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Re: Vectorize a function that depends on previous function value
From: |
Francesco Potortì |
Subject: |
Re: Vectorize a function that depends on previous function value |
Date: |
Mon, 19 May 2014 17:36:09 +0200 |
>> function [a,b] = dynamicalSystmem(data, params, a1, b1)
>> a = zeros(N,1);
>> b = zeros(N,1);
>> a(1) = a1; b(1) = b1;
>> for n = 2:N
>> a(n) = a(n-1) + data(n) + b(n-1) + someNonLinearFunction(a(n-1));
>> b(n) = b(n-1) + someOtherNonlinearFctn(a(n-1));
>> end
>> end
>>
>> The goal is, to remove that for loop there.... Ah, and yes, the
>> nonLinearFunctions are vectorized.
>I do not think you can vectorize a time dependence relation easily,
If it were a linear dependence, you could have used linear filtering.
For non-linear functions there may be application-specific methods, but
as a non-matematician I too think there is no general method...
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