Converting the full matrix zeros(2000, 2000) to a sparse matrix wastes time, because the full matrix is created explicitly in each iteration. This would be faster:
P = cell(1, 700); % Pre-allocate the cell array
for iCell = 1:700
P{iCell} = sparse(2000, 2000);
end
Even better you'd define the sparse matrices with the correct number of elements directly, e.g.:
sparse([],[],[], 2000, 2000, 971)
A nicer method, which is unfortunately not faster in the final program, is:
P = cell(1, 700); % Pre-allocate the cell array
P(:) = {sparse(2000, 2000)};
Now the cell elements are shared data copies of the same array. This is faster to initialize, but accessing the matrices will create a deep copy during the program runs, such that the total run-time is longer.
