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Efficient way to perform loops of matrix multiplications

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AA
AA on 26 Jan 2018
Commented: David Goodmanson on 27 Jan 2018
Hello,
I have an implementation that involves multiplying matrices, summing them up, and storing them. It goes like this,
A = 0;
for i=1:1225
% Load operator A_i of size NxN
A_i = load('A_i.mat');
% z_i is some variable of size Nx1 that I compute in this loop
% x is some variable of size Nx1 calculated above this loop
% I have to perform some operations like these two
y_i = A_i*(z_i + x);
A = A + A_i*A_i'
end
My problem is the large amount of simulation time being consumed by the above code. Even when the operations inside the loop are efficient (let's say ~0.01mins), the entire looped implementation still consumes about ~12-13mins. Can somebody please help me out and suggest an efficient way to do this? Thanks so much!
  7 Comments
David Goodmanson
David Goodmanson on 27 Jan 2018
Hi AA,
If N stays constant, when you compute them offline could you stack them into sets of 3d arrays, no one of which is large enough to overrun RAM? That way you would have to load stuff a lot less often.

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