Re: Vectorize a function that depends on previous function value

[Kai Torben Ohlhus]

On Mon, May 19, 2014 at 4:43 PM, Juan Pablo Carbajal <address@hidden> wrote:

On Mon, May 19, 2014 at 3:52 PM, gergo <address@hidden> wrote:
>
> a = ones(10,1);
> a(2:end) = a(1:end-1) *2;
>
> This yields a = [1 2 2 2 ...]';
> What I needed was: a = [1 2 4 8 ...]';
>
> Any idea?
>
> Thanks
>
> Gerald
>

I do not think you can vectorize a time dependence relation easily,
just try to vectorize
a(n) = a(n-1)+f(a(n-1));
This is exactly what integrators like lsode and ode45 do. What you can
do if your code is slow is to pass
that loop to C/C++ code.
https://www.gnu.org/software/octave/doc/interpreter/Getting-Started-with-Oct_002dFiles.html

You can also try these tricks
https://www.gnu.org/software/octave/doc/interpreter/Vectorization-and-Faster-Code-Execution.html
Specially "Function Application" and "Accumulation"

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Sorry I also run out of ideas for this tough data dependency issue.

Best,

Kai