How to speed up this calculation and remove loop(s)?

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Hello,
I have a table oFD that 10450x27 in size. I am trying to optimize this double loop to speed up the processing. For whatever reason, I'm drawing a blank how to optimize and am sure if can be computed more efficiently.
sPs = [3500:5000]';
CGE = zeros(size(sPs,1),1);
for row = 1:size(oFD,1)
for m = 1:size(sPs,1)
CG = my_function(sPs(m),oFD.PS(row),oFD.dTE(row),oFD.CIV(row));
CG2(row,m) = oFD.COI(row)*sPs(m)^2*CG;
end
end
Would someone please be able to help?
Thank you in advance!
  3 Comments
Image Analyst
Image Analyst on 29 Sep 2022
What is size(oFD,1) and size(sPs,1)? Unless they're tens of millions, your bottleneck may not be the loop iteration itself but something inside the loop. If the total number of iterations is like a few hundred thousand, you're only talking about microseconds for the looping overhead.
Daulton_Benesuave
Daulton_Benesuave on 30 Sep 2022
Sorry for the late reply, had to attend to same family matters yesterday afternoon.
size(oFD,1) = 10500x27
size(sPs,1) = 1797x1

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Accepted Answer

Jan
Jan on 29 Sep 2022
There is a very small potential for optimizing in the posted code:
for row = 1:size(oFD,1)
c1 = oFD.PS(row);
c2 = oFD.dTE(row);
c3 = oFD.CIV(row);
c4 = oFD.COI(row);
for m = 1:size(sPs,1)
CG = my_function(sPs(m), c1, c2, c3);
CG2(row,m) = c4 * sPs(m)^2 * CG;
end
end
I assume, the main time is spent in my_function. The profiler would reveal this.
If you post the code of my_function, further improvements are possible.
  5 Comments
Cel Kulasekaran
Cel Kulasekaran on 29 Sep 2022
Don't think it matters, Daulton's custom function is blsgamma which is already vectorized...
Jan
Jan on 29 Sep 2022
I do not have the Financial Toolbox. So this is a dumb guess only:
for row = 1:size(oFD,1)
c1 = oFD.PS(row);
c2 = oFD.dTE(row);
c3 = oFD.CIV(row);
c4 = oFD.COI(row);
CG = my_function(sPs, c1, c2, c3);
CG2(row, :) = c4 * sPs.^2 .* CG;
end
So can you call my_function with a vector as 1st input?

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