MATLAB: How to adapt arrayfun() to operate on vectors rather than scalars

Question

I have a 45-variable function for which I'm trying to speed up computation of the finite-differencing based gradient, as function evaluation is expensive. I'm currently doing this with parfor on my 4-core CPU, but I'd still like things to be faster by using arrayfun() on my GPU (1050 Ti).

So I was thinking of creating a 45×45 matrix P where the ith column has the ith variable incremented by a small step size for finite differencing, and then calling

z = arrayfun(@objectiveFunction, P), and having arrayfun apply objectiveFunction to each column of P at a time.

However, arrayfun doesn't seem configured to do this, and I couldn't find another answer on the forums addressing whether its possible to reconfigure somehow.

Any thoughts?

Thanks.

Answer 1

Look at pagefun for mixing in calls to vector operations with your ordinary element-wise functions. Usually with the functions supported by pagefun, standard MATLAB functions on gpuArray data, and arrayfun, you can get the result you're after.