improve efficiency of a matlab code that includes for loop and if statement
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I have the followig script which I am running for a matrix that consists of several thousand rows and which makes the full ccode very slow. Is there any way to improve the speed of the code?
Here you find the code which is saved in a seperate script and which is called by the function run the speciific script:
dataset=zeros(size(data9,1),9);
dataset(:,1:9)=data9;for i=1:length(dataset(:,1))
%h=msgbox(num2str(i))
if dataset(i,3)==1
vola(i)=blkimpv(dataset(i,1),dataset(i,2),dataset(i,7),dataset(i,5),dataset(i,4)); elseif dataset(i,3)==2
vola(i)=blkimpv(dataset(i,1),dataset(i,2),dataset(i,7),dataset(i,5),dataset(i,4),10,[],{'Put'});
end
end
Which improvements are there to get the code execution the desired functions much faster?
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Cedric
2013 年 4 月 22 日
編集済み: Cedric
2013 年 4 月 22 日
It really depends whether BLKIMPV can work on vectors. If so, you can go for something like:
dataset = zeros(size(data9,1), 9) ;
dataset(:,1:9) = data9;
vola = zeros(size(dataset,1), 1) ;
id = dataset(i,3) == 1 ;
vola(id) = blkimpv(dataset(id,1), dataset(id,2), dataset(id,7), ...
dataset(id,5), dataset(id,4)) ;
id = dataset(i,3) == 2 ;
vola(id) = blkimpv(dataset(id,1), dataset(id,2), dataset(id,7), ...
dataset(id,5), dataset(id,4), 10, [], {'Put'}) ;
where you might have to replace 10 and {'Put'} with arrays of these values.
I don't have the Financial Toolbox though, so I can't test.
6 件のコメント
Cedric
2013 年 4 月 23 日
You're welcome! Try to use the profiler on a regular basis in the beginning (even when you don't really need to); it will give you a lot of insights into your code.
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