Incomplete factorization is too slow
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Hi, I'm doing my project of numerical analysis and I have this code to Incomplete Cholesky factorization but for matrix of 625x625 is too slow I tried to use parfor but this don't help. Does anyone have any idea?
if n~= m; error('error');
Rashed Mohammed on 18 Mar 2021
You can use the MATLAB builtin ichol function for Incomplete Cholesky factorization. However, if you want to optimize your implementation for performance, I suggest you to go through https://www.mathworks.com/help/matlab/matlab_prog/techniques-for-improving-performance.html. It outlines best practices while writing MATLAB code aimed at performance.
Hope this helps