A Comparison of some Methods of Calculating Covariance Functions on an Electronic Computer
Irving John Good · The Computer Journal · 1961
Let a1, a2, …, aN; b1, b2, …, bN be 2N numbers, each of at most ν 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 ν 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.