Need to speed up a matrix calculation
- To: mathgroup at smc.vnet.net
- Subject: [mg105677] Need to speed up a matrix calculation
- From: Garapata <warsaw95826 at mypacks.net>
- Date: Tue, 15 Dec 2009 07:26:08 -0500 (EST)
I have a calculation, which I want to do in a more direct, elegant,
and faster calculating way.
Start with 3 variables and
2 matrices:
intervals = 10;
samples = 5;
measurements = 3;
p = Array[a, {intervals -1, samples, measurements}];
m = Array[b, {samples, intervals}];
In real life these matrices will get very large, hence the reason I
want speed.
The matrices represent values associated with a time series during an
intermediate state of calculation. So as a preliminary step to the
next calculation, to make them the same time length, I drop a column
from matrix m. This enables me to use the previous valves in m with
the current values in p in the subsequent calculation:
mMost = Drop[w, None, -1];
This also shortens the length the next line, the one I need help with.
composition = (Transpose[p[[#]]] . mMost[[All, #]] ) * 5 / Total[mMost
[[All, #]]] & /@ Range[Length[p]]
This works, but will likely get quite slow as I increase the number of
intervals, samples, and measurements. I'd like a more direct way to
do this. The above seems bit like making map like an iterative loop,
kind of cheating at functional programing.
Any help much appreciated.