Computing cross-correlations for sparse data

摘要

A method for computing a cross-correlation between a first sequence and a second sequence includes: generating a first index vector based on the first sequence, the first index vector including a plurality of first elements, the first index vector excluding indices of zero valued elements of the first sequence; generating a second index vector based on the second sequence, the second index vector including a plurality of second elements, the second index vector excluding indices of zero valued elements of the second sequence; computing, on a processor, a plurality of pairwise differences between each of first elements of the first index vector and each of the second elements of the second index vector; and binning, on the processor, the plurality of pairwise differences to generate the cross-correlation of the first sequence and the second sequence.