Hi everyone,
I need to demean the columns of matrix Xw (200000 x 24) by group id. To do this, I need to compute means of the columns of Xw for each group identified by the vector id (200000 x 1). I have written the following code, which is the fastest I could do in light of this very similar post:
%DEMEANING
[cid,indx_i,indx_j]=unique(id); for i=1:size(Xw,2); bb = accumarray(indx_j, Xw(:,i), [], @mean); Xw(:,i) = Xw(:,i) - bb(indx_j); end
This is faster than the code suggested at the post linked above. Importantly, the matrix Xw is rather sparse, and only contains zeros and ones (it is a matrix of dummy variables).
My question: Is there any way to speed up this process further? It is quite time consuming as it stands, and given that this itself is inside of a loop, it is slowing everything else down. Please help!! Creative solutions welcome.
Thanks!
Best Answer