Vectorize MATLAB code - matlab

Question

Let's say we have three m-by-n matrices of equal size: A, B, C.
Every column in C represents a time series.
A is the running maximum (over a fixed window length) of each time series in C.
B is the running minimum (over a fixed window length) of each time series in C.
Is there a way to determine T in a vectorized way?
[nrows, ncols] = size(A);
T = zeros(nrows, ncols);
for row = 2:nrows %loop over the rows (except row #1).
for col = 1:ncols %loop over the columns.
if C(row, col) > A(row-1, col)
T(row, col) = 1;
elseif C(row, col) < B(row-1, col)
T(row, col) = -1;
else
T(row, col) = T(row-1, col);
end
end
end
This is what I've come up with so far:
T = zeros(m, n);
T(C > circshift(A,1)) = 1;
T(C < circshift(B,1)) = -1;

Answer 1

Well, the trouble was the dependency with the ELSE part of the conditional statement. So, after a long mental work-out, here's a way I summed up to vectorize the hell-outta everything.
Now, this approach is based on mapping. We get column-wise runs or islands of 1s corresponding to the 2D mask for the ELSE part and assign them the same tags. Then, we go to the start-1 along each column of each such run and store that value. Finally, indexing into each such start-1 with those tagged numbers, which would work as mapping indices would give us all the elements that are to be set in the new output.
Here's the implementation to fulfill all those aspirations -
%// Store sizes
[m1,n1] = size(A);
%// Masks corresponding to three conditions
mask1 = C(2:nrows,:) > A(1:nrows-1,:);
mask2 = C(2:nrows,:) < B(1:nrows-1,:);
mask3 = ~(mask1 | mask2);
%// All but mask3 set values as output
out = [zeros(1,n1) ; mask1 + (-1*(~mask1 & mask2))];
%// Proceed if any element in mask3 is set
if any(mask3(:))
%// Row vectors for appending onto matrices for matching up sizes
mask_appd = false(1,n1);
row_appd = zeros(1,n1);
%// Get 2D mapped indices
df = diff([mask_appd ; mask3],[],1)==1;
cdf = cumsum(df,1);
offset = cumsum([0 max(cdf(:,1:end-1),[],1)]);
map_idx = bsxfun(#plus,cdf,offset);
map_idx(map_idx==0) = 1;
%// Extract the values to be used for setting into new places
A1 = out([df ; false(1,n1)]);
%// Map with the indices obtained earlier and set at places from mask3
newval = [row_appd ; A1(map_idx)];
mask3_appd = [mask_appd ; mask3];
out(mask3_appd) = newval(mask3_appd);
end

Answer 2

Doing this vectorized is rather difficult because the current row's output depends on the previous row's output. Doing vectorized operations usually means that each element should stand out on its own using some relationship that is independent of the other elements that surround it.
I don't have any input on how you would achieve this without a for loop but I can help you reduce your operations down to one instead of two. You can do the assignment vectorized per row, but I can't see how you'd do it all in one shot.
As such, try something like this instead:
[nrows, ncols] = size(A);
T = zeros(nrows, ncols);
for row = 2:nrows
out = T(row-1,:); %// Change - Make a copy of the previous row
out(C(row,:) > A(row-1,:)) = 1; %// Set those elements of C
%// in the current row that are larger
%// than the previous row of A to 1
out(C(row,:) < B(row-1,:)) = -1; %// Same logic but for B now and it's
%// less than and the value is -1 instead
T(row,:) = out; %// Assign to the output
end
I'm currently figuring out how to do this with any loops whatsoever. I'll keep you posted.