Re: vectorization challenge

[Jaroslav Hajek]

On Sat, Aug 7, 2010 at 12:55 PM, Tim Rueth <address@hidden> wrote:
>> -----Original Message-----
>> From: Jaroslav Hajek [mailto:address@hidden
>> Sent: Thursday, August 05, 2010 11:44 PM
>> To: address@hidden
>> Cc: Octave-ML
>> Subject: Re: vectorization challenge
>>
>> On Fri, Aug 6, 2010 at 6:00 AM, Tim Rueth <address@hidden> wrote:
>> > I'm desperately trying to vectorize a calculation that I'm
>> currently
>> > doing in a for-loop.  I haven't been able to figure this
>> one out, and
>> > my brain now hurts.
>> > I have two column vectors A and B as inputs:
>> >
>> >   A              B             C
>> > -----------------------------------------
>> > 43.94          0          0.0000
>> > 44.25          0          0.7055
>> > 44.34          0          0.9103
>> > 44.81          0          1.9799
>> > 45.00          1          2.4123
>> > 44.97          0          -0.0666
>> > 44.97          0          -0.0666
>> > 44.66          1          -0.7555
>> > 44.72          0          0.1343
>> > 44.94          1          0.6269
>> > 44.59          0          -0.7788
>> > 43.47          0          -3.2710
>> > 43.44          0          -3.3377
>> > 43.41          1          -3.4045
>> > 43.56          0          0.3455
>> > 43.72          1          0.7141
>> > 43.69          1          -0.0686
>> > ...
>> >
>> > What I'm trying to do is calculate C without using a
>> for-loop.  C is
>> > simply the running percent change in A since the last time
>> there was a "1" in B.
>> > As you might have noticed, whenever there's a "1" in B,
>> there's either
>> > a peak or a trough in A.  I can easily break B into two
>> vectors, one
>> > for peaks and one for troughs, but I don't think that will help in
>> > figuring out how to create C.
>> >
>> > If there really were only a few elements in these vectors,
>> a for-loop
>> > would be no big deal for me, but these vectors are very
>> long and the
>> > for-loop itself gets run often, hence the need to
>> vectorize.  Any help
>> > is greatly appreciated as always.
>> >
>>
>> Here's a solution that destroys B:
>>
>> b = find (B);
>> B(b) = diff ([0; b-1]); B(1) = 1;
>> C = 100*(A ./ A(cumsum (B)) - 1);
>>
>> hth
>>
>> --
>> RNDr. Jaroslav Hajek, PhD
>> computing expert & GNU Octave developer
>> Aeronautical Research and Test Institute (VZLU) Prague, Czech Republic
>> url: www.highegg.matfyz.cz
>
> Thanks Jordi and Jaroslav.  You guys are brilliant.
>
> I used Jaroslav's solution shown above.  I only had to fix one minor thing:
> I replaced A(cumsum(B)) with A(cumsum([1; B(1:end-1)])) to get everything to
> line up properly.


Maybe you missed the B(1) = 1 part?


-- 
RNDr. Jaroslav Hajek, PhD
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz