Finding the greatest common divisor of a matrix in MATLAB - matlab

Im looking for a way to divide a certain matrix elements with its lowest common divisor.
for example, I have vectors
[0,0,0; 2,4,2;-2,0,8]
I can tell the lowest common divisor is 2, so the matrix after the division will be
[0,0,0;1,2,1;-1,0,4]
What is the built in method that can compute this?
Thanks in advance
p.s. I personally do not like using loops for this computation, it seems like there is built in computation that can perform matrix element division.

Since you don't like loops, how about recursive functions?
iif = #(varargin) varargin{2 * find([varargin{1:2:end}], 1, 'first')}();
gcdrec=#(v,gcdr) iif(length(v)==1,v, ...
v(1)==1,1, ...
length(v)==2,#()gcd(v(1),v(2)), ...
true,#()gcdr([gcd(v(1),v(2)),v(3:end)],gcdr));
mygcd=#(v)gcdrec(v(:)',gcdrec);
A=[0,0,0; 2,4,2;-2,0,8];
divisor=mygcd(A);
A=A/divisor;
The first function iif will define an inline conditional construct. This allows to define a recursive function, gcdrec, to find the greatest common divisor of your array. This iif works like this: it tests whether the first argument is true, if it is, then it returns the second argument. Otherwise it tests the third argument, and if that's true, then it returns the fourth, and so on. You need to protect recursive functions and sometimes other quantities appearing inside it with #(), otherwise you can get errors.
Using iif the recursive function gcdrec works like this:
if the input vector is a scalar, it returns it
else if the first component of the vector is 1, there's no chance to recover, so it returns 1 (allows quick return for large matrices)
else if the input vector is of length 2, it returns the greatest common divisor via gcd
else it calls itself with a shortened vector, in which the first two elements are substituted with their greatest common divisor.
The function mygcd is just a front-end for convenience.
Should be pretty fast, and I guess only the recursion depth could be a problem for very large problems. I did a quick timing check to compare with the looping version of #Adriaan, using A=randi(100,N,N)-50, with N=100, N=1000 and N=5000 and tic/toc.
N=100:
looping 0.008 seconds
recursive 0.002 seconds
N=1000:
looping 0.46 seconds
recursive 0.04 seconds
N=5000:
looping 11.8 seconds
recursive 0.6 seconds
Update: interesting thing is that the only reason that I didn't trip the recursion limit (which is by default 500) is that my data didn't have a common divisor. Setting a random matrix and doubling it will lead to hitting the recursion limit already for N=100. So for large matrices this won't work. Then again, for small matrices #Adriaan's solution is perfectly fine.
I also tried to rewrite it to half the input vector in each recursive step: this indeed solves the recursion limit problem, but it is very slow (2 seconds for N=100, 261 seconds for N=1000). There might be a middle ground somewhere, where the matrix size is large(ish) and the runtime's not that bad, but I haven't found it yet.

A = [0,0,0; 2,4,2;-2,0,8];
B = 1;
kk = max(abs(A(:))); % start at the end
while B~=0 && kk>=0
tmp = mod(A,kk);
B = sum(tmp(:));
kk = kk - 1;
end
kk = kk+1;
This is probably not the fastest way, but it will do for now. What I did here is initialise some counter, B, to store the sum of all elements in your matrix after taking the mod. the kk is just a counter which runs through integers. mod(A,kk) computes the modulus after division for each element in A. Thus, if all your elements are wholly divisible by 2, it will return a 0 for each element. sum(tmp(:)) then makes a single column out of the modulo-matrix, which is summed to obtain some number. If and only if that number is 0 there is a common divisor, since then all elements in A are wholly divisible by kk. As soon as that happens your loop stops and your common divisor is the number in kk. Since kk is decreased every count it is actually one value too low, thus one is added.
Note: I just edited the loop to run backwards since you are looking for the Greatest cd, not the Smallest cd. If you'd have a matrix like [4,8;16,8] it would stop at 2, not 4. Apologies for that, this works now, though both other solutions here are much faster.
Finally, dividing matrices can be done like this:
divided_matrix = A/kk;

Agreed, I don't like the loops either! Let's kill them -
unqA = unique(abs(A(A~=0))).'; %//'
col_extent = [2:max(unqA)]'; %//'
B = repmat(col_extent,1,numel(unqA));
B(bsxfun(#gt,col_extent,unqA)) = 0;
divisor = find(all(bsxfun(#times,bsxfun(#rem,unqA,B)==0,B),2),1,'first');
if isempty(divisor)
out = A;
else
out = A/divisor;
end
Sample runs
Case #1:
A =
0 0 0
2 4 2
-2 0 8
divisor =
2
out =
0 0 0
1 2 1
-1 0 4
Case #2:
A =
0 3 0
5 7 6
-5 0 21
divisor =
1
out =
0 3 0
5 7 6
-5 0 21

Here's another approach. Let A be your input array.
Get nonzero values of A and take their absolute value. Call the resulting vector B.
Test each number from 1 to max(B), and see if it divides all entries of B (that is, if the remainder of the division is zero).
Take the largest such number.
Code:
A = [0,0,0; 2,4,2;-2,0,8]; %// data
B = nonzeros(abs(A)); %// step 1
t = all(bsxfun(#mod, B, 1:max(B))==0, 1); %// step 2
result = find(t, 1, 'last'); %// step 3

Related

Logical statement where all matrix elements must be greater than those in another matrix

I'm looking for a way to test if all elements of a matrix are greater than or equal to their corresponding indexes values in another matrix, and if not to stop evaluating. This is part of an elseif statement for setting a lower bound for values, thus as simplified example:
Lower Bound matrix: A = [4 5 6 7]
New values matrix: B = [7 8 9 10]
Is B>=A then yes, accept and proceed
whereas
Lower Bound matrix: A = [4 5 6 7]
New values matrix: C = [5 3 5 8]
Is C>=A? then no, all elements of C are not greater than A, reject and stop
My solution so far is a bit hackneyed:
Is sum(C>=A) < length(C)? no, then reject and stop
This gives the sum of the true/false values in the comparison C>=A, which if all values of C were greater would equal the length of C, else the sum would be less than the length of C. I keep thinking there's a simple and more elegant solution to this that I'm overlooking and would be grateful for any thoughts. Thanks!
MATLAB has a built-in function for performing this action called all. You can use this on a logical matrix to determine if all values are true. In your case you would pass the logical matrix: B >= A.
A = [4,5,6,7];
B = [7,8,9,10];
all(B(:) >= A(:))
1
Notice that I have used (:) above which ensures that both A and B are column vectors prior to performing the comparison. This way, they can be of any arbitrary dimension and the result of all will always be a scalar.
While you're at it, you may also look into any.
You must indeed rely on logical indexing. To check whether a given matrix B has elements greater than or equal to their corresponding indexes values in another given matrix A you can do something like:
if (sum(sum(B>=A))==numel(A))
%enter if body here
end
The statement B>=A will return a logical matrix with 1 in position (i,j) if B(i,j)>=A(i,j). You then sum all the 1s inside such matrix and then check if such sum is equal to the number of elements (numel()) in A (or B).
In your example. Given
A=[4 5 6 7];
B=[7 8 9 10];
the statement B>=A will return
ans =
1 1 1 1
because all elements in B are greater then elements in A. Sum this vector, you'll get 4. Is the sum (4) equal to the number of elements (4)? Yes. Then all elements in B are greater than or equal to the elements in A.
Note: the double sum() makes your code more robust. It will indeed work also with matrices and not just with vectors. That is because if you do sum() on a matrix, Matlab by default does not return the sum of all its elements, but the sum along the first dimension whose size is different from 1. So if our matrix is:
C =
8 1 6
3 5 7
4 9 2
sum(C) will return
ans =
15 15 15
(Matlab took the sum of every column).
By taking also the sum of such vector we'll get the sum of all the elements.
This ends the quick explanation regarding the nested sum().
I assume by an elegant solution you mean a solution which is more efficient.
Lets create test data:
A = zeros(100000,100000); B = zeros(100000,100000);
Linear Loop
for i = 1:numel(A)
if A(i) < B(i)
display('different')
break
end
end
Logical indexing
if (sum(sum(B>=A))~=numel(A))
display('different')
end
The loop is better when its comes to the best case (first element is smaller):
Elapsed time is 0.000236 seconds. Elapsed time is 0.131802 seconds.
and when its the average case:
Elapsed time is 0.001993 seconds. Elapsed time is 0.196228 seconds.
But we only care about the worst case:
B(end) = 1;
Elapsed time is 8.181473 seconds. Elapsed time is 0.108002 seconds.

All possible combinations such that sum of all numbers is a fixed number

I need to find all possible combinations of numbers 1:8 such that sum of all elements is equal to 8
The combinations need to be arranged in an ascending order.
Eg
1 7
2 2 4
1 3 5
1 2 2 3
1 1 1 1 1 1 1 1
A number can repeat itself. But a combination must not..
i.e 1 2 2 3 and 2 1 2 3
I need the the solution in ascending order So there will be only one possibility of every combination
I tried a few codes online suggested on Find vector elements that sum up to specific number in MATLAB
VEC = [1:8];
NUM = 8;
n = length(VEC);
finans = zeros(2^n-1,NUM);
for i = 1:(2^n - 1)
ndx = dec2bin(i,n) == '1';
if sum(VEC(ndx)) == NUM
l = length(VEC(ndx));
VEC(ndx)
end
end
but they dont include the possibilities where the numbers repeat.
I found a better approach through recursion and it's more elegant (I like elegant) and faster than my previous attempt (0.00399705213 seconds on my computer).
EDIT: You will need my custom function stretchmat.m that stretches a vector to fit the size of another matrix. Kinda like repmat but stretching the first parameter (see help for details). Very useful!
script.m
% Define funciton to prepend a cell x with a variable i
cellprepend = #(x,i) {[i x]};
% Execute and time function
tic;
a = allcomb(cellprepend,1,8); % Solution in a
toc;
allcomb.m
function a = allcomb( cellprepend, m, n )
% Add entire block as a combination
a{1} = n;
% Exit recursion if block size 1
if n == 1
return;
end
% Recurse cutting blocks at different segments
for i = m:n/2
b = allcomb(cellprepend,i,n-i);
a = [a cellfun( cellprepend, b, num2cell( stretchmat( i, b ) ) )];
end
end
So the idea is simple, for solutions that add to 8 is exhaustive. If you look for only valid answers, you can do a depth first search by breaking up the problem into 2 blocks. This can be written recursively as I did above and is kinda similar to Merge Sort. The allcomb call takes the block size (n) and finds all the ways of breaking it up into smaller pieces.
We want non-zero pieces so we loop it from 1:n-1. It then prepends the first block to all the combinations of the second block. By only doing all comb on one of the blocks, we can ensure that all solutions are unique.
As for the sorting, I'm not quite sure what you mean by ascending. From what I see, you appear to be sorting from the last number in ascending order. Can you confirm? Any sort can be appended to the end of script.m.
EDIT 2/3 Notes
For the permutatively unique case, the code can be found here
Thanks to #Simon for helping me QA the code multiple times
EDIT: Look at my second more efficient answer!
The Naive approach! Where the cartprod.m function can be found here.
% Create all permutations
p(1:8) = {0:8};
M = fliplr( cartprod( p{:} ) );
% Check sums
r = sum( M, 2 ) == 8;
M = M(sum( M, 2 ) == 8,:); % Solution here
There are definitely more efficient solutions than this but if you just need a quick and dirty solution for small permutations, this will work. Please note that this made Matlab take 3.5 GB of RAM to temporarily store the permutations.
First save all combinations with repetitions in a cell array. In order to do that, just use nmultichoosek.
v = 1 : 8;
combs = cell(length(v),0);
for i = v
combs{i} = nmultichoosek(v,i);
end
In this way, each element of combs contains a matrix where each row is a combination. For instance, the i-th row of combs{4} is a combination of four numbers.
Now you need to check the sum. In order to do that to all the combinations, use cellfun
sums = cellfun(#(x)sum(x,2),combs,'UniformOutput',false);
sums contains the vectors with the sum of all combinations. For
instance, sums{4} has the sum of the number in combination combs{4}.
The next step is check for the fixed sum.
fixed_sum = 10;
indices = cellfun(#(x)x==fixed_sum,sums,'UniformOutput',false);
indices contains arrays of logical values, telling if the combination satisfies the fixed sum. For instance, indices{4}(1) tells you if the first combination with 4 numbers sums to fixed_sum.
Finally, retrieve all valid combinations in a new cell array, sorting them at the same time.
valid_combs = cell(length(v),0);
for i = v
idx = indices{i};
c = combs{i};
valid_combs{i} = sortrows(c(idx,:));
end
valid_combs is a cell similar to combs, but with only combinations that sum up to your desired value, and sorted by the number of numbers used: valid_combs{1} has all valid combinations with 1 number, valid_combs{2} with 2 numbers, and so on. Also, thanks to sortrows, combinations with the same amount of numbers are also sorted. For instance, if fixed_sum = 10 then valid_combs{8} is
1 1 1 1 1 1 1 3
1 1 1 1 1 1 2 2
This code is quite efficient, on my very old laptop I am able to run it in 0.016947 seconds.

What does it mean to use logical indexing/masking to extract data from a matrix? (MATLAB)

I am new to matlab and I was wondering what it meant to use logical indexing/masking to extract data from a matrix.
I am trying to write a function that accepts a matrix and a user-inputted value to compute and display the total number of values in column 2 of the matrix that match with the user input.
The function itself should have no return value and will be called on later in another loop.
But besides all that hubbub, someone suggested that I use logical indexing/masking in this situation but never told me exactly what it was or how I could use it in my particular situation.
EDIT: since you updated the question, I am updating this answer a little.
Logical indexing is explained really well in this and this. In general, I doubt, if I can do a better job, given available time. However, I would try to connect your problem and logical indexing.
Lets declare an array A which has 2 columns. First column is index (as 1,2,3,...) and second column is its corresponding value, a random number.
A(:,1)=1:10;
A(:,2)=randi(5,[10 1]); //declares a 10x1 array and puts it into second column of A
userInputtedValue=3; //self-explanatory
You want to check what values in second column of A are equal to 3. Imagine as if you are making a query and MATLAB is giving you binary response, YES (1) or NO (0).
q=A(:,2)==3 //the query, what values in second column of A equal 3?
Now, for the indices where answer is YES, you want to extract the numbers in the first column of A. Then do some processing.
values=A(q,2); //only those elements will be extracted: 1. which lie in the
//second column of A AND where q takes value 1.
Now, if you want to count total number of values, just do:
numValues=length(values);
I hope now logical indexing is clear to you. However, do read the Mathworks posts which I have mentioned earlier.
I over simplified the code, and wrote more code than required in order to explain things. It can be achieved in a single-liner:
sum(mat(:,2)==userInputtedValue)
I'll give you an example that may illustrate what logical indexing is about:
array = [1 2 3 0 4 2];
array > 2
ans: [0 0 1 0 1 0]
using logical indexing you could filter elements that fullfil a certain condition
array(array>2) will give: [3 4]
you could also perform alterations to only those elements:
array(array>2) = 100;
array(array<=2) = 0;
will result in "array" equal to
[0 0 100 0 100 0]
Logical indexing means to have a logical / Boolean matrix that is the same size as the matrix that you are considering. You would use this as input into the matrix you're considering, and any locations that are true would be part of the output. Any locations that are false are not part of the output. To perform logical indexing, you would need to use logical / Boolean operators or conditions to facilitate the selection of elements in your matrix.
Let's concentrate on vectors as it's the easiest to deal with. Let's say we had the following vector:
>> A = 1:9
A =
1 2 3 4 5 6 7 8 9
Let's say I wanted to retrieve all values that are 5 or more. The logical condition for this would be A >= 5. We want to retrieve all values in A that are greater than or equal to 5. Therefore, if we did A >= 5, we get a logical vector which tells us which values in A satisfy the above condition:
>> A >= 5
ans =
0 0 0 0 1 1 1 1 1
This certainly tells us where in A the condition is satisfied. The last step would be to use this as input into A:
>> B = A(A >= 5)
B =
5 6 7 8 9
Cool! As you can see, there isn't a need for a for loop to help us select out elements that satisfy a condition. Let's go a step further. What if I want to find all even values of A? This would mean that if we divide by 2, the remainder would be zero, or mod(A,2) == 0. Let's extract out those elements:
>> C = A(mod(A,2) == 0)
C =
2 4 6 8
Nice! So let's go back to your question. Given your matrix A, let's extract out column 2.
>> col = A(:,2)
Now, we want to check to see if any of column #2 is equal to a certain value. Well we can generate a logical indexing array for that. Let's try with the value of 3:
>> ind = col == 3;
Now you'll have a logical vector that tells you which locations are equal to 3. If you want to determine how many are equal to 3, you just have to sum up the values:
>> s = sum(ind);
That's it! s contains how many values were equal to 3. Now, if you wanted to write a function that only displayed how many values were equal to some user defined input and displayed this event, you can do something like this:
function checkVal(A, val)
disp(sum(A(:,2) == val));
end
Quite simply, we extract the second column of A and see how many values are equal to val. This produces a logical array, and we simply sum up how many 1s there are. This would give you the total number of elements that are equal to val.
Troy Haskin pointed you to a very nice link that talks about logical indexing in more detail: http://www.mathworks.com/help/matlab/math/matrix-indexing.html?refresh=true#bq7eg38. Read that for more details on how to master logical indexing.
Good luck!
%% M is your Matrix
M = randi(10,4)
%% Val is the value that you are seeking to find
Val = 6
%% Col is the value of the matrix column that you wish to find it in
Col = 2
%% r is a vector that has zeros in all positions except when the Matrix value equals the user input it equals 1
r = M(:,Col)==Val
%% We can now sum all the non-zero values in r to get the number of matches
n = sum(r)
M =
4 2 2 5
3 6 7 1
4 4 1 6
5 8 7 8
Val =
6
Col =
2
r =
0
1
0
0
n =
1

Update only one matrix element for iterative computation

I have a 3x3 matrix, A. I also compute a value, g, as the maximum eigen value of A. I am trying to change the element A(3,3) = 0 for all values from zero to one in 0.10 increments and then update g for each of the values. I'd like all of the other matrix elements to remain the same.
I thought a for loop would be the way to do this, but I do not know how to update only one element in a matrix without storing this update as one increasingly larger matrix. If I call the element at A(3,3) = p (thereby creating a new matrix Atry) I am able (below) to get all of the values from 0 to 1 that I desired. I do not know how to update Atry to get all of the values of g that I desire. The state of the code now will give me the same value of g for all iterations, as expected, as I do not know how to to update Atry with the different values of p to then compute the values for g.
Any suggestions on how to do this or suggestions for jargon or phrases for me to web search would be appreciated.
A = [1 1 1; 2 2 2; 3 3 0];
g = max(eig(A));
% This below is what I attempted to achieve my solution
clear all
p(1) = 0;
Atry = [1 1 1; 2 2 2; 3 3 p];
g(1) = max(eig(Atry));
for i=1:100;
p(i+1) = p(i)+ 0.01;
% this makes a one giant matrix, not many
%Atry(:,i+1) = Atry(:,i);
g(i+1) = max(eig(Atry));
end
This will also accomplish what you want to do:
A = #(x) [1 1 1; 2 2 2; 3 3 x];
p = 0:0.01:1;
g = arrayfun(#(x) eigs(A(x),1), p);
Breakdown:
Define A as an anonymous function. This means that the command A(x) will return your matrix A with the (3,3) element equal to x.
Define all steps you want to take in vector p
Then "loop" through all elements in p by using arrayfun instead of an actual loop.
The function looped over by arrayfun is not max(eig(A)) but eigs(A,1), i.e., the 1 largest eigenvalue. The result will be the same, but the algorithm used by eigs is more suited for your type of problem -- instead of computing all eigenvalues and then only using the maximum one, you only compute the maximum one. Needless to say, this is much faster.
First, you say 0.1 increments in the text of your question, but your code suggests you are actually interested in 0.01 increments? I'm going to operate under the assumption you mean 0.01 increments.
Now, with that out of the way, let me state what I believe you are after given my interpretation of your question. You want to iterate over the matrix A, where for each iteration you increase A(3, 3) by 0.01. Given that you want all values from 0 to 1, this implies 101 iterations. For each iteration, you want to calculate the maximum eigenvalue of A, and store all these eigenvalues in some vector (which I will call gVec). If this is correct, then I believe you just want the following:
% Specify the "Current" A
CurA = [1 1 1; 2 2 2; 3 3 0];
% Pre-allocate the values we want to iterate over for element (3, 3)
A33Vec = (0:0.01:1)';
% Pre-allocate a vector to store the maximum eigenvalues
gVec = NaN * ones(length(A33Vec), 1);
% Loop over A33Vec
for i = 1:1:length(A33Vec)
% Obtain the version of A that we want for the current i
CurA(3, 3) = A33Vec(i);
% Obtain the maximum eigen value of the current A, and store in gVec
gVec(i, 1) = max(eig(CurA));
end
EDIT: Probably best to paste this code into your matlab editor. The stack-overflow automatic text highlighting hasn't done it any favors :-)
EDIT: Go with Rody's solution (+1) - it is much better!

Extremely large weighted average

I am using 64 bit matlab with 32g of RAM (just so you know).
I have a file (vector) of 1.3 million numbers (integers). I want to make another vector of the same length, where each point is a weighted average of the entire first vector, weighted by the inverse distance from that position (actually it's position ^-0.1, not ^-1, but for example purposes). I can't use matlab's 'filter' function, because it can only average things before the current point, right? To explain more clearly, here's an example of 3 elements
data = [ 2 6 9 ]
weights = [ 1 1/2 1/3; 1/2 1 1/2; 1/3 1/2 1 ]
results=data*weights= [ 8 11.5 12.666 ]
i.e.
8 = 2*1 + 6*1/2 + 9*1/3
11.5 = 2*1/2 + 6*1 + 9*1/2
12.666 = 2*1/3 + 6*1/2 + 9*1
So each point in the new vector is the weighted average of the entire first vector, weighting by 1/(distance from that position+1).
I could just remake the weight vector for each point, then calculate the results vector element by element, but this requires 1.3 million iterations of a for loop, each of which contains 1.3million multiplications. I would rather use straight matrix multiplication, multiplying a 1x1.3mil by a 1.3milx1.3mil, which works in theory, but I can't load a matrix that large.
I am then trying to make the matrix using a shell script and index it in matlab so only the relevant column of the matrix is called at a time, but that is also taking a very long time.
I don't have to do this in matlab, so any advice people have about utilizing such large numbers and getting averages would be appreciated. Since I am using a weight of ^-0.1, and not ^-1, it does not drop off that fast - the millionth point is still weighted at 0.25 compared to the original points weighting of 1, so I can't just cut it off as it gets big either.
Hope this was clear enough?
Here is the code for the answer below (so it can be formatted?):
data = load('/Users/mmanary/Documents/test/insertion.txt');
data=data.';
total=length(data);
x=1:total;
datapad=[zeros(1,total) data];
weights = ([(total+1):-1:2 1:total]).^(-.4);
weights = weights/sum(weights);
Fdata = fft(datapad);
Fweights = fft(weights);
Fresults = Fdata .* Fweights;
results = ifft(Fresults);
results = results(1:total);
plot(x,results)
The only sensible way to do this is with FFT convolution, as underpins the filter function and similar. It is very easy to do manually:
% Simulate some data
n = 10^6;
x = randi(10,1,n);
xpad = [zeros(1,n) x];
% Setup smoothing kernel
k = 1 ./ [(n+1):-1:2 1:n];
% FFT convolution
Fx = fft(xpad);
Fk = fft(k);
Fxk = Fx .* Fk;
xk = ifft(Fxk);
xk = xk(1:n);
Takes less than half a second for n=10^6!
This is probably not the best way to do it, but with lots of memory you could definitely parallelize the process.
You can construct sparse matrices consisting of entries of your original matrix which have value i^(-1) (where i = 1 .. 1.3 million), multiply them with your original vector, and sum all the results together.
So for your example the product would be essentially:
a = rand(3,1);
b1 = [1 0 0;
0 1 0;
0 0 1];
b2 = [0 1 0;
1 0 1;
0 1 0] / 2;
b3 = [0 0 1;
0 0 0;
1 0 0] / 3;
c = sparse(b1) * a + sparse(b2) * a + sparse(b3) * a;
Of course, you wouldn't construct the sparse matrices this way. If you wanted to have less iterations of the inside loop, you could have more than one of the i's in each matrix.
Look into the parfor loop in MATLAB: http://www.mathworks.com/help/toolbox/distcomp/parfor.html
I can't use matlab's 'filter' function, because it can only average
things before the current point, right?
That is not correct. You can always add samples (i.e, adding or removing zeros) from your data or from the filtered data. Since filtering with filter (you can also use conv by the way) is a linear action, it won't change the result (it's like adding and removing zeros, which does nothing, and then filtering. Then linearity allows you to swap the order to add samples -> filter -> remove sample).
Anyway, in your example, you can take the averaging kernel to be:
weights = 1 ./ [3 2 1 2 3]; % this kernel introduces a delay of 2 samples
and then simply:
result = filter(w,1,[data, zeros(1,3)]); % or conv (data, w)
% removing the delay introduced by the kernel
result = result (3:end-1);
You considered only 2 options:
Multiplying 1.3M*1.3M matrix with a vector once or multiplying 2 1.3M vectors 1.3M times.
But you can divide your weight matrix to as many sub-matrices as you wish and do a multiplication of n*1.3M matrix with the vector 1.3M/n times.
I assume that the fastest will be when there will be the smallest number of iterations and n is such that creates the largest sub-matrix that fits in your memory, without making your computer start swapping pages to your hard drive.
with your memory size you should start with n=5000.
you can also make it faster by using parfor (with n divided by the number of processors).
The brute force way will probably work for you, with one minor optimisation in the mix.
The ^-0.1 operations to create the weights will take a lot longer than the + and * operations to compute the weighted-means, but you re-use the weights across all the million weighted-mean operations. The algorithm becomes:
Create a weightings vector with all the weights any computation would need:
weights = (-n:n).^-0.1
For each element in the vector:
Index the relevent portion of the weights vector to consider the current element as the 'centre'.
Perform the weighted-mean with the weights portion and the entire vector. This can be done with a fast vector dot-multiply followed by a scalar division.
The main loop does n^2 additions and subractions. With n equal to 1.3 million that's 3.4 trillion operations. A single core of a modern 3GHz CPU can do say 6 billion additions/multiplications a second, so that comes out to around 10 minutes. Add time for indexing the weights vector and overheads, and I still estimate you could come in under half an hour.