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How to vectorize three for loop or fast

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Eb Bed
Eb Bed on 11 Jun 2018
Commented: Jan on 12 Jun 2018
% this is to do the grid-based central finite difference for the two vectors dimension as u(lon, lat, time) and v(lon,lat,time). the for loops works fine but it is too slow. I need a helpful loop that is faster than me from Matlab community.
Ur = zeros(291,243,1459);
[NR, NC]=size(lat);
for k = 1: length(t)
for i = 2:NR-1
for j = 2:NC-1
Ur(k,i,j)=sqrt((u(i+1,j,k)-2*u(i,j,k)+u(i-1,j,k))./(lon(i)-lon(i-1)^2) ...
+(v(i,j+1,k)-2*v(i,j,k)+v(i,j-1,k))./(lat(j)-lat(j-1)^2));
end
end
end
  1 Comment
Geoff Hayes
Geoff Hayes on 11 Jun 2018
Eb - please clarify/quantify what you mean by too slow. Does this take seconds, minutes or hours to complete? Have you considered deferring the square root until after Ur is populated for all i,j,k? (Just to remove one computation that isn't strictly necessary until later...)

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Accepted Answer

Jan
Jan on 11 Jun 2018
Edited: Jan on 11 Jun 2018
  • Avoid repeated calculations.
  • Process the data in column order.
Ur = zeros(291,243,1459);
[NR, NC]=size(lat);
for j = 2:NC-1
latj = lat(j) - lat(j-1)^2;
for i = 2:NR-1
loni = lon(i) - lon(i-1)^2;
for k = 1: length(t)
Ur(k,i,j) = sqrt((u(i+1,j,k) - 2 * u(i,j,k) + u(i-1,j,k)) ./ loni ...
+ (v(i,j+1,k) - 2 * v(i,j,k) + v(i,j-1,k)) ./ latj);
end
end
end
If you provide all input arguments, e.g. created by some rand() command, we could check the speed. I assume the inner loop is easy to vectorize:
Ur = zeros(291,243,1459);
[NR, NC]=size(lat);
for j = 2:NC-1
latj = lat(j) - lat(j-1)^2;
for i = 2:NR-1
loni = lon(i) - lon(i-1)^2;
Ur(:,i,j) = sqrt((u(i+1,j,:) - 2 * u(i,j,:) + u(i-1,j,:)) ./ loni + ...
(v(i,j+1,:) - 2 * v(i,j,:) + v(i,j-1,:)) ./ latj);
end
end
A further vectorization is possible, but I hesitate to implement it: It looks strange, that you treat lat as 2D in [NR, NC]=size(lat), but access the first column only by using 1 index later. Does the code really do, what you want?
  2 Comments
Eb Bed
Eb Bed on 11 Jun 2018
Daer Jan, you figure out it for me. My data formats are both lat 2D and 1D. for 1D is it more efficient code?? If there is I am happy to hear you. Thanks
Jan
Jan on 12 Jun 2018
@Eb Bde: As said already, if you provide the input arguments such that this piece of code runs, it can be improved further. All you need to do is to post some rand commands to create lat, u and v:
lat = rand(...)
u = rand(...)
v = rand(...)
Please replace the ... with the real dimension. Of course I could guess some values, but I'm unsure due to the suspicious indexing and I do not understand: "My data formats are both lat 2D and 1D".

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