I need to calculate a 1d histogram that must be dynamically maintained and looked up frequently. One idea I had involves keeping an ordered array with the data (cause thus I can determine percentiles in O(1), and this suffices for quickly finding a histogram with non-uniform bins with the exactly same amount of points inside each bin).
So, is there a way that is less than O(N) to insert a number into an ordered array while keeping it ordered?
I guess the answer is very well known but I don’t know a lot about algorithms (physicists doing numerical calculations rarely do).
In the general case, you could use a more flexible tree-like data structure. This would allow access, insertion and deletion in O(log) time and is also relatively easy to get ready-made from a library (ex.: C++’s STL map).
(Or a hash map…)
An ordered array with binary search does the same things as a tree, but is more rigid. It might probably be faster for acess and memory use but you will pay when having to insert or delete things in the middle (O(n) cost).
Note, however, that an ordered array might be enough for you: if your data points are often the same, you can mantain a list of pairs {key, count}, ordered by key, being able to quickly add another instance of an existing item (but still having to do more work to add a new item)