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Re: help to make code run faster (mathematica v8.01)

  • To: mathgroup at smc.vnet.net
  • Subject: [mg121339] Re: help to make code run faster (mathematica v8.01)
  • From: Ray Koopman <koopman at sfu.ca>
  • Date: Sun, 11 Sep 2011 07:29:28 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <j4fhn1$2em$1@smc.vnet.net>

On Sep 10, 4:29 am, kristoph <kristophs.p... at web.de> wrote:
> Hi
>
> I'm running out of options in order to make my code run faster. I do
> appreciate any help. I programmed a function named tStat that
> basically sums over two compiled functions. Although, I run the
> function parallel it is still rather slow. Thanks in advance for help.
> Here is what I mean:
>
> (*the following 5 lines is just random input data to test the
> function*)
>
> resp=RandomReal[10,250];
> reg=RandomReal[1,250];
> des=DesignMatrix[Table[{reg[[i]],resp[[i]]},{i,1,Length[reg]}],x,x];
> fit=LinearModelFit[{des,resp}];
> h=1.06 StandardDeviation[reg] Length[reg]^(-1/5);
>
> (*the two compiled functions which are inputs for the function tStat*)
>
> epanKern=Compile[{u},
> If[Abs[u]<1,3/4 (1-u^2),0]
> ];
>
> val1=Compile[{{rk,_Real},{rj,_Real},{dk,_Real},{dj,_Real},
> {band,_Real}},
> rk rj epanKern[(dk-dj)/band]];
>
> (*the following function is rather slow*)
>
> tStat[data_,band_,residuals_,leg_]:=Module[{k,j,res=0,var=0},
> res=ParallelSum[val1[residuals[[k]],residuals[[j]],data[[k]],data[[j]],band],
> {k,1,leg},{j,k+1,leg}];
> 2 res
> ];
>
> (*executing the function*)
> tStat[reg,h,fit["FitResiduals"],Length[reg]]//AbsoluteTiming

Think in terms of vectors:

1.5 Times @@ Transpose@Subsets[fit["FitResiduals"],{2}] .
  Clip[1. - ((Subtract @@ Transpose@Subsets[reg,{2}])/h)^2, {0.,1.}]




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