How do I make the chi2rnd(size) Matlab function faster for big matrices?

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Jorge
Jorge on 11 Jul 2015
Commented: Jorge on 14 Jul 2015
I'm running a program a couple thousand times, and the bottleneck of it is just creating the chi-squared noise matrix. It has size 2048 by 100,000 and it takes more than 80% of each iteration (I'm doing 'chi2rnd(2048, 1000,000)) Is there anyway to make this function faster? Or to code my own?

Accepted Answer

Alfonso Nieto-Castanon
Alfonso Nieto-Castanon on 12 Jul 2015
Edited: Alfonso Nieto-Castanon on 12 Jul 2015
storing the chi2rnd(2048, 1000000) results require about 16Gb of memory, perhaps the extra time is due to memory-swapping rather than actually computing these values? (I suggest to evaluate whether your code actually needs the entire matrix being computed in a single step)

More Answers (1)

Walter Roberson
Walter Roberson on 11 Jul 2015
chi2rnd() appears to be coded in terms of gamrnd(), so you could speed things up by calling gamrnd() directly; that would reduce the error checking overhead.

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