Using Parfor for solving ODE via numerical methods (Euler)

Hello,

I am trying to optimize a project I am working on and I am considering parralizing my computations. My calculations consist of solving and ODE via euler over a large number of trials at the same time. When trying to use it I run into the error of "The parfor loops can not run due to the way variable 'x' is used". I tried looking for solutions but do not necessarily understand the reccomendations. Below is a simple example of the type of problem I am trying to solve. I appreciate any feedback. Thank you.

t = 0:0.1:10;
nT = 1000;
x = zeros(length(t),nT);
parfor i = 2:length(t)
    x(i,:) = x(i-1,:) - dt*x(i-1,:)
end

[Torsten]

You cannot parallelize a loop if the variable x(i) you want to compute depends on x(i-1).

Only independent calculations can be parallelized.

[Logan Becker]

Ah, I thought that would be an issue! Thank you.

Answer 1

[Mike Croucher]

As others have said, you cannot parallelise this loop. However, what you can do is parallelise independent runs of this loop.

You say you have a 'large number of trials.' Does that mean you want to run the above code many times with different parameters? If so, you can probably parallelise at that level.