Iterated algorithm for creating data matrix

Question

suppose that i want to create following data matrix

for creating such type of matrix, i have already written code

function [ x ]=create_matrix1(b,l)
    n = length(b);
    m = n-l+1;
    x = zeros(m,l);
    for i=1:m
        x(i,:)=b(i:i+l-1);
    end;
end

but when we have a large data, then creating of such matrix became big problem, for instance if we generate data from matlab like this

load ampoutput2.mat
[m n]=size(y)

m =

      500000


n =

     1

if p=2000 then of course it will crush, computer will stop working, is there any iterated version which i can do for creating this matrix?thanks very much

Answer 1

我认为你想要的是hankel功能。但您可能不希望显式构造矩阵，具体取决于您要对其执行的操作。您可以将这种类型的矩阵与O（N log N）时间内的向量相乘，并调用flip并使用FFT。

Answer 2

可以通过这种方式有效地创建矩阵：

create_matrix2 = @(b, l) b(bsxfun(@plus, (1 : l), (0 : numel(b)-l)'));