createExitMsg - Fsolve execution Time

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Brandon on 23 Nov 2014
Commented: Brandon on 25 Nov 2014
There is a function being called by fsolve called "createExitMsg." I am not using the exit information for anything. Is there anyway I can prevent fsolve from calling this function to save time. My function DetermineSumAlpha is going to be called several thousands of times, so I would love to get my execution time down the best I can.
I've tried commenting out these lines of code in MATLAB, but since it is an internal function I am getting an access denied error.

Answers (2)

Matt J
Matt J on 23 Nov 2014
Edited: Matt J on 23 Nov 2014
Try turning the 'Display' option to 'off'.
  1 Comment
Matt J
Matt J on 24 Nov 2014
Brandon Commented:
Display options are currently set to off:
persistent options
if isempty(options)
options=optimset('Display','off', 'Jacobian','on', 'TolFun', 1E-3, 'TolX', 1E-3);
% Already set, do nothing
% options=optimset('Display','on');
% Solve for Theta
Theata = fsolve(@FindTheta, Theta0(1:2), options);
When I turn the display options to "on" it takes approximately 0.7 seconds to createExitMsg. It appears that fsolve calls createExitMsg even if display is set to of and only displays the message when it is set to on.

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Matt J
Matt J on 23 Nov 2014
Edited: Matt J on 23 Nov 2014
My function DetermineSumAlpha is going to be called several thousands of times
If you are calling fsolve several thousand times, you should try to combine the thousands of equations into a single system so that you only have to call fsolve once (or fewer times). That way, service and set-up operations like createExitMsg are only done once and don't dominate the execution time.
Brandon on 25 Nov 2014
I am defining a custom jacobian matrix, so that is being determined analytically rather than through finite difference methods. I have already gone through several of the solvers and determined that the default solver is providing the best results in terms of time.
I am not able to solve all of the equations simultaneous for all 200 cases because each set of equations has the potential of up to 4 solutions. I am using the results of the previous iteration as an initial guess into the next solution to guarantee that I am converging on the correct one.
I've since switched to a more powerful computer with a newer version of MATLAB. I've gotten a considerable increase in speed just from that.
I guess that will do.

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