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SparseArray and Compile

  • To: mathgroup at smc.vnet.net
  • Subject: [mg99722] SparseArray and Compile
  • From: andreas.kohlmajer at gmx.de
  • Date: Tue, 12 May 2009 03:09:11 -0400 (EDT)

Greetings,

I have difficulties to speed up my calculation regarding SparseArray:

Date[]
rp = {};
AppendTo[rp, SparseArray[UnitStep[0.01 - dat - dat[[#]]]]] & /@
  Range[Length[dat]];
Date[]

dat is a list of Reals containing approx. 24000 elements. I had to use
SparseArray for each line to prevent a memory crash; the final matrix
has 574 million elements. The calculation takes 2' 43'' on my WinXP
Dell workstation (DualCore @ 1.6 GHz, 3 GB RAM)

I would like to speed up the calculation using compile, but the
SparseArray object doesn't fit the tensor format. I have tried:

Compile[{{data, _Real, 1}},
 Block[{rp}, rp = {};
  AppendTo[rp, SparseArray[UnitStep[0.01 - data - data[[#]]]]] & /@
   Range[Length[data]]]]

Compile::cpts: The result after evaluating Insert[rp,SparseArray
[UnitStep[0.01-data-data[[System`Private`CompileSymbol[<<1>>]
[[System`Private`CompileSymbol[<<1>>]]]]]]],-1] should be a tensor.
Nontensor lists are not supported at present; evaluation will proceed
with the uncompiled function. >>


The calculation is used calculate a recurrence plot. The fixed value
of 0.01 will be replaced by a variable later on; therefore, I need to
speed up the calculation.

Any help is appreciated.


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