Fast DMA in C: Beating the Performance Bottleneck of Convolution-Based DMA for Long Data Sets

chaos_kiyono https://blog.hatena.ne.jp/chaos_kiyono/ Ken-Chaos’s Random Notes on R https://chaos-r.hatenadiary.jp/ C Program R fractal long-range correlation time series analysis stochastic process In this post, we’re going to put our fast DMA (Detrending Moving Average Analysis) algorithm to the test in C to see just how quick it really is. If you code DMA the "obvious" way—by directly calculating the Savitzky–Golay filter convolution—the computation becomes painfully slow for long time serie… 190 <iframe src="https://hatenablog-parts.com/embed?url=https%3A%2F%2Fchaos-r.hatenadiary.jp%2Fentry%2F2026%2F01%2F19%2F000856" title="Fast DMA in C: Beating the Performance Bottleneck of Convolution-Based DMA for Long Data Sets - Ken-Chaos’s Random Notes on R" class="embed-card embed-blogcard" scrolling="no" frameborder="0" style="display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;"></iframe> https://cdn-ak.f.st-hatena.com/images/fotolife/c/chaos_kiyono/20260118/20260118174323.png Hatena Blog https://hatena.blog 2026-01-19 00:08:56 Fast DMA in C: Beating the Performance Bottleneck of Convolution-Based DMA for Long Data Sets rich https://chaos-r.hatenadiary.jp/entry/2026/01/19/000856 1.0 100%