Possible to vectorize xcorr?
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Greetings.
Currently my workstation can't keep up when I attempt to calculate the cross correlation for very long signals.
This is a MWE of the code:
x = rand(1,200e3);
for i=500:-1:1
y = i.*x;
C(i,:) = xcorr(x, y, 500);
end
The 500 calls to xcorr seems to kill it. Any way to improve this by vectorizing or otherwise optimize it? Currently it takes >60 sec which isn't practical.
I'm only interested in a small number of lags (around ±500). So I attempted to do a classic implementation of the cross correlation instead of the Fourier implementation in xcorr. My end result wasn't an improvement, but maybe you guys/gals can do one better?
Thanks for any ideas!
1 个评论
Daniel Shub
2013-4-3
I may be missing something, but x and y are scaled versions of each other. You just need to compute the autocorrelation of x once and then set the normalisation factor in the loop.
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