Re: help with vectorization of update rule

[grg]

Søren Hauberg wrote:
> 
> Hi,
> 
> You can do something like this
> 
>         ## Problem parameters
>         A = 2;
>         T = 10;
>         x0 = rand (20, 1);
>         
>         ## Loop implementation
>         x = x0;
>         for it=1:T
>             x(:,it+1)=A*x(:,it);
>         endfor
>         
>         ## Vectorised implementation
>         y = repmat (x0, 1, T+1);
>         y = repmat (x0, 1, T+1) .* repmat (A.^(0:T), rows (x0), 1);
>         
>         ## Check (should return 1)
>         isequal (x, y)
>         
> Søren
> 
> 
> 
> 

hi Søren,

Thanks a lot for your prompt response.

I tried your code and checked the execution times:

        ## Problem parameters
        A = 2;
        T = 10;
        x0 = rand (20, 1);

        tic
        ## Loop implementation
        x = x0;
        for it=1:T
            x(:,it+1)=A*x(:,it);
        endfor
        toc

        tic
        ## Vectorised implementation
        y = repmat (x0, 1, T+1);
        y = repmat (x0, 1, T+1) .* repmat (A.^(0:T), rows (x0), 1);
        toc

        ## Check (should return 1)
        isequal (x, y)


The output was:

    octave:11> test_vec
    Elapsed time is 0.00022 seconds.
    Elapsed time is 0.0016 seconds.
    ans =  1
    octave:12> 

So, in this case the vectorized version of the code is significantly slower
than the for loop.  Is this normal?

Thanks again

Giorgio

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