I would like to calculate a long correlation function of length say, 1e6 points. I have a prior knowledge that the correlation peak will be in point k*1000. Is there an efficient way to apply this prior knowledge and perform a shorter calculation.
I don't want to calculate correlation by definition and implement a 1000 correlators. This solution is not sufficient. Batch algorithm (FFT) is always possible but it does not make use of the mentioned structure.