Algorithm for finding the maximum difference in an array of numbers

Question

I have an array of a few million numbers.

double* const data = new double (3600000);

I need to iterate through the array and find the range (th

Answer 1

This is a good application of a min-queue - a queue (First-In, First-Out = FIFO) which can simultaneously keep track of the minimum element it contains, with amortized constant-time updates. Of course, a max-queue is basically the same thing.

Once you have this data structure in place, you can consider CurrentMax (of the past 1000 elements) minus CurrentMin, store that as the BestSoFar, and then push a new value and pop the old value, and check again. In this way, keep updating BestSoFar until the final value is the solution to your question. Each single step takes amortized constant time, so the whole thing is linear, and the implementation I know of has a good scalar constant (it's fast).

I don't know of any documentation on min-queue's - this is a data structure I came up with in collaboration with a coworker. You can implement it by internally tracking a binary tree of the least elements within each contiguous sub-sequence of your data. It simplifies the problem that you'll only pop data from one end of the structure.

If you're interested in more details, I can try to provide them. I was thinking of writing this data structure up as a paper for arxiv. Also note that Tarjan and others previously arrived at a more powerful min-deque structure that would work here, but the implementation is much more complex. You can google for "mindeque" to read about Tarjan et al.'s work.