Re: Vectorize a function that depends on previous function value

[Francesco Potortì]

>> function [a,b] = dynamicalSystmem(data, params, a1, b1)
>>   a = zeros(N,1);
>>   b = zeros(N,1);
>>   a(1) = a1; b(1) = b1;
>>   for n = 2:N
>>     a(n) = a(n-1) + data(n) + b(n-1) + someNonLinearFunction(a(n-1));
>>     b(n) = b(n-1) + someOtherNonlinearFctn(a(n-1));
>>   end
>> end
>>
>> The goal is, to remove that for loop there.... Ah, and yes, the
>> nonLinearFunctions are vectorized.

>I do not think you can vectorize a time dependence relation easily,

If it were a linear dependence, you could have used linear filtering.
For non-linear functions there may be application-specific methods, but
as a non-matematician I too think there is no general method...

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