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The Computer Journal 1961 3(4):262-265; doi:10.1093/comjnl/3.4.262
© 1961 by British Computer Society
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A Comparison of some Methods of Calculating Covariance Functions on an Electronic Computer

I. J. Good

Admiralty Research Laboratory, Teddington, UK

Let a1, a2, ..., aN; b1, b2, ..., bN be 2N numbers, each of at most {nu} binary digits. We wish to calculate the 2M + 1 "lagged products"

[equation: see PDF]

for some M <= N – 1. We suppose that N is large, and M not too small, and that {nu} is considerably smaller than the "word-length" of a computer. A comparison is made of three methods of organizing the calculation, in each of which several numbers are packed into a single word.


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