Moving average - for loop vectorization

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Dawid Smolen
Dawid Smolen 2016-4-21
评论： Stephen23 2018-12-5
Hello. I've got a problem that my loop doesn't execute fast enough, even though it is simple moving average. Is there any smart way to make it work faster? x is a huge array, and there is some indexing using : in every iteration, that's probably the reason.
len = length(x); % around 6000000
A = 1/200;
for n = 100+1:len-100
MA = A*sum(x(n - 100: n + 100));
% Do something with MA. However I know that the above part is the slow one
end
I was trying to find some information about vectorization, but I can't see how could I apply these methods.

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Stephen23
Stephen23 2016-4-21
编辑：Stephen23 2016-4-21
To efficiently calculate a moving average you should use conv, something like this:
>> xi = 0:0.1:2*pi;
>> yi = sin(xi)+0.4*rand(size(xi))-0.2;
>> N = 4; % length of moving average
>> yo = conv(yi,ones(1,N),'same')/N;
>> plot(xi,yi, xi,yo)
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yari lazzaro
yari lazzaro 2018-12-4
Hi, do you know how this solution could be adapted in case I want to calculate a moving average along the rows of a matrix? Thanks

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