[R] Fast linear convolution with R

[Mitchell Maltenfort]

"Convolve" uses the FFT so probably expects powers of 2.

You might want to look at using "filter"
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On Thu, Feb 27, 2014 at 5:31 AM, Philip Wette <wette at mail.upb.de> wrote:
> Hello,
>
> i am trying to compute the linear convolution of two vectors of length 1e7
> each.
> The code i am using is
> a = vector(length=1e7)
> b = vector(length=1e7)
> #fill a and b with data...
> c = convolve(a, rev(b), type="o")
>
> Unfortunately, this computation goes on now for a very long time (currently
> 15h and counting).
>
>
> Does it make sense to wait a couple of hours more or do i only waste my time
> and resources because it will take ages?
> Is there maybe a better way to compute the convolution?
>
> Or are there specific vector lengths that speed up the computation of the
> convolution? I for example found out that convolving vectors of length 1e5
> takes 3 times longer than convolving vectors of size 4e6...
>
>> b = vector(length=4e6)
>> a = vector(length=4e6)
>> system.time( convolve(a, b, type="o") )
>    user  system elapsed
> 123.796   0.196 124.132
>> a = vector(length=1e5)
>> b = vector(length=1e5)
>> system.time( convolve(a, b, type="o") )
>    user  system elapsed
> 303.129   0.099 303.635
>
>
>
> Best,
>
> Philip
>
>
> --
> Philip Wette, M.Sc.             E-Mail: wette at mail.upb.de
> University of Paderborn         Tel.:   05251 / 60-1716
> Department of Computer Science
> Computer Networks Group         http://wwwcs.upb.de/cs/ag-karl
> Warburger Straße 100            Room:   O3.152
> 33098 Paderborn
>
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