Speed up 3D rand
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I was wondering if I could so anything to speed up the process of generating random matrices.
For instance,
tic
rand(1000, 1000, 1000)
toc
gives 7-9 sec as a result.
Using this line in a monte carlo simulation of 100000 repetitions means that the program will need at least 277 hours.. I read that CUDA could be handy but my GPU doesn't support it.
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Bora Eryilmaz
le 12 Déc 2022
You must be accessing the elements of the random matrix in a for-loop or something. I can't imagine you would be doing direct array operations on the whole random array since that would quickly grind your computer to a halt. So assuming you are using some kind of loop to access "parts" of the random array, you could just generate random numbers for that part as needed, and not in advance.
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Steven Lord
le 12 Déc 2022
tic
A = rand(1000, 1000, 1000);
t = toc
So on average rand generated 1 number every:
format longg
s = seconds(t/numel(A))
about 10 nanoseconds. What's your requirement for how fast generating a random number needs to be for your application? That will tell us if what you want to do is theoretically feasible.
The SIMD-oriented Fast Mersenne Twister may be a bit faster (see the rng function for how to enable this version) but if you're looking for this to take a millisecond to generate that whole array I think that's likely not achievable.
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