I have a procedure that generates N x M values sequentially. I want to
store the N largest ones and discard the others. Obviously I can store
all the values in a vector, sort it when it is full and then choose the
top N values. Is there a more efficient way using a data structure that
just stores the top N values as the procedure goes along? Typically M is
1,000 and N is anywhere from 1,000 to 50,000. I have no prior
expectation on how the N largest values are distributed amongst the N x
M values.
I'm working in C++ with the STL and boost libraries.
Thanks for reading this,
John.
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