MATLAB: Moving average – for loop vectorization

fastfor loopvectorization

Hello. I've got a problem that my loop doesn't execute fast enough, even though it is simple moving average. Is there any smart way to make it work faster? x is a huge array, and there is some indexing using : in every iteration, that's probably the reason.
len = length(x); % around 6000000
A = 1/200;
for n = 100+1:len-100
    MA = A*sum(x(n - 100: n + 100));
    % Do something with MA. However I know that the above part is the slow one
end
I was trying to find some information about vectorization, but I can't see how could I apply these methods.

Best Answer

To efficiently calculate a moving average you should use conv, something like this:
>> xi = 0:0.1:2*pi;
>> yi = sin(xi)+0.4*rand(size(xi))-0.2;
>> N = 4; % length of moving average
>> yo = conv(yi,ones(1,N),'same')/N;
>> plot(xi,yi, xi,yo)
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