14
votes
2answers
391 views

Better way to test that a matrix is upper-triangular?

Today, I got to thinking about how to test that a matrix was upper-triangular. So I had a try at it. Algorithm $\quad \quad a_{ij}=0 $ Or $i \leq j$ $\Rightarrow$ $True$ My solution is ...
3
votes
0answers
67 views

Fast principal component analysis

I'd like to speed up a principal value value analysis. The data contains a large set of vectors with a large dimension. Both are in the range of 1000. I want to obtain the loadings matrix for further ...
3
votes
1answer
136 views
8
votes
4answers
298 views

Fast method to select matrix elements based on a vector of positions

There is an operation for which I have long wanted to find a better solution. Let: a be a matrix of dimensions $m\times n$ ...
2
votes
3answers
113 views

Speeding Up Replacing of Labels in Large Matrix?

I am Mathematica novice and am trying to find a fast way to replace labels in some rather large matrices (512x512 or 1024x1024) that have resulted from segmenting images with WatershedComponents or ...
7
votes
4answers
435 views

Generating an Ulam spiral

An Ulam Spiral is quite an interesting construction, revealing unexpected features in the distribution of primes. Here is a related topic with one answer by Pinguin Dirk, who has provided one ...
0
votes
2answers
126 views

Make an effective projection of matrix

To best explain my problem, I will take the following example: Consider the following matrix : ...
10
votes
1answer
211 views

Drop selection of columns from a ragged array

I have an application where I need to drop some arbitrary list of columns from a ragged array (where of course the shortest array rows have at least all the specified columns). E.g., given a ragged ...
9
votes
8answers
345 views

Fast way to get positions of “boxed” array elements?

Given a 2D array (arbitrary numeric / evaluates to numeric elements, simplified for examples, and can be arbitrary dimensions so long as the operation makes sense, I'm working with 2K X 2K in my ...
0
votes
0answers
101 views

Need Help with Output/Code Optimization Conparative Statics with System of Equations and Matrices

I have a system of equations (equilibrium conditions) and would like to evaluate how changes of exogenous variables affect the endogenous values. In step 1, I state the equilibrium equations and some ...
4
votes
1answer
151 views

Calculate the covariance of a large matrix

I have to compute the covariance of 50 very large integer matrices (2500x2000 elements). However, according to my estimation this will take around 10 days. Do you have any ideas how to speed things ...
6
votes
1answer
624 views

Fastest way to do vector / matrix multiplication with constant matrix

Suppose we have a fixed n x n matrix, call it $B$. What is fastest way to evaluate $v^t B\;v$ over many different vectors $v$? Since $B$ is a constant matrix, does this allow the number of operations ...
0
votes
1answer
140 views

johansen test error in code

Cross-posted at the Wolfram community forum I have found this code on a forum, apparently it worked in a previous version of mathematica. Now when I run it, it keeps running for ages. I am not able ...
5
votes
2answers
286 views

Faster Eigenvalues with lower precision goal

I compute all eigenvalues of a large matrix, and I decide that the speed is more important than the precision. Then the question is, can I speed up Eigenvalues[] by ...
2
votes
1answer
114 views

Optimizing a simple calculus using a list of matrices - Repeated dot product between a vector and a list of matrices [closed]

I want to make the following operation : $$ \begin{bmatrix} \dot q_1\\\dot q_2 \end{bmatrix} + \begin{bmatrix} \begin{bmatrix} q_1 & q_2 \end{bmatrix} \mathbf A_1 \begin{bmatrix} q_1\\ q_2 ...
9
votes
2answers
312 views

Speed up 4D matrix/array generation

I have to fill a 4D array, whose entries are $\mathrm{sinc}\left[j(a-b)^2+j(c-d)^2-\phi\right]$ for a fixed value of $\phi$ (normally -15) and a fixed value of $j$ (normally about 0.00005). The way ...
8
votes
2answers
257 views

Correct way to generate large data sets (i.e.forward yield curve )

I would like to generate a set of forward yield curve matrix of size 1000 x 100. First I defined my SparseArray of 1000 x100: ...
1
vote
1answer
153 views

Optimization of correlation calculation

How can I make the following line of code run faster? Is there a way to do this calculation as a matrix vs vector than vector vs vector? In the code below, f is a ...
11
votes
5answers
2k views

Best way to create symmetric matrices

From time to time I need to generate symmetric matrices with relatively expensive cost of element evaluation. Most frequently these are Gram matrices where elements are $L_2$ dot products. Here are ...
17
votes
2answers
838 views

Using the Krylov method for Solve: Speeding up a SparseArray calculation

I'm trying to implement this Total Variation Regularized Numerical Differentiation (TVDiff) code in MMA (which I found through this SO answer): essentially I want to differentiate noisy data. The full ...