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From: Tim DeVries on 12 Feb 2010 16:32
Hi,
Maybe a MATLAb tech can help out. I noticed the following problem when using the function fminunc. After each iteration, the fminunc function updates the approximate Hessian matrix by doing a series of matrix multiplications, the most computationally demanding of which would be a multiplication of the form
H2 = H1'*H1
where H1 is a (Hessian) matrix. The problem is that this multiplication is SLOW - running top while these computations are being done reveals that only 1 cpu is being used, while I am running on 24 cpu machine. Why are all 24 cpus not being used? I am using R2009a version 7.8.0.347. By the way, when doing matrix inversions, all 24 cpus are being used. Thank you,
Tim
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