Incomplete factorization is too slow

Hi, I'm doing my project of numerical analysis and I have this code to Incomplete Cholesky factorization but for matrix of 625x625 is too slow I tried to use parfor but this don't help. Does anyone have any idea?

function [L]=CholeskyInc(A)
[n,m]=size(A);
if n~= m; error('error');
else
    L=speye(n,n);
    for k=1:n
       L(k,k)=sqrt(A(k,k));
       for i=k+1:n
           if A(i,k)~=0
               L(i,k)=A(i,k)/A(k,k);
           end
       end
       for j=k+1:n
           for i=j:n
               if (A(i,j))~=0
                   L(i,j)=A(i,j)-A(i,k)*A(j,k);
               end
           end
       end
    end
end

Answer 1

[Rashed Mohammed]

Hi Daniel,

You can use the MATLAB builtin ichol function for Incomplete Cholesky factorization. However, if you want to optimize your implementation for performance, I suggest you to go through https://www.mathworks.com/help/matlab/matlab_prog/techniques-for-improving-performance.html. It outlines best practices while writing MATLAB code aimed at performance.

Hope this helps