CODEWITHSUNDEEP
matlabparallel-processing
pitchounet
pitchounet

Reputation: 308

Parallelize matlab code

In my Matlab script, I run an algorithm with a for loop in which, at each iteration, I need to do a gradient descent. All the gradient descent are independent. Here is the structure of my script :

for i=1:p

x=gradient_descent(x_init,grad_g,opts(i));

end

where opts(i) is a structure which contains variables necessary to the gradient descent. In this case, $p=145$. My script runs in $8$ seconds on my machine (without using any parallel trick). I have the impression that my script can be parallelized since each gradient descent in independent. When I un matlabpool on my computer, I can use up to 4 labs. Simultaneously, each lab could run a gradient descent and, instead of doing one gradient descent at a time, I would be able to do 4. But I do not know how I could parallelize my script. From what I have found on Internet, I could use the batch function, right ?

Upvotes: 0

Views: 258

Answers (1)

Thomas Ibbotson
Thomas Ibbotson

Reputation: 745

I think this should work:

parfor i=1:p
    x{i}=gradient_descent(x_init,grad_g,opts(i));
end

Upvotes: 4

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