In my project, I have to check many small matrices for positive-semidefiniteness (PSDness). I use chol() since it is much faster than using eig() to check for negative eigenvalues. Still it is very slow and the most time consuming part of my calculations, since I have to check 10e6 32x32 matrices over and over again. I already tried to use parfor and batch functions but it doesn't work (I also read this in the forums). However, it occured to me that the processor utilization is very low, so I checked what happens when I run the code on two instances of matlab on the same computer. The processor utilization doubled and each script finished in the same time it would have taken if they had been running alone. So it is possible to let chol() run in parallel on the same system. Any ideas how to do this in the same instance of matlab without incurring the problems you get with chol() in a parfor loop?