[Scilab-users] vector operation replacing for loop

[kjubo]

Hello,

precalculate the know values, I gain 40% faster execution time.
Hope helps a bit...

BR

clc, clear, mode(0)

n=1e6
Z=grand(1,n,'nor',0,1);
Z=Z(:);
r=0.9;

tic()
V1=Z;
for ii=2:n;
    V1(ii)=r*V1(ii-1)+sqrt(1-r^2)*Z(ii);
end;
toc()

tic()
V2 = Z;
k1 = sqrt(1-r^2).*Z;
for ii=2:n;
    V2(ii) = r*V2(ii-1) + k1(ii);
end;
toc()

isequal(V1,V2)




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