Vectorizing Nested FOR Loops

[wfeagin3]

I am not a very experienced programmer, so I was hoping to get some useful feedback from this forum. I am coding in matlab and can code to accomplish what I need to do. It probably is not the most efficient coding, but I thought I would give it a shot to see what I could do.

I am trying to create a backtesting program in Matlab where I am doing a parameter sweep of 8 variables for a function by using a set of 8 nested for-loops.

It works fine. But the nested for-loops is a bottle-neck so it takes a very long time for the program to generate results. And it is only using 1 processor when I use nested for-loops.

I believe that I can use all processors if I vectorize my code and get rid of the for-loops entirely which would increase the run time drastically. However, I've tried to vectorize it myself with no luck. Here is the basic layout of the nested for-loops.

for a = 1:5;
for b = 1:6;
for c = 1:7;
for d = 1:8;
for e = 1:9;
for f = 1:10;
for g = 1:11;
for h = 1:12;
[value,a,b,c,d,e,f,g,h] = function(input,input1(a),input2(b),input3(c),input4(d),input5(e),input6(f),input7(g),input8(h));
end
end
end
end
end
end
end
end

Any help would be greatly appreciated! Thanks in advance!

 

[NYDreamer]

You should be making an 8-dimensional matrix (that's what vectorization means, building vectors and matrices) and apply your function to that. This operation will be a 1000 times faster that way.

http://www.mathworks.com/help/matlab/matlab_prog/techniques-for-improving-performance.html#br8fs0d-1

 

[wfeagin3]

Quote from NYDreamer:

You should be making an 8-dimensional matrix (that's what vectorization means, building vectors and matrices) and apply your function to that. This operation will be a 1000 times faster that way.

http://www.mathworks.com/help/matlab/matlab_prog/techniques-for-improving-performance.html#br8fs0d-1

Thanks for the reply!

I've seen all the matlab examples and have done a thorough search online of vectorization for nested for-loops. However, I haven't been able to figure out the code need to vectorize 8 for-loops.

I have visited the link above and seen it before, but I still can't figure it out. My programming experience is limited so I am not an experienced programmer in the slightest.

I need a straight forward way that is dumbed down for my level of understanding and programming.

Thanks!