Speed up fminbnd using vectorization
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I am trying to optimize this piece of code. I am using the function fminbnd on a vector, splitting the task on its single entries using a loop.
Would it be possible to speed it up vectorizing the process?
for i = 1:A
for ii= 1:B
for iii = 1:C
fun = @(x) (x * variable(i,ii,iii))^2 ;
[arg_min(i,ii,iii), min_(i,ii,iii)] = fminbnd(fun,0,2);
end
end
end
Thanks for the attention.
Sincerely
Luca
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Accepted Answer
Matt J
on 12 Aug 2017
In your example, the solution is always x=0, so a trivial vectorized solution would be
arg_min=zeros(A,B,C);
min_ = arg_min;
More generally, no, vectorization will not help in a situation like this. You could consider parallelizing the loop using PARFOR.
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More Answers (2)
Nick Durkee
on 24 May 2018
Edited: Matt J
on 24 May 2018
I actually developed a solution to this problem for my research. It's available on the file exchange.
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