At first I've clean up your code a bit:
if k <= 0
int = x ;
return
end
int = zeros(1, length(x));
fk1 = factorial(k - 1);
dt2 = dt / 2;
for n = 3:length(x)
y1 = x(2:n);
t1 = ((n-2):-1:0) * dt;
y2 = x(1:n-1);
t2 = t1 + dt;
int(n) = sum(t1 .^ (k-1) / fk1 .* y1 + t2 .^ (k-1) / fk1 .* y2) * dt2;
end
Now some improvements:
lenx = length(x);
fk1 = factorial(k - 1);
t1Vec = (((lenx - 2):-1:0) * dt) .^ (k-1) * dt / fk1;
int = zeros(1, lenx);
dt2 = dt / 2;
for n = 3:lenx
y1 = x(2:n);
t1 = t1vec(lenx-a-n:lenx-b);
y2 = x(1:n-1);
t2 = t1 + dt;
int(n) = sum(t1 .* y1 + t2 .^ (k-1) / fk1 .* y2) * dt2;
end
I do not have the time to find the right constantd for a and b. Without access to Matlab I cannot simply try it, but you can. The idea is to avoid the repeated expensive calculation of t1 .^(k-1), when all elements except for one have been processed already. The same works for t2. I leave it up to you to elaborate this.
Best Answer