Hello guys
I am doing a monte carlo simulation and this is the core logic of my simulation. I have to repeat below mentioned code nested loop operation 8 times to get the final plot. So the whole operation its taking around 2 hours to plot. I am getting the result i want and very happy with it but i would be very glad if someone helped me speed up execution time. So I read about par for and when i attempt to use it in my case, its conflicting near this line, something to do with indexing in parfor -
Also when i use parfor inside the first for loop, there is no improvement in speed. So I believe parfor has to be applied in the first for loop like this -
This is my dummy nested for-loop code -
fin_ans = zeros(length(dummy), length(Iteration));
for ij = 1 : length(dummy)
some_vec = dummy(ij);
for ji = 1 : Iteration
H = random(something);
[S, V, D] = svd(H);
my_vec(:,ji) = diag(V);
fin_ans(ij, ji) = myfunc(some_vec, my_vec(:,ji));
end
end
fin_ans1 = mean(fin_ans');
Thanks,
