[Octave-bug-tracker] [bug #65245] movfun/movmean: scope for speed up with conv

[A.R. Burgers]

Follow-up Comment #2, bug#65245 (group octave):

No, not so easy to integrate this in the current framework, just wanted to
have a record of the idea for the time being.

movstd and movvar also yield to this approach


np = 100;
nw = 13;
window = ones(1, nw);
a1 = rand(1, np);
a2 = a1 .^2;
a0 = ones(1, np);
count  = conv(a0, window, 'same');
count1 = count - 1;

fc = @(x) conv(x, window, 'same');

conv_sum  = fc(a1);
conv_mean = fc(a1) ./ count;
conv_var0 = (fc(a2) - conv_mean .* (2 * fc(a1)  - nw * conv_mean)) ./ count1;
conv_var1 = (fc(a2) - conv_mean .* (2 * fc(a1)  - nw * conv_mean)) ./ count;
conv_std0 = sqrt(conv_var0);
conv_std1 = sqrt(conv_var1);

mov_sum  = movsum(a1, nw);
mov_mean = movmean(a1, nw);
mov_var0 = movvar(a1, nw);
mov_var1 = movvar(a1, nw, 1);
mov_std0 = movstd(a1, nw);
mov_std1 = movstd(a1, nw, 1);

assert(all(abs(mov_sum - conv_sum)) < 1.e-10);
assert(all(abs(mov_mean - conv_mean)) < 1.e-10);
assert(all(abs(mov_var0 - conv_var0)) < 1.e-10);
assert(all(abs(mov_var1 - conv_var1)) < 1.e-10);
assert(all(abs(mov_std0 - conv_std0)) < 1.e-10);
assert(all(abs(mov_std1 - conv_std1)) < 1.e-10);




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