Is it possible to speed up large sparse matrix calculations by e.g. placing parantheses optimally?
What I'm asking is: Can I speed up the following code by forcing Matlab to do the operations in a specified order (for instance "from right to left" or something similar)?
I have a sparse square symmetric matrix H (4000x4000), that previously has been factorized, and a sparse vector M with length equal to the dimension of H. What I want to do is the following:
k = 0; cList = 1:3500 % List of contingecies to study nc = length(cList); nb = size(bus,1); % bus is a matrix with information about buses in the system resVa = zeros(nb,nc); [L U P] = lu(H); % H is sparse (thus also L, U and P). Dimension = nbxnb
while k < nc k = k + 1; cont = cList(k);
bf = branch(cont,1); % branch is a matrix with information about branches bt = branch(cont,2); % Col 1 = from-bus, col 2 = to-bus
dy = -H(bf,bt); % M = sparse([bf,bt],1,[1,-1],nb,1);
z = -M'*(U \ (L \ (P * M))); c = (1/dy + z)^-1;
% V = Vm*exp(j*Va); - A complex vector of dimension nbx1 % Sbus is a complex vector of dimension nbx1 % Ybus is a complec matrix of dimension nbxnb mis = (V .*conj((Ybus)*V) - Sbus) ./ Vm; P_mis = real(mis);
converged = 0; i = 0;
while (~converged && i < max_it) i = i + 1; %% The lines I hope to optimize: dVa = - (U \ (L \ (P * P_mis))); dVaComp = (U \ (L \ (P * M * c * M' * dVa))); %%
Va = Va + dVa + dVaComp;
V = Vm .* exp(1j * Va); mis = (V .*conj((Ybus)*V) - Sbus) ./ Vm; P_mis = real(mis);
normP = norm(P, inf); if normP < tol converged = 1; break; end end resVa(:,k) = Va * 180 / pi; end
Some additional information regarding the matrices:
All diagonal elements of H are non-zeros (it's still square, sparse and symmetrical).
Ybus and H have the same structure, but Ybus is complex and H is real.
Vm is updated using the imaginary part of mis, and some other matrices, but I've left it out for simplicity.
I achieved almost 75% reduction in computation time by using the extended syntax for lu when factorizing H.
[L U P Q] = lu(H);
Please let me know if any additional savings are possible to achieve.
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