Solution to speed up loop with gamma distribution (gampdf)?

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le duy nguyen
le duy nguyen 2019-1-22
评论： le duy nguyen 2019-1-22
Dear readers,
Is there any solution to speed up this M-file if n = 1.000.000 ? Any help is much appreciate.
best regards,
Duy Nguyen
tic
% number of iteration
n = 1000;
% prepare parameters
a = 0; b = 100;
alpha = a+(b-a)*rand(n,1);
c = 0; d = 2000;
beta = c+(d-c)*rand(n,1);
% loop
t = 1:500;
TTD = zeros(numel(t),n);
for i = 1:n
TTD(:,i) = gampdf(t,alpha(i),beta(i));
end
toc
% Elapsed time is 1.082072 seconds.

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采纳的回答

Torsten
Torsten 2019-1-22
100 sec to beat:
faktor = 1.0./(beta.^alpha.*gamma(alpha));
for i = 1:n
TTD(:,i) = faktor(i)*t.^(alpha(i)-1.0).*exp(-t/beta(i));
end
  1 个评论
le duy nguyen
le duy nguyen 2019-1-22
Although there are tiny differences between two TTDs, this solution is perfect to me. Thanks a lot!

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