MATLAB: MatlabFunction is too slow

matlab function

Hi all,
I am using matlabFunction to create a .m file to define the function of a vector and its Jacobian:
matlabFunction(fvec, J, 'file', filename, 'vars', {x, phi_old});
When the dimension of the vector = 50, the time cost is reasonable; but when setting the dimension to 500, it becomes extremely slow. Would you please give advice for this problem?
Thank you.

Best Answer

I have no general advice. Perhaps if we saw a small snippet of your code we could help.
It is possible that your Jacobian is sparse, meaning it has a lot of zeros. In that case, it might be possible to avoid using matlabFunction at all, and simply use the JacobPattern option to have sparse finite differencing instead of time-consuming analytic calculations. Or perhaps there could be a hybrid sort of solution, where you explicitly calculate analytically (with matlabFunction) only the nonzero terms in the Jacobian. But this would require you to write a custom program.
Or it could be something as simple as declaring your symbolic variables to be real, which sometimes (but not often) saves time in matlabFunction.
Sorry I have nothing so helpful. There is simply a lot of calculation to be done, and it uses a lot of memory and time.
Alan Weiss
MATLAB mathematical toolbox documentation
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