多维阵列优化 - MATLAB

是否可以通过采用meshgrid,reshape，线性索引和/或任何其他优化技术来进一步优化以下脚本？多维阵列优化 - MATLAB

clear all 

% tic; 

N1 = 5000; 
Nt = 2500; 

u = randn(Nt,2); 

A = zeros(2,2,N1); 
B = zeros(2,2,N1); 
C = zeros(2,2,N1); 
D = zeros(2,2,N1); 

X = zeros(2,1,N1); 
Y = zeros(2,Nt,N1); 
U = zeros(2,Nt,N1); 

tic; 
parfor i=1:N1 
    A(:,:,i) = [unifrnd(0.25,0.75),unifrnd(0.15,0.45);unifrnd(0.4,1.2),unifrnd(0.25,0.75)]; 
    B(:,:,i) = [unifrnd(1,3),unifrnd(2.5,7.5);unifrnd(-22.5,-7.5),unifrnd(-1.95,-0.65)]; 
    C(:,:,i) = [unifrnd(-1,1),unifrnd(-19.5,-6.5);unifrnd(0.5,1.5),unifrnd(-22.5,-7.5)]; 
    D(:,:,i) = [unifrnd(0.1,0.3),unifrnd(-1,1);unifrnd(1,3),unifrnd(-1,1)]; 

    U(:,:,i) = u'; 
    X(:,:,i) = zeros(2,1); 
    Y(:,:,i) = zeros(2,Nt); 
end 

toc; 

A1 = gpuArray(A); 
B1 = gpuArray(B); 
C1 = gpuArray(C); 
D1 = gpuArray(D); 

X3 = gpuArray(X); 
U3 = gpuArray(U); 

AX = gpuArray(zeros(2,Nt,N1)); 
X3update = zeros(2,Nt,N1); 
X3update = gpuArray(X3update); 


%% 
tic; 
DU = pagefun(@mtimes, D1, U3(:,1:Nt,:)); 
BU = pagefun(@mtimes, B1, U3(:,1:Nt,:)); 

for j = 1:Nt 
    X3update = pagefun(@mtimes,A1,X3) + BU(:,j,:); 
    AX(:,j,:) = X3; 
    X3 = X3update; 
end 

CX = pagefun(@mtimes, C1, AX(:,1:Nt,:)); 
Y3 = CX + DU; 

toc;

提前道歉，因为这是一个相当具体的问题。但是，我试图提高状态空间模拟的计算效率，因此具有相当广泛的适用性。

谢谢！

来源

2014-04-16 user2550888

我不熟悉的平行工具箱，但不能你至少加快与均匀随机数的产生：

A = [unifrnd(0.25, 0.75, [1 1 N1]), unifrnd(0.15, 0.45, [1 1 N1]); unifrnd(0.4, 1.2, [1 1 N1]), unifrnd(0.25, 0.75, [1 1 N1])];

等等？

来源

2014-04-22 17:26:40

多维阵列优化 - MATLAB

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