MATLAB: Vecorize NORMRND for a family of distributions

Question

Hey everyone!

So, I am looking for a way to speed up my code. I have a large vector of normal distributions (i.e. a vector of means and standard deviations) that I need to generate random numbers from. A generic example of my code looks like this:

tic
N=1e6;
mu = rand(N,1);
sigma = rand(N,1);
temp = zeros(length(mu),1);
for i = 1:length(mu)
     temp(i) = normrnd(mu(i),sigma(i));
end
toc

This code in its current form has an elapsed time of:

Elapsed time is 12.281509 seconds.

I normally try to vectorize most of computationally intensive commands, but right now I am stumped as to how I can make this run faster. I will have to perform this operation multiple times every time that the code is run, so the faster I can make it the better.

Do any of you MATLAB geniuses out there have any thoughts of how to speed this up?

Thanks! John

Answer 1

Replace

temp = zeros(length(mu),1);
for i = 1:length(mu)
     temp(i) = normrnd(mu(i),sigma(i));
end

with

temp = normrnd(mu,sigma);