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Parallelize msmf corr coeff.m (view source)
Revision as of 13:07, 20 July 2018
, 13:07, 20 July 2018→Around line 80 of msmf_corr_coeff
For large R, monte_M (hence large M), and mktsize, computing epsimR12 is taking more than 50% time of msmf_corr_coeff.m. Each call is taking no more than 2 seconds, but for a large M it will take a long time in total. To improve this, we use a parfor to paralellize this part.
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[[FILE:epsimR12epsimR12_new.png]]
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New code:
