Writing Fast MATLAB Code

Speed up your project with this collection of techniques.

Description

Learn how to use the Profiler tool, vectorized functions, and other tricks to writing efficient MATLAB code. This article includes how to convert any array into a column vector, bounding a value without if statements, and repeating/tiling a vector without repmat.

Contents:
 * Introduction
 * The Profiler
 * Array Preallocation
 * JIT Acceleration
 * Vectorization
 * Inlining Simple Functions
 * Referencing Operations
 * Solving Ax=b
 * Numerical Integration
 * Signal Processing
 * Miscellaneous Tricks
 * Further Reading

• Acknowledgements: This submission has inspired the following:; Guidelines for writing clean and fast code in MATLAB
• MATLAB release: MATLAB 7.7 (R2008b)

[Please Remove]

You should look into NUMEL rather then prod(size(x)). Also be careful about recommending any or all or even min and max. they operate on vectors and NOT the entire matrix! You suggestions about not repmat are awful. I tried each one of your examples and found that was the same speed or faster. My matrices had around 5 million numbers in them. The last thing I would recommend is the use of MEX files. While it can be faster, it will take that much longer to write, peer, and debug. Did you check the speed of looping in matlab?

[Pascal Getreuer]

***Response to review***

I'm sorry this article wasn't helpful, perhaps it is too introductory for you. Responding to your points:

(1) ?numel? is not a function as of MATLAB 5.3 (what usually work with). It is a standard function by version 6.1.

(2) It is true that min and max operate over columns rather than entire matrices (the article includes some discussion on this). Thus the suggested methods involving min and max include matrix to vector conversion (using "A(:)" changes A to a vector). It works for matrices and n-D matrices of all sizes.

(3) The advantage of the not repmat method is that there is no function call -- it won't be significantly faster for a single tiling but can make a difference for many separate tiling operations. Furthermore, the standard m-files in MATLAB 4.0 and earlier don't include repmat, so this method is also more compatible.

(4) MEX is not a topic of discussion in this article, only mentioned. I agree it is much more difficult to write and peer and should only be a last resort.

(5) And yes, looping has a fair bit of overhead. Try the profiler on a for loop with many iterations and a one-line inner loop.

[Saeed Attarzadeh]

It's great

[James Alaly]

Thanks, this is a great basic guide to speeding up Matlab code. I wish I had it a year ago when I started with Matlab.

As a note though, the method shown to avoid repmat is rarely faster (in Matlab 6.5) and usually slower than actually using repmat.

But thanks for the work you put into this, I printed it out and keep it next to Richard Johnson's "Matlab Programming Style Guidelines" on my ML shelf.

[Rene Just Nielsen]

A nice (and brief) collection of useful tips.

[Troels Pedersen]

Very good description of the indexing features of matlab. Please not that transposing a matrix using ' will complex conjungate the elements aswell. Therefore to create a row-vector by A(:)' should be done with care. Alternatively I think that transpose(A(:)) should be used.

[Nabil nabil]

very good document

[O. L.]

As a beginner, I have found everything clear, fast reading, and useful. Good job!

[karthik lakshmanan]

 

[ALoser IAm]

Helpful.

[Izru Garner]

Useful

[maomun munmao]

fillfull

[smita parija]

itis moreuseful

[Ahmed Ayoub]

 

[sivasankaran sivanandam]

 

[Nemo Managna]

Yes it's a good idea to use the profiler. Using the profiler, I found that Pascal's recommended matrix initial code A = s(ones(m,n)) is four times slower than the simpler A(1:m,1:n) = s or A = s +zeros(m,n)

[Gerald Corzo]

 

[Jas Ellis]

A very good outline of advanced Matlab tips. Well worth reading.

[Syed Husain]

It's a great helping tool.

[Jq Yin]

 

[deepak panwar]

 

[Ramin Moshfegh]

Great Job

[asd asdf]

 

[Guillermo Ruiz]

Thanks you are really good people

[Orlando Rodríguez]

Excellent stuff.

[Alonso Morgado]

Very good

[Sarah Miles]

Excellent work.
You may want to correct the submission date. Thought it was old but realised when opened it that it was writen in June 2006.

[ali ahsan]

fair try

[A M]

 

[Vishnuvenkatesh Dhage]

 

[Simone Rabaovic]

 

[Christoph Ullrich]

Very good short introduction to optimizing m-files!

[Azalin L]

there were some grammar errors...but I guess your a French speaker

apart from that...it was descent

[Robson Mariano]

 

[emanuel luduvicce]

 

[Sam Clanton]

I love it, Azalin.. way to face off against bad grammar with even worse...

[Norbert P.]

 

[Kyoung ho Chong]

Very useful tip!! I love it

[yiseth brango]

excelente

[yugandhar yadam]

 

[dawuni mohammed]

i'm a student interested in this field.

[oktay gültekin]

very usefull

thx

[Hari Kumar]

Well written article. Quite useful. Thanks.

[burhan rasito]

wow its very exciting

[ntobeko zulu]

none

[Dan Cohn]

Kudos, very informative and well written. Thank you for your good efforts!

[biswa bhusan]

nice

[chandra Guntupalli]

 

[chandra Guntupalli]

 

[Elias Pipping]

 

[khaled darwish]

 

[marie billa]

good

[Issac Niwas S]

 

[taneat zaetung]

 

[abiodun olaluwe]

kudos guy. I believe this meet sure meet the yearning fast majority of novice MATLAB users the world over.

[ritesh shah]

 

[nick .]

Nice little read with some random tips.

[Abel Brown]

Indeed, a very good read ... should talk about things like bsxfun and how mex files compare to past and current matlab speeds. How about a section on I/O and string parsing.

[Husam Aldahiyat]

This is so amazing and helpful. I've been struggling with slow executing functions and million element matrices for a long time but now it's all solved. Thanks a lot Mr. and know that you've been a lot of help. A LOT.

[AMIT RAJ]

 

[Gamal Alkirshi]

Thank you about this informations

[Khanh Vo]

Thanks a lot for this. A much for any people speaks MATLAB.

[Khanh Vo]

I forgot rating. :)))

[Juan Pablo Arias]

 

[Sunil]

thank u for such kind information. really helpful tips and please would you suggest me that i have a problem regarding execution time of for loop which i have to execute for 262144 times and its taking too much time about 2 mins so what should i do to reduce the execution time even i have used the preallocation of resultant matrix.

[Luigi Giaccari]

Thanks sometimes pdf are better than m-file.

[sara]

 

[Nguyen Thang]

Good, Thanks!

[Aniket]

very well written guide..thanks

[Leonardo Glavina]

 

[Danila]

 

[Jada]

 

[Nitin Kumar]

 

[Javier Lopez-Calderon]

Great, Thanks!

[Savas]

Thanks a lot. THis will have a big effect on my code

[Luis Andres]

Good work!

[Michael Völker]

 

[David Smith]

 

[Sven Körner]