Remove For Loops to Optimize Performance

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Dinuk Amarasinghe
Dinuk Amarasinghe 2022-10-6
回答： Taru 2022-10-7
cvx_begin
y = 0;
n = 1000;
variables x;
minimize y;
parfor i = 1:n
y = -sum(log(1-x^2)) - sum(log(4 + rand(i)*x));
end
cvx_end
Need to remove for loops and write directly as vectors to speed up optimization algorithm.
  1 个评论
Torsten
Torsten 2022-10-6
rand(i) generates an (ixi) matrix of uniformly distributed random numbers on [0 1].
I doubt this is what you want.

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回答（1 个）

Taru
Taru 2022-10-7
Hi,
There seems to be a misunderstanding of the rand function as rand(i) gives a i*i square matrix of uniformly distributed random numbers between [0 1]. I understand that you might want it to generate n random numbers. So, you can just use rand(1,n) and vectorise it as:
y = -sum(log(1-x^2)) - sum(log(4 + rand(1,n)*x));
Without using any loop of sorts.

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