Fast Matlab datenum

First of all, this implementation is not done by me. The original page is here, by Jan Simon. Putting some log here is only for future reference.

In recent data processing, a large amount of date strings are parsed  into Matlab cell array. It is painful to use 'datenum()' to convert a long cell array (>hundred thousands elements). Again, no one wants to bother with parallel code. So I found Jan Simon's function.

First, unfortunately that our date string format is different from those cases implemented in Jan's function. Our date format is
'mm/dd/yyyy hh:mm:ss AP', where the month, day, hour can be one digit or two digits with the last two chars representing AM or PM.

Second, fortunately, Jan's code is well structured. I can easily add a case 2 to handle our date string, since I am sure that all strings are of the same format. This is done with my very very limited knowledge of Matlab-C coding. I love such easy-to-read code. So the code is adapted to deal with the new format.

The result is very encouraging and exciting. For a cell array with ~260000 elements, the adapted DateStr2Num takes 0.021095 seconds elapsed time, while the build-in datenum takes 87.961205 seconds, which is about 4170 speedup! Amazing. Results are identical. Another cell array with ~176000 elements, the DateStr2Num takes 0.014715 seconds; the datenum takes 59.845605 seconds, which is about 4067 speedup! Consistent performance!

The calculation is done with Matlab R2013b, Mex compiler is VC++2008 express; win7-64bit + 8Gb memory with Intel Core i5-3570@3.40GHz.

Don't want to belabor too much about the principle of code optimization. It is clear that the build-in Matlab function has to handle many situations. But when you are sure about the homogeneous of the data and the time efficiency is critical, then it is better to remove those unnecessary various situation handling. This is also applicable to R functions.

Install Octave on Ubuntu

It took me about 10 times to install the Octave from source on a fresh Ubuntu system. Here are steps.

1. sudo apt-get install gfortran debhelper automake dh-autoreconf texinfo texlive-latex-base texlive-generic-recommended epstool transfig pstoedit libreadline-dev libncurses5-dev gperf libhdf5-serial-dev libblas-dev liblapack-dev libfftw3-dev texi2html less libpcre3-dev flex libglpk-dev libsuitesparse-dev gawk ghostscript libcurl4-gnutls-dev libqhull-dev desktop-file-utils libfltk1.3-dev libgl2ps-dev libgraphicsmagick++1-dev libftgl-dev libfontconfig1-dev libqrupdate-dev libarpack2-dev dh-exec libqt4-dev libqscintilla2-dev default-jdk dpkg-dev gnuplot-x11 libbison-dev libxft-dev llvm-dev
2. Install openblas regularly
3. Use apt-cache search libopenblas* to find where the openblas lib is
4. I replaced the softlink of liblapack to libopenblas:
    sudo rm -r /usr/lib/liblapack***.so.3gf
    sudo ln -s /lib/libopenblas***.so /usr/lib/liblapack***.so.3gf
5. ./configure --with-blas=libopenblas --with-lapack=libopenblas  (didn't make it when using --disable-docs, so it is better not to use it)
6. make
7. sudo make install
8. It is done. then run octave
9. in octave prompt, run 'pkg list' to see installed packages.
10. To install packages, run 'pkg install '
11. To load package, run 'pkg load '