"Convolve" uses the FFT so probably expects powers of 2. You might want to look at using "filter" ____________________________ Ersatzistician and Chutzpahthologist I can answer any question. "I don't know" is an answer. "I don't know yet" is a better answer.
On Thu, Feb 27, 2014 at 5:31 AM, Philip Wette <we...@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: we...@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 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.