Solution to speed up loop with gamma distribution (gampdf)?

Dear readers,
Is there any solution to speed up this M-file if n = 1.000.000 ? Any help is much appreciate.
best regards,
Duy Nguyen
tic
% number of iteration
n = 1000;
% prepare parameters
a = 0; b = 100;
alpha = a+(b-a)*rand(n,1);
c = 0; d = 2000;
beta = c+(d-c)*rand(n,1);
% loop
t = 1:500;
TTD = zeros(numel(t),n);
for i = 1:n
TTD(:,i) = gampdf(t,alpha(i),beta(i));
end
toc
% Elapsed time is 1.082072 seconds.

 Réponse acceptée

Torsten
Torsten le 22 Jan 2019
100 sec to beat:
faktor = 1.0./(beta.^alpha.*gamma(alpha));
for i = 1:n
TTD(:,i) = faktor(i)*t.^(alpha(i)-1.0).*exp(-t/beta(i));
end

1 commentaire

Although there are tiny differences between two TTDs, this solution is perfect to me. Thanks a lot!

Connectez-vous pour commenter.

Plus de réponses (0)

Catégories

En savoir plus sur Loops and Conditional Statements dans Centre d'aide et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by