Parallelize cumulative average algorithm
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Hi,
is there a way how to parallelize algorithm computing average of data accessible only as a stream using parfor?
dat = 1:9;
avg = 0;
for i=1:numel(dat)
avg = (dat(i)+(i-1)*avg)/i;
end
avg
In reality the code looks more like the following, where the input data is too big to be stored.
avg = 0;
for i=1:numFrames
frm = getNewFrame(); % returns new data
avg = (frm+(i-1)*avg)/i;
end
I somehow understand why this code can not be parallelized as is, but maybe Matlab offers some trick.
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