Thread Subject: Avoid double for loop

Any ideas how I reduce this double for loop?

T = 40;
price = rand(T,1);
strike = rand(T,1); %%I know i can generate both of them
simultaneously but this is just a snippet to give you an
idea of what I want to do...

for i=1:T
    for j=1:T-1
        intrinsic(i,j) = price(j+1)-price(i);
    end
end

In article <fnsqle$s8j$1@fred.mathworks.com>,
Anish Goorah <anish.goorah@gmail.com> wrote:
>Any ideas how I reduce this double for loop?

>T = 40;
>price = rand(T,1);
>strike = rand(T,1); %%I know i can generate both of them
>simultaneously but this is just a snippet to give you an
>idea of what I want to do...

>for i=1:T
> for j=1:T-1
> intrinsic(i,j) = price(j+1)-price(i);
> end
>end

p2T = price(2:T);
for i=1:T
  intrinsic(i,1:T-1) = p2T - price(i);
end
--
   So you found your solution
   What will be your last contribution?
   -- Supertramp (Fool's Overture)

I'm curious what others think, but I just discovered the function
bsxfun as a great way to avoid for loops or temporary arrays. Your
double for loop can be replaced with the following code:

intrinsic =3D bsxfun(@minus, price(2:end)', price);

--Arthur G

On Jan 31, 10:49=A0am, "Anish Goorah" <anish.goo...@gmail.com> wrote:
> Any ideas how I reduce this double for loop?
>
> T =3D 40;
> price =3D rand(T,1);
> strike =3D rand(T,1); %%I know i can generate both of them
> simultaneously but this is just a snippet to give you an
> idea of what I want to do...
>
> for i=3D1:T
> =A0 =A0 for j=3D1:T-1
> =A0 =A0 =A0 =A0 intrinsic(i,j) =3D price(j+1)-price(i);
> =A0 =A0 end
> end

On Jan 31, 11:22=A0am, Arthur G <gorramfr...@gmail.com> wrote:
> I'm curious what others think, but I just discovered the functionbsxfunas =
a great way to avoid for loops or temporary arrays. Your
> double for loop can be replaced with the following code:
>
> intrinsic =3Dbsxfun(@minus, price(2:end)', price);
>
> --Arthur G
>
> On Jan 31, 10:49=A0am, "Anish Goorah" <anish.goo...@gmail.com> wrote:
>
> > Any ideas how I reduce this double for loop?
>
> > T =3D 40;
> > price =3D rand(T,1);
> > strike =3D rand(T,1); %%I know i can generate both of them
> > simultaneously but this is just a snippet to give you an
> > idea of what I want to do...
>
> > for i=3D1:T
> > =A0 =A0 for j=3D1:T-1
> > =A0 =A0 =A0 =A0 intrinsic(i,j) =3D price(j+1)-price(i);
> > =A0 =A0 end
> > end

There's also a nice blog post on vectorizing calculations like yours:
http://blogs.mathworks.com/loren/2007/03/15/selecting-data-and-surrounding-v=
alues/