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improve efficiency of a matlab code that includes for loop and if statement

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I have the followig script which I am running for a matrix that consists of several thousand rows and which makes the full ccode very slow. Is there any way to improve the speed of the code?
Here you find the code which is saved in a seperate script and which is called by the function run the speciific script:
dataset(:,1:9)=data9;for i=1:length(dataset(:,1))
if dataset(i,3)==1
vola(i)=blkimpv(dataset(i,1),dataset(i,2),dataset(i,7),dataset(i,5),dataset(i,4)); elseif dataset(i,3)==2
Which improvements are there to get the code execution the desired functions much faster?

Akzeptierte Antwort

Cedric am 22 Apr. 2013
Bearbeitet: Cedric am 22 Apr. 2013
It really depends whether BLKIMPV can work on vectors. If so, you can go for something like:
dataset = zeros(size(data9,1), 9) ;
dataset(:,1:9) = data9;
vola = zeros(size(dataset,1), 1) ;
id = dataset(i,3) == 1 ;
vola(id) = blkimpv(dataset(id,1), dataset(id,2), dataset(id,7), ...
dataset(id,5), dataset(id,4)) ;
id = dataset(i,3) == 2 ;
vola(id) = blkimpv(dataset(id,1), dataset(id,2), dataset(id,7), ...
dataset(id,5), dataset(id,4), 10, [], {'Put'}) ;
where you might have to replace 10 and {'Put'} with arrays of these values.
I don't have the Financial Toolbox though, so I can't test.
  6 Kommentare
Locks am 23 Apr. 2013
ok, I will try that. thanks for your help!
Cedric am 23 Apr. 2013
You're welcome! Try to use the profiler on a regular basis in the beginning (even when you don't really need to); it will give you a lot of insights into your code.

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