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Parallelize msmf corr coeff.m (view source)
Revision as of 16:10, 20 July 2018
, 16:10, 20 July 2018no edit summary
[[FILE:msmf_corr_coeff_speedup.png]]
==Around line 120 of msmf_corr_coeff solving LP problems==
For a large R, e.g. R = 200, solve 200 linear programming problems in parallel should be beneficial, especially when the each LP itself is easy to solve (takes less than 0.1 seconds each). Initially we managed to use gurobi inside a parfor:
