A Multithreaded Algorithm for the Computation of Sample Entropy

Many popular entropy definitions for signals, including approximate and sample entropy, are based on the idea of embedding the time series into an m-dimensional space, aiming to detect complex, deeper and more informative relationships among samples. However, for both approximate and sample entropy, the high computational cost is a severe limitation. Especially when large amounts of data are processed, or when parameter tuning is employed premising a large number of executions, the necessity of fast computation algorithms becomes urgent. In the past, our research team proposed fast algorithms for sample, approximate and bubble entropy. In the general case, the bucket-assisted algorithm was the one presenting the lowest execution times. In this paper, we exploit the opportunities given by the multithreading technology to further reduce the computation time. Without special requirements in hardware, since today even our cost-effective home computers support multithreading, the computation of entropy definitions can be significantly accelerated. The aim of this paper is threefold: (a) to extend the bucket-assisted algorithm for multithreaded processors, (b) to present updated execution times for the bucket-assisted algorithm since the achievements in hardware and compiler technology affect both execution times and gain, and (c) to provide a Python library which wraps fast C implementations capable of running in parallel on multithreaded processors.