MATLAB: How to speed up qz

qzspeedup

I'm doing a monte carlo algorithm where the majority of the time is spent taking the qz decomposition of a 10×10 matrix. Is there any way to speed qz up?

Best Answer

Do you have a multi-core processor but the qz is calculated on one core only? Then split the program to different threads.
Using SINGLE precision data saves 10% time.
QZ uses the ATLAS libs. I don't think that there is a faster implementation.
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