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When to use Compile[]

• To: mathgroup at smc.vnet.net
• Subject: [mg8720] When to use Compile[]
• From: Luci Ellis <elisha at dot.net.au>
• Date: Fri, 19 Sep 1997 02:48:01 -0400
• Sender: owner-wri-mathgroup at wolfram.com

Dear MathGroup,

My Mathematica skills have progressed to the point that I care about
performance tweaking as well as getting the code to work. I would be
grateful for any thoughts group members might have about what functions
work with Compile[] and when it should be used.

I know that it works for basic numerical operations on numbers and lists of
numbers, for example, the definition for the Jarque-Bera test statistic for
normality (thanks Colin Rose for alerting me to this -- it halved the
Timing result).

But what about things like Solve and FindMinimum?  Or Regress? Are there
occasions where Compiled[] matrix operations will be faster than packages
like LinearRegression? What about list construction functions like FoldList
and NestList? Can you use Compile[]d functions within them?

Does anyone have any rules of thumb about when to Compile[] and when not
to? The Mathematica Book's coverage of this issue is a bit scanty, other
than it being for numerical functions.

Thanks in anticipation,

Luci Ellis
elisha at dot.net.au

--------------
Luci Ellis:  elisha at dot.net.au
http://www.dot.net.au/~elisha