MATLAB Language Multithreading When to use parfor
Example
Basically, parfor is recommended in two cases: lots of iterations in your loop (i.e., like 1e10), or if each iteration takes a very long time (e.g., eig(magic(1e4))). In the second case you might want to consider using spmd . The reason parfor is slower than a for loop for short ranges or fast iterations is the overhead needed to manage all workers correctly, as opposed to just doing the calculation.
Also a lot of functions have implicit multi-threading built-in, making a parfor loop not more efficient, when using these functions, than a serial for loop, since all cores are already being used. parfor will actually be a detriment in this case, since it has the allocation overhead, whilst being as parallel as the function you are trying to use.
Consider the following example to see the behaviour of for as opposed to that of parfor. First open the parallel pool if you've not already done so:
gcp; % Opens a parallel pool using your current settings
Then execute a couple of large loops:
n = 1000; % Iteration number
EigenValues = cell(n,1); % Prepare to store the data
Time = zeros(n,1);
for ii = 1:n
tic
EigenValues{ii,1} = eig(magic(1e3)); % Might want to lower the magic if it takes too long
Time(ii,1) = toc; % Collect time after each iteration
end
figure; % Create a plot of results
plot(1:n,t)
title 'Time per iteration'
ylabel 'Time [s]'
xlabel 'Iteration number[-]';
Then do the same with parfor instead of for. You will notice that the average time per iteration goes up. Do realise however that the parfor used all available workers, thus the total time (sum(Time)) has to be divided by the number of cores in your computer.
So, whilst the time to do each separate iteration goes up using parfor with respect to using for, the total time goes down considerably.
