How to use a parfor loop inside a for loop?

I have a for loop with variables that have dependency. Within that loop I would like to use parfor to perform a costly operation on a variable that is independent across iterations. Below I made an example; say that I want to perform myFun on each entry in the row (in parallel) corresponding to the iteration of the for-loop.

    N = 10;
    inputVar = [randi(100,N,1),zeros(N,1)];
    out = cell(N,2)
    for idx = 1:N
        inputVars(idx,2) = idx;
        parfor jdx = 1:2
            out{jdx,kdx} = myFun(inputVars(jdx,kdx))
        end
    end

I'm new to parallel computing. Not sure if this example is a good one. I can provide a better example if asked.

Answer 1

[Walter Roberson]

Generally speaking you can do that. However, parfor will have an easier job if you write to an output that is indexed only by the loop index and possibly the : (colon) operator. For example,

   temp_input = inputVars(:,kdx);
   parfor jdx = 1 : 2
     temp_out{jdx} = myfun(temp_input(jdx));
   end
   out(:,kdx) = temp_out;

[Dominik Mattioli]

Ah ok cool. So I've applied that and it still seems to be taking longer than a conventional for-loop. In fact, it doesn't run to completion at all while using parfor and the command window just says "Starting parallel pool (parpool) using the 'local' profile ... connected to 2 workers." for a long time. Am I misusing parfor? Maybe I should do a for-loop nested within the parfor-loop instead?

[Stephen23]

@Dominik Mattioli: parfor is not guaranteed to be faster than for in all cases: if it was, then parfor would be the default! It is only faster if the overhead of initializing and handling the parallel processes is less than time gained running them. This is explained in the documentation:

https://www.mathworks.com/help/optim/ug/improving-performance-with-parallel-computing.html

and many threads on this forum, e.g.:

https://www.mathworks.com/matlabcentral/answers/353947-ga-is-not-faster-with-parallel-computing#answer_279136

https://www.mathworks.com/matlabcentral/answers/32460-parfor-slower-than-for-for-simple-tutorial-example#answer_41023

etc.

Your question states: "I would like to use parfor to perform a costly operation on a variable that is independent across iterations", so it really depends on how "costly" that operation really is.

[Dominik Mattioli]

Good point! Thank you!