Please help to speed up UPDATE statement

The following statement runs VERY slowly on large tables.

Any idea how to speed it up ?

UPDATE rid SET dokumnr=NULL WHERE
dokumnr NOT IN (SELECT dokumnr FROM dok);

Tables:

CREATE TABLE dok ( dokumnr INTEGER,
CONSTRAINT dok_pkey PRIMARY KEY (dokumnr) );

CREATE TABLE rid ( dokumnr INTEGER );
CREATE INDEX rid_dokumnr_idx ON rid (dokumnr);

Andrus