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Parallelize msmf corr coeff.m (view source)
Revision as of 15:48, 3 August 2018
, 15:48, 3 August 2018no edit summary
[asgr(:, r), ~, eflag(r)] = linprog(f(:, r), [B;-B], [constrB; constrM], [], [], zeros(L, 1), ones(L,1),options);
end
==Possible Further Improvements==
At this point I believe I have done everything I could for code performance. However if you look at the profiler, you will find that the function moments also takes a good percentage of time. I tried to parallelise moments with parfor, but it did not give any improvements.
