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

[A.R. Burgers]

URL:
  <https://savannah.gnu.org/bugs/?65245>

                 Summary: movfun/movmean: scope for speed up with conv
                   Group: GNU Octave
               Submitter: arb
               Submitted: Sat 03 Feb 2024 01:18:16 PM CET
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Performance
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: dev
         Discussion Lock: Any
        Operating System: Any
           Fixed Release: None
         Planned Release: None


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Follow-up Comments:


-------------------------------------------------------
Date: Sat 03 Feb 2024 01:18:16 PM CET By: A.R. Burgers <arb>
see also bug#55389

with a a vector, window size wlen odd, conv can give much faster results
because of the linearity of the operator in the movsum/movmean cases.

The following two snippets show how conv can calculate the same result for
movsum and movmean


result = movsum(a, wlen);
result = conv(a, ones(1, wlen), 'same');



result = movmean(a, wlen)
count = conv(ones(size(a)), ones(1, wlen), 'same');
result = conv(a, ones(1, wlen), 'same') ./ count;


Speed-ups can be a factor ~30


movsum time 0.321551
movsum with conv time 0.0108559
movmean time 0.520523
movmean with conv time 0.0155551


Timings obtained with this script


np = 10000; ns = 13;
nrep = 100;
a = rand(1, np);
a1 = ones(1, np);

tic;
for i = 1 : nrep
  as = movsum(a, ns);
end
fprintf('movsum time %g\n', toc);

tic;
for i = 1 : nrep
  as_c = conv(a, ones(1, ns), 'same');
end
fprintf('movsum with conv time %g\n', toc);

assert(all(abs(as - as_c)) < 1.e-10);

tic;
for i = 1 : nrep
  as = movmean(a, ns);
end
fprintf('movmean time %g\n', toc);

tic;
for i = 1 : nrep
  as_c = conv(a, ones(1, ns), 'same') ./ conv(a1, ones(1, ns), 'same');
end
fprintf('movmean with conv time %g\n', toc);









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