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

Idea of algorithm:

Take the first 1000 values of data and sort them
The last in the sort - the first is range(data + 0, data + 999).
Then remove from the sort pile the first element with the value data[0]
and add the element data[1000]
Now, the last in the sort - the first is range(data + 1, data + 1000).
Repeat until done

// This should run in (DATA_LEN - RANGE_WIDTH)log(RANGE_WIDTH)
#include 
#include 
using namespace std;

const int DATA_LEN = 3600000;
double* const data = new double (DATA_LEN);

....
....

const int RANGE_WIDTH = 1000;
double range = new double(DATA_LEN - RANGE_WIDTH);
multiset data_set;
data_set.insert(data[i], data[RANGE_WIDTH]);

for (int i = 0 ; i < DATA_LEN - RANGE_WIDTH - 1 ; i++)
{
   range[i] = *data_set.end() - *data_set.begin();
   multiset::iterator iter = data_set.find(data[i]);
   data_set.erase(iter);
   data_set.insert(data[i+1]);
}
range[i] = *data_set.end() - *data_set.begin();

// range now holds the values you seek

You should probably check this for off by 1 errors, but the idea is there.