ScaleTime

Fast linear interpolation of equally spaced data (C-MEX and M)

Description

ScaleTime - fast linear matrix interpolation

I have recorded timeseries of e.g. size [100'000 x 10] and cut out chunks of about 100 frames according to some events and normalize them to exactly 100 frames.
For this task, the direct approach with Matlab's INTERP1 works, but it is slow:
  interp1(1:size(Y, 1), Y, Ti, '*linear')
Cutting Y to blocks of 1000 frames at first accelerates the computing, but encreases the complexity.

Therefore I've created the function ScaleTime for:
  - linear interpolation
  - equally spaced input data
  - equally or non-equally spaced interpolation steps
  - matrix input
  - no handling of NaNs, no extrapolation.

To my surprise, ScaleTime is dramatically faster for the job mentioned above in comparison to INTERP1 (Matlab 7): M-verion: factor 170, MEX: factor 420! The usual speed gain for other input sizes is about 5 to 20 (see picture and table created by TestScaleTime).

The functions lininterp1f and qinterp1 from the FEX do not accept matrices and they are significantly slower than the MEX ScaleTime:
http://www.mathworks.com/matlabcentral/fileexchange/8627
http://www.mathworks.com/matlabcentral/fileexchange/10286
If you have installed these tools, their speed is compared in TestScaleTime.

Included: M-source, C-source.
Compilation: mex -O ScaleTime.c
Run TestScaleTime.m after compiling!
Please mail me if you need pre-compiled MEX files or in case of questions or problems.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Fast Linear Interpolation, Fast interpolation

• MATLAB release: MATLAB 7.8 (R2009a)
• Other requirements: Compatible to Matlab 6.5

[Jan Simon]

Pre-compiled MEX at: www.n-simon.de/mex

[Erik]

 

[Ed Santana]

Hi,
 
I'm trying to use your ScaleTime function to replace interp1 in my code. Could you tell me what i have to change to make this work...
 
rect(I) = rect(I)+interp1(yVector,rcCorrected(:,ii),dR(I))* phCorr(I);
When i put ScaleTime instead of interp1 I get error " Undefined function or method 'ScaleTime' for input arguments of type 'double'."
 

[Jan Simon]

@Ed: Did you compile the C-function or downloaded the corresponding pre-compiled file? If you did, is the compiled mex file visible in the path?
Is it really needed to start the interpolation for each scalar dR(I) and each vector rcCorrected(:, ii)? The interpolation is much faster, if you perform it for matrix data and vector time points.

[Ed Santana]

Yes i tried to compile mex -O ScaleTime.c but i get error mex: compile of ' "ScaleTime.c"' failed. I cannot use the pre compile mex files because I'm using MATLAB 7.9(64-bit). The purpose of my code is to output a Radar image, from my understanding dR(I) and rcCorrected(:, ii) provide the value for each pixel in the image. How do you recommend i rewrite this for matrix and vector time points?

[Jan Simon]

@Ed: Further problems: As you can see in the documentatoion, ScaleTime is designed to be fast is the original ticks are [1:length(Y)]. If your yVector is something different, you have to consider this in the calculation of dR.
If the compilation fails, there is still the M-version of ScaleTime. So if "which('ScaleTime')" does not find the function, you have to include it in your path.

[Ed Santana]

I looked at my yVector and it is something different than [1:length(Y)]. The reason im trying to find something faster to replace interp1 is because i managed to increase the speed of all the other major functions in my code with Jacket v1.4. Besides ScaleTime do you know any other way to increase interp1 with Jacket?

[Jan Simon]

@Ed: This is a section for "Comments and Ratings". Please explain your problem with the necessary details in the newsgroup.