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Parallelize msmf corr coeff.m (view source)
Revision as of 13:34, 21 September 2020
, 13:34, 21 September 2020no edit summary
{{Project|Has project output=|Has sponsor=McNair ProjectsCenter
|Has title=Parallelize msmf corr coeff.m
|Has owner=Wei Wu,
[asgr(:, r), ~, eflag(r)] = linprog(f(:, r), [B;-B], [constrB; constrM], [], [], zeros(L, 1), ones(L,1),options);
end
=Possible Further Improvements=
At this point I believe I have done everything I could for code performance. However if you look at the profiler, you will find that the function moments also takes a good percentage of time. I tried to parallelise moments with parfor, but it did not give any improvements.
