MATLAB: Arrayfun with multiple inputs and a different size output

Question

I'm trying to set arrayfun to compute Monte-Carlo simulations on a GPU. But first, I'd like to parameterize on a CPU (I don't have GPUs yet).

The thing is, arrayfun takes as inputs arrays of same size, and then returns a scalar as said here (second setup): https://fr.mathworks.com/help/matlab/ref/arrayfun.html

First issue: myfunc is not returning a scalar but a big matrix for each Monte-Carlo simulation. How must the setup be done ?

Second issue: My inputs are Px1 vectors, which are reused M times. I also need to pass an input matrix A (also reused for each simulation), which clearly won't be the same size as other inputs Px1. I'm not sure what to do. Any help would be very appreciated.

FYI: myfunc is returning a N x P matrix

The aim is to have M simulations, therefore I'd like arrayfun to run M times to have as a final result a N x P x M matrix. Final goal is to prepare the code for GPU enhancement.

Answer 1

Note: I'm not familiar enough with GPU computing to know if there are some restrictions that apply.

First issue: myfunc is not returning a scalar but a big matrix for each Monte-Carlo simulation. How must the setup be done

Simply tell arrayfun to put the non-scalar output in a cell array using 'UniformOutput', false:

arrayfun(@somefunc, in1, in2, in3, 'UniformOutput', false)

Second issue: I also need to pass an input matrix A

Create an aonymous function which passes A to the real function. This technique is called argument binding:

arrayfun(@(in1, in2, in3) somefunc(A, in1, in2, in3), in1, in2, in3, 'UniformOutput', false)

The anonymous function @(in1, in2, in3) somefunc(A, in1, in2, in3) binds A to the somefunc call. A must exists before the anonymous function is created and once the function is created changing the value of A (or clearing it) will not affect the A that is bound.

edit: accidently deleted my answer. Restored now