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Oct 4

Making your Matlab Fly

Posted by abiao at 11:51 | Code » Matlab | Comments(0) | Reads(7191)
Undoubtedly Matlab is one of Quant researchers' most favorite software, easy for beginners, helpful doc, amounts of online free shared codes, etc., unfortunately, when compared with others like C++, one con of Matlab I often heard is its slow speed.  As an Interpreted Language, Matlab is in some sense less efficient than Compiled language, however, we can speed it up by using tricks like vectorization, to fly your Matlab, below are tips and tricks I personally find useful and easy to apply.

1, Writing Fast MATLAB Code, PDF doc;
2, Maximize Matlab performance, http://www.ece.northwestern.edu/local-apps/matlabhelp/techdoc/matlab_prog/ch7_per6.html;
3, MATLAB array manipulation tips and tricks, http://home.online.no/~pjacklam/matlab/doc/mtt/index.html;
4, matlab tips and tricks, http://www.ee.columbia.edu/~marios/matlab/matlab_tricks.html;
5, Accelerating Matlab, http://research.microsoft.com/en-us/um/people/minka/software/matlab.html

Many other Matlab accelerating skills can be found on the webpage 4. Be ready to take off.  

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