From ee78ad20498f20179a28f9867ab607201b74ed16 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Hermes=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Wed, 30 Dec 2015 13:29:28 +0100
Subject: [PATCH] Improved execution speed.
Removed some calls to bsxfun which is not optimal on sparse matrices. I
only removed the calls where I identified bottlenecks (with a Smets and
Wouters model), more tests are needed to decide if we have to remove other
occurences of bsxfun on sparse matrices.
---
matlab/lmmcp/lmmcp.m | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
diff --git a/matlab/lmmcp/lmmcp.m b/matlab/lmmcp/lmmcp.m
index aa170222c9..1ac1c5e0a4 100644
--- a/matlab/lmmcp/lmmcp.m
+++ b/matlab/lmmcp/lmmcp.m
@@ -537,7 +537,7 @@ end
I1a = I(Indexset==1 & alpha_l==1);
if any(I1a)
- H2(I1a,:) = bsxfun(@times,x(I1a)-lb(I1a),DFx(I1a,:))+...
+ H2(I1a,:) = spdiags(x(I1a)-lb(I1a), 0, length(I1a), length(I1a))*DFx(I1a,:) +...
sparse(1:length(I1a),I1a,Fx(I1a),length(I1a),n,length(I1a));
end
@@ -619,7 +619,7 @@ if any(I3a)
sparse(1:length(I3a),I3a,Fx(I3a),length(I3a),n,length(I3a));
end
-H1 = bsxfun(@times,Db,DFx);
-H1 = spdiags(diag(H1)+Da,0,H1);
+H1 = spdiags(Db,0,length(Db),length(Db))*DFx;
+H1 = H1 + spdiags(Da, 0, length(Da), length(Da));
H = [lambda1*H1; lambda2*H2];
--
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