MATLAB: Does the same code run 50 times faster in 2008b than in 2012a

MATLABperformancer2008br2012aslow

Hi,
I'm runing a simple Monte Carlo loop, using the exact same code, in Matlab R2008b and it takes 29 seconds to do 30,000 iterations, while the same thing in Matlab R2012 a takes 26 minutes.
There is nothing fancy in the loop, I just generate a multivariate randome number and then do the monte carlo simulations (see code below). My code calls a function (psimat) that just reorganizes the data. I just can't understand the huge difference in performance, and it's not the PC, I'm running both on a server.
Any ideas?
Thank you,
Sebastian
for num = 1:monte;  % 'monte' times of iterations
    smpi_rnd = mvnrnd(smpi,kron(omega,iQ)/nobs);    %Multivar. N random number
    pi_rnd = reshape(smpi_rnd,K*p+dis*(q+1),K);    
    psi_rnd = psimat(p,q,K,dis,st,pi_rnd);
    % Store mean responses 
    for i = 1:dis
        for j = 1:st+1
            mr_rnd(j+(i-1)*(st+1),num) = psi_rnd(K*j,i);
        end;
    end;    
    % Store cumulative effects
    for i = 1:dis
        ce(i,num) = sum(mr_rnd(1+(i-1)*(st+1):4+(i-1)*(st+1),num));
    end;
 end;  % End of Monte Carlo loop

Best Answer

In general you should expect some minor slowdown between versions for the same code on the same machine with a new version of MATLAB. This is because of added features, maybe some error checking, who knows. However, 26 minutes is a huge slowdown that would be unexpected.. I would also suggest you utilize the MATLAB Profiler to determine where the slowdown occurs.
To speed this up from there you can use PARFOR. See examples below:
Monte Carlo Simulation
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