Dear MATLAB community,
In my current code I need to apply (very quickly) a user specified function to each row of a matrix. The function typically looks like this (but can take any other form including nonlinear):
v = @(b) b(1)*x1 + b(2)*x2 + b(3)*x3
(with x's being vectors)
now I have a matrix B of dimension [3 x DRAWS] and need to apply the function to each of the columns. Is there anything similar to the apply() function in R?
In an more advanced version B has the dimension [3 x DRAWS x PEOPLE] where I need to do the same again for both dimensions.
My issue now is the following: I could, of course, apply a simple for loop. However, this is too slow, because DRAWS can be quite large (up to 5000) and PEOPLE can be quite large too (often >1000). Additionally, the entire thing enters another function (log-likelihood) that is optimised using fmincon.
Does anyone have an idea on how to do this efficiently?
Best wishes and thanks a lot in advance!