Fast forward-backward (write-read)

[Virgil Stokes]

On 24-Oct-2012 17:11, rusi wrote:
> On Oct 23, 7:52 pm, Virgil Stokes <v... at it.uu.se> wrote:
>> 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?
> Have you tried gdbm/bsddbm? They are meant for such (I believe).
> Probably needs to be installed for windows; works for linux.
> If I were you I'd try out with the giant data on linux and see if the
> problem is solved, then see how to install for windows
Thanks Rusi :-)