Fast forward-backward (write-read)
vs at it.uu.se
Tue Oct 23 16:31:17 CEST 2012
I am working with some rather large data files (>100GB) that contain time series
data. The data (t_k,y(t_k)), k = 0,1,...,N are stored in ASCII format. I perform
various types of processing on these data (e.g. moving median, moving average,
and Kalman-filter, Kalman-smoother) in a sequential manner and only a small
number of these data need be stored in RAM when being processed. When performing
Kalman-filtering (forward in time pass, k = 0,1,...,N) I need to save to an
external file several variables (e.g. 11*32 bytes) for each (t_k, y(t_k)). These
are inputs to the Kalman-smoother (backward in time pass, k = N,N-1,...,0).
Thus, I will need to input these variables saved to an external file from the
forward pass, in reverse order --- from last written to first written.
Finally, to my question --- What is a fast way to write these variables to an
external file and then read them in backwards?
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