I need help optimising a piece of code which involves the computation of many small vectors and matrices. I have a list of vectors and matrices, given by mu_i and S_i respectively. I need to calculate nu_i = A*mu_i + b and P_i = A*S_i*A' + R, where A, b and R are all the correct size. This operation…

I changed your code to use static arrays, the timing of devectorized is printed in the bottom using LinearAlgebra, BenchmarkTools, StaticArrays # De-vectorised code function devectorised!(mu, S, A, ATranspose, R, simulationLength, u) n = length(mu) for i = 1:simulationLength for j =…

Optimising code: Multiplying a list of matrices by a matrix

New to Julia

scj November 20, 2019, 9:51am 9

This is a huge improvement, thank you for the help.

1 Like

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Optimising code: Multiplying a list of matrices by a matrix

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