Sunday, July 23, 2017

no loops please

In (1) a piece of matlab code is presented:

image

There may be better way to formulate this in Matlab.  In many languages, including Matlab, R and GAMS loops are considered bad if there are alternatives. To be honest, I don’t see immediately how this particular fragment can be vectorized in Matlab.

The suggested  GAMS version is:

image

I strongly disagree. I believe this can be formulated without loops as:

 c(i,j,k)$(ord(k)<=plan(j,i)) = sub(j,i); 

Also notice that MATLAB will store this in a fully allocated or dense matrix (unless explicitly using a sparse matrix) while GAMS always stores things in a sparse format.

References

  1. Generate Data using for loop in GAMS. https://stackoverflow.com/questions/45167648/generate-data-using-for-loop-in-gams