fast matrix multiplication in Matlab

Question

I need to make a matrix/vector multiplication in Matlab of very large sizes: \"A\" is an 655360 by 5 real-valued matrix that are not necessarily sparse and \"B\" is a 655360

Answer 1

Matlab is built using fairly optimized libraries (BLAS, etc.), so you can't easily improve upon it from within Matlab. Where you can improve is to get a better BLAS, such as one optimized for your processor - this will enable better use of the caches by getting appropriately sized blocks of data from main memory. Take a look into creating your own compiled versions of ATLAS, ACML, MKL, and Goto BLAS.

I wouldn't try to solve this one particular multiplication unless it's really killing you. Changing up the BLAS is likely to lead to a happier solution, especially if you're not currently making use of multicore processors.