanks!
function ret = MakeMatrix(inputVector, inputLookbackPeriod, numPeriodsToCalculate)
m_Array = zeros(inputLookbackPeriod, numPeriodsToCalculate);
for i=1:numPeriodsToCalculate
m_Array(:,i) = inputVector(i:i+inputLookbackPeriod-1,1);
end
end
0 Kommentare
Akzeptierte Antwort
the cyclist
am 14 Apr. 2011
Here is an obscure way, using a Hilbert matrix. It is semi-coincidental that the indexing you need is exactly the (element-by-element inverse of the) Hilbert matrix.
For something less esoteric, you could probably use the filter command.
function m_Array = MakeMatrixFast(inputVector, inputLookbackPeriod, numPeriodsToCalculate)
H = 1./hilb(max(inputLookbackPeriod,numPeriodsToCalculate));
H = H(1:inputLookbackPeriod,1:numPeriodsToCalculate);
m_Array = inputVector(H);
end
2 Kommentare
the cyclist
am 14 Apr. 2011
Yeah, I should have anticipated that. Can you just put in a rounding command?
Weitere Antworten (2)
Matt Fig
am 14 Apr. 2011
IDX = ones(3,5,'single');
IDX(:,1) = 1:3;
D = B(cumsum(IDX,2))
Or, to match your functional form:
function m_Array = MakeMatrixFast2(inputVector, inputLookbackPeriod, numPeriodsToCalculate)
IDX = ones(inputLookbackPeriod,numPeriodsToCalculate,'single');
IDX(:,1) = 1:inputLookbackPeriod;
m_Array = inputVector(cumsum(IDX,2));
2 Kommentare
Matt Fig
am 14 Apr. 2011
That's o.k.! I tested all three algorithms and yours is actually faster than the cyclist's. Mine is somewhat faster than yours for certain inputs.
Siehe auch
Kategorien
Mehr zu Loops and Conditional Statements finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!