MATLAB: How to solve linear equation system in parallel

clusterequationlinearMATLABparallel computingsystem

I am solving a linear equation system, , where A is a sparse square matrix and B is a sparse column vector. Before solving the system I use the command
dA = decomposition(A);
to return a decomposition of matrix A that I can use to solve the linear system more efficiently. In my case, it is Cholesky decomposition. Then I solve the system
x = dA\B;
and it works perfectly. My question is: how can I do it in parallel computing? or What is the best way to solve it in a cluster?

Best Answer

You already are doing that!
That is, decomposition uses all of the cores you have available for large problems.
Watching my activity monitor while the decomposition was being done:
A = sprand(10000,10000,.001);
tic,DA= decomposition(A);toc
Elapsed time is 8.250635 seconds.
All 8 cores were being used. MATLAB does try to multithread many large computations, especially those involving linear algebra.
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