Why does Matlab run faster after a script is “warmed up”?

Question

I have noticed that the first time I run a script, it takes considerably more time than the second and third time¹. The \"warm-up\" is mentioned in this question

Answer 1

Another issue not mensioned by Amro and Marc is memory (pre)allocation.
If your script does not pre-allocate its memory it's first run would be very slow due to memory allocation. Once it completed its first iteration all memory is allocated, so consecutive invokations of the script would be more efficient.

An illustrative example

for ii = 1:1000
    vec(ii) = ii; %// vec grows inside loop the first time this code is executed only
end