Sampling with periodic replacement
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I am looking for an efficient way of doing randperm(n,k) many successive times with the same n and k. Can anyone propose something more efficient than the obvious for-loop approach below?
M=1e5;
n=100;
k=10;
A=nan(k,M);
for i=1:M
A(:,i) = randperm(n,k).';
end
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Walter Roberson
2018 年 12 月 31 日
In current versions of MATLAB, randperm with small k relative to n (and perhaps other cases) uses a Fisher-Yates shuffle for efficiency.
Older versions of MATLAB use sort(rand) to extract orderings. That can be extended easily:
[~, A] = sort( rand(n, M) );
2 件のコメント
Walter Roberson
2019 年 1 月 1 日
編集済み: Walter Roberson
2019 年 1 月 1 日
Good idea. On older systems, you would use A(1:k,:)
... Though I just did some timing tests, and using sort and indexing turns out to be measurably faster. Using sort and indexing is bout 0.125 for the parameters you indicate, vs about 0.156 for using mink.
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