how to reduce the execution time of xcorr() function?

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Sangeetha R
Sangeetha R 2019-2-26
回答： Sangeetha R 2019-3-1
I want to find the windowed correlation values of x & y having array size of 1*20000. Xcorr function taking too much time to execute. Is there any way to reduce the execution time. The code is given below
k=1;
for i=1:stepsize:(length(x)-w+1)
corrValue_w=xcorr(x(i:i+w-1),y(i:i+w-1));
maxCorrValue_w(k)=max(corrValue_w);
k=k+1;
end
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Sangeetha R
Sangeetha R 2019-2-28
Thank you very much.
I think, using loop will take more time to execute in case of large vectors. Buffer function solved my problem.
idx = buffer(x,w,stepsize,'nodelay');
I also got another solution for this problem mentioned below:
idx = bsxfun( @plus, (1:w).', 0:stepsize:(numel(x)-w));
Jan
Jan 2019-2-28
@Sangeetha R: Please post this as an anser and "accept" it as solution.

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Sangeetha R
Sangeetha R 2019-3-1
@Jan, KSSV. Thank you so much for the solutions provided.
Solution for the problem asked is provided below;
Input matrix x & y reshaped using buffer function or bsxfun and perform the correlation at once.
% 1. Generate indexing matrix
idx = buffer(x,w,stepsize,'nodelay');
or
idx = bsxfun( @plus, (1:w).', 0:stepsize:(numel(x)-w));
% 2. Reshape the input matrix
x1 = x(idx);
y1 = y(idx);
% 3. Find the correlation of each column of x1 to that of y1
corrLength=2*w - 1
xcorr_value = fftshift(ifft(fft(x1,corrLength).*conj(fft(y1,corrLength))),1);
% 4. Find the maximum value from each column of xcorr_value
maxCorrValue_w = max(xcorr_value,[],1);

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