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Re: Overlapping binning of differences of two lists

  • To: mathgroup at smc.vnet.net
  • Subject: [mg92652] Re: Overlapping binning of differences of two lists
  • From: Szabolcs Horvat <szhorvat at gmail.com>
  • Date: Thu, 9 Oct 2008 06:38:23 -0400 (EDT)
  • Organization: University of Bergen
  • References: <gci2hv$t8$1@smc.vnet.net>

Art wrote:
> Given two sorted vectors a and b of different lengths, what is the
> best way to count the number of elements in the set of all differences
> between elements of a and b that fall in overlapping bins of [-bsize -
> i, bsize - i) for i in Range[-n, n], where bsize >= 1.
> 
> Below are 2 implementations I've tried which are two slow and memory
> intensive. I haven't quite been able to do it using BinCounts,
> Partition, and ListCorrelate.
> 
> Was wondering if there is a faster way.
> 
> (* Generate random a, b  *)
> T = 500; bsize = 10; n = 20;
> r := Rest@FoldList[Plus, 0, RandomReal[ExponentialDistribution[0.01],
> {T}]]
> a = r; b = r;
> 
> bindiff1[a_, b_, bsize_, n_] :=
>   With[{d = Flatten@Outer[Subtract, a, b]},
>   	Table[Count[d, _?(-bsize <= # - i < bsize &)], {i, -n, n}]]
> 
> bindiff2[a_, b_, bsize_, n_] :=
>  Module[{os, i, j, s, tmp,
>    d = Sort@Flatten@Outer[Subtract, a, b],
>    c = ConstantArray[0, {2 n + 1}]},
>   For[os = 0; j = 1; i = -n,  i <= n,  i++; j++,
>    s = Flatten@Position[Drop[d, os], _?(# >= -bsize + i &), 1, 1];
>    If[s == {}, Break[],
>     os += s[[1]] - 1;
>     tmp = Flatten@Position[Drop[d, os], _?(# > bsize + i &), 1, 1];
>     c[[j]] = If[tmp == {}, Length[d] - os, First@tmp - 1]]];
>   Return[c]]
> 
> First@Timing@bindiff[a,b, bsize, n] is about 36 seconds.
> 
> First@Timing@bindiff2[a, b, bsize, n] is about 3 seconds but still too
> slow and d uses up too much memory.
> 

The first thing that came to my mind was BinCounts and Partition.  What 
was the trouble you ran into when using them?

bindiff3[a_, b_, bsize_, n_] :=
  With[{diffs = Flatten@Outer[Subtract, a, b]},
   Total /@
    Partition[BinCounts[diffs, {-bsize - n, bsize + n, 1}], 2 bsize, 1]
   ]

In[7]:=
Timing[r1 = bindiff1[a, b, bsize, n];]
Timing[r2 = bindiff2[a, b, bsize, n];]
Timing[r3 = bindiff3[a, b, bsize, n];]

Out[7]= {43.7454, Null}

Out[8]= {2.32665, Null}

Out[9]= {0.479927, Null}

In[10]:= r1 === r2 === r3
Out[10]= True

(I haven't measured memory use, but I am guessing that the critical 
operation is Outer[], so the memory requirements of the three functions 
are likely to be similar.)


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