How do I make the chi2rnd(size) Matlab function faster for big matrices?
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Jorge on 11 Jul 2015
Commented: Jorge on 14 Jul 2015
I'm running a program a couple thousand times, and the bottleneck of it is just creating the chi-squared noise matrix. It has size 2048 by 100,000 and it takes more than 80% of each iteration (I'm doing 'chi2rnd(2048, 1000,000)) Is there anyway to make this function faster? Or to code my own?
Alfonso Nieto-Castanon on 12 Jul 2015
Edited: Alfonso Nieto-Castanon on 12 Jul 2015
storing the chi2rnd(2048, 1000000) results require about 16Gb of memory, perhaps the extra time is due to memory-swapping rather than actually computing these values? (I suggest to evaluate whether your code actually needs the entire matrix being computed in a single step)
More Answers (1)
Walter Roberson on 11 Jul 2015
chi2rnd() appears to be coded in terms of gamrnd(), so you could speed things up by calling gamrnd() directly; that would reduce the error checking overhead.
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