MATLAB: Is there any faster way (parfor related)

cumulationevolution strategymcmcmonte carloParallel Computing Toolboxparfor

I want to reduce the computational time of following parfor loop. I think many MATLAB users who use techniques of MCMC, ES, or any Monte-Carlo have similar problems. Please share your thoughts. Many thanks!
A=[]; % cumulation matrix
parfor ii=1:100 % or more than 100
    b=some_function(ii); % b is very tall, say it has dimension of 1000000X5 or taller
    A=[A b]; % cumulation
end

Best Answer

You could speed this up by pre-allocating memory for A if you know the size of b:
A=nan(1000000,5,100); % cumulation matrix
parfor ii=1:100 % or more than 100
    A(:,:,ii)=some_function(ii); % b is very tall, say it has dimension of 1000000X5 or taller
end
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