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

std::multiset range;
double currentmax = 0.0;
for (int i = 0;  i < 3600000;  ++i)
{
    if (i >= 1000)
        range.erase(range.find(data[i-1000]));
    range.insert(data[i]);
    if (i >= 999)
        currentmax = max(currentmax, *range.rbegin());
}

Note untested code.

Edit: fixed off-by-one error.