Using Parfor for solving ODE via numerical methods (Euler)

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Hello,
I am trying to optimize a project I am working on and I am considering parralizing my computations. My calculations consist of solving and ODE via euler over a large number of trials at the same time. When trying to use it I run into the error of "The parfor loops can not run due to the way variable 'x' is used". I tried looking for solutions but do not necessarily understand the reccomendations. Below is a simple example of the type of problem I am trying to solve. I appreciate any feedback. Thank you.
t = 0:0.1:10;
nT = 1000;
x = zeros(length(t),nT);
parfor i = 2:length(t)
x(i,:) = x(i-1,:) - dt*x(i-1,:)
end
  2 个评论
Torsten
Torsten 2022-2-27
You cannot parallelize a loop if the variable x(i) you want to compute depends on x(i-1).
Only independent calculations can be parallelized.

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回答(1 个)

Mike Croucher
Mike Croucher 2022-2-28
As others have said, you cannot parallelise this loop. However, what you can do is parallelise independent runs of this loop.
You say you have a 'large number of trials.' Does that mean you want to run the above code many times with different parameters? If so, you can probably parallelise at that level.

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