MATLAB: Efficiency vs storage

large-scaleoptimization

L=12000, I have two methods to do an optimization problem. The first method needs to store L^2 double complex numbers in total, and requires L^2 multiplications of double complex numbers in each iteration. The second method needs to store 5*L double complex numbers in total, and requires 3*L^2 multiplications of double complex numbers in each iteration. I wonder which one is better.

Best Answer

Hi,
it depends: L^2 would need about 2GB of storage. So if you have a 32 Bit machine this will definetely run into "out of memory", so the other is clearly better. On the other hand, if you happen to have a 64Bit operating system + 64 Bit MATLAB + say 8GB of memory, it's hard to say (the factor of "only" three might well be compensated by the lower time for accessing memory). My guess though will be, that the first one will be faster.
Titus
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