# Matlab - faster scripts

Matlab is easy to use, but the easiest method might not be the fastest. Fortunately, some of the simpler ways to improve the speed of matlab programs are also amongst the most effective, leading to order-of-magnitude improvements.

Firstly, make sure you're not writing unnecessary code. Each
new version of matlab has new functions that might be useful, and functions
that have been made faster. Remember that some of matlab's
commands are scripts and some are built-in functions which are going to
be faster than anything you can write. Use the `which` command
to find out whether or not a function is a script (`cumsum` for
example, isn't).

Also make sure you're up to date with matlab's newer features: Some (like cells and structures) might make your code tidier but slower; others (like the newer visualisation routines) may speed up your code considerably.

Matlab 6.5 introduced the "JIT-Accelerator" which greatly speeds up
some scripts with big simple "for" loops. If you have pre-2006 matlabs it might be worth use the `profile` routine to help you adapt your
code to take advantage of it. Newer matlabs don't show JIT information in the `profile` output, but it's still worth helping the JIT-Accelerator. Not all of the tweaks are obvious - indeed, some of them would nearly *halve* the speed of the program were it not for the JIT-Accelerator.

Then go through this checklist of issues to consider. Some directly affect speed. Others affect memory usage, which in turn affects speed.

## Matlab Routines

Some matlab routines are `*.m` files, others are compiled into
matlab (`built-in`) and are much faster. Try to use `built-in`s
where possible. Use `type functionname` to see if a function is
a

`built-in`.

## Functions and Scripts

There are 2 sorts of M-files - functions and scripts. When you call an M-file function MATLAB parses it and
stores it in memory, so that on subsequent calls it runs faster. The difference
isn't much, but functions are better than scripts anyway - they make use of
their own local variables and accept input arguments. Look up the `function` command to find out how to write functions.

## Matrix pre-allocation

Matlab has the ability to increase the size of a matrix on demand. If you know the maximum size of a matrix beforehand, it's worth creating the matrix with this size initially rather than making the matrix grow incrementally. Speed-up factors of 500 are possible using this method.

## Sparse Arrays

Matlab has 2 ways of storing matrices - full and sparse.
Full matrices store their all of their elements in a block of memory; sparse
matrices keep a list of the non-zero elements. If matrices aren't dense,
using sparse matrices saves memory and increases speed. If you save the
following text as `spdemo.m` you can experiment with using different
matrix sizes and densities. For example, `spdemo(100,.1)` compares
multiplication for full and sparse matrices of size 100 by 100 and density
.1.

function sp = spdemo(arg1, arg2) % Comparison of sparse vs full matrices if (nargin ~= 2) error('Give order and density'); return end S = sprandn(arg1,arg1,arg2); F = full(S); % Compare speed. t0=cputime; B = S * S; stime=cputime-t0; t0=cputime; C = F * F; ftime=cputime-t0; sprintf('Order %d matrix, density %f: Full=%f, Sparse=%f', arg1, ... arg2, ftime, stime)

## Structures and Arrays

Structures of arrays are faster than arrays of structures.

Note that if you're processing a 2D array, it's faster to scan down the columns than along the rows.

`clear`

The `clear` command lets memory associated with variables be
recycled. Such space get recycled anyway in many circumstances (e.g. the
variables created in a function are `clear`ed when the function ends),
but you may have to explicitly use `clear`, especially in long
programs. One particular scenario to beware of is the following

for i =1:1000 a=ones(1000*i); % lots more code end

Here `a` is being recreated in each iteration, but while the
`a=ones(1000*i)` command is being executed there's a moment when the new `a`
has been constructed, but the old one hasn't been destroyed. If both arrays
are big this will result in a sudden peak in memory usage. Putting `clear
a` before the `a=ones(1000*i)` line will solve the problem.

## Profiling

Before you start spending a lot of time on optimising it's useful to
find out where the main bottlenecks are. The `profile` command
can do this for you, providing text or graphical output. For example,
this is how you could profile `spdemo.m`

profile on spdemo(100, .1) profile off profile viewer

You'll need to click on the function names displayed by the viewer in order
to get detailed information.
Within the department one particular diagnostic session led to a speedup of
3000 times (to several hours to several seconds) when it turned out that the
same huge `.mat` file was being loaded on every iteration of a loop.

## Vectorisation

Matlab scripts can be written using fortran/C-style "`for`" loops,
but to make the most of matlab's abilities you should try whenever
possible to treat matrices as a single entity rather than a bundle
of elements. A separate document deals with vectorisation
tricks

## Algorithms

Matlab routines deal with general cases. If your data has a special feature (matrices are symmetrical, for instance) you may be able to implement an algorithm which is tuned to your special case. See Mex files - an example.

## Compilers

It's possible to combine the ease of writing M-files with the speed
provided by writing in C or Fortran. Compilers (Mathworks'
mcc
or the free `matcom`) convert M-files into
compiled C code. Our
Signal Processing & Communications group have used mcc successfully. However, `mcc` isn't free. Also speed
improvements depend strongly on the particular application. In some
cases, performance improves by more than 200 times,
while other files show little or no improvement. Note also that the compiler is rather expensive, and users will need to have a big file installed before the matlab application will work.

Whether or not you use a compiler, it's worth using other optimisation techniques too.

## Hardware

If 1 CPU isn't enough, you could use more. You may have a multi-CPU machine or access to several machines. Note that the current version of matlab uses 1 CPU by default, but you can change that behaviour - see our Matlab parallelisation section.

If you have an CUDA-enabled NVIDIA GPU with compute capability 2.0 or higher, Matlab makes it easy to use the graphics accelerator board to speed matlab up. Many MATLAB built-in functions support `gpuArray`

input arguments. Whenever any of these functions is called with at least one `gpuArray`

as an input argument, the function executes on the GPU and generates a `gpuArray`

as the result. The example on mathwork's Run Built-In Functions on a GPU page is

Ga = rand(1000,'single','gpuArray'); Gfft = fft(Ga); Gb = (real(Gfft) + Ga) * 6; G = gather(Gb);

Other options include

- MatlabMPI
- multicore
- pMatlab: Parallel Matlab Toolbox
- Parallel Computing Toolbox (Mathworks) (supports CUDA)
- Distributed Computing Server (Mathworks)
- MATLAB plug-in for CUDA (CUDA is a library that used an nVidia board)