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Fast alternative to Nest[.] or NestList[.]? (version 6.0)

  • To: mathgroup at smc.vnet.net
  • Subject: [mg81874] Fast alternative to Nest[.] or NestList[.]? (version 6.0)
  • From: kristoph <kristophs.post at web.de>
  • Date: Fri, 5 Oct 2007 04:56:24 -0400 (EDT)

Dear all,

I have a timing issue considering the listing below. I'm applying a
Nest function to simulate some data. So far it takes about 0.5 seconds
for each simulation.I was wondering if there is a very fast
alternative to the build-in function Nest or NestList.

I would be very grateful for any comments or insights regarding
cutting running time.
Please do not be deterred from the program most of the parameters are
just inputs for the simulation. At the end there is
Timing[Nest[iterate, {5, 5}, periods]] which I need much faster than
it is already.

Thank you very much in advance,
Kristoph

(* this is input which is required for the simulation*)
div=Table[RandomInteger[{10}],{i,1,10},{j,1,10}];
inv=2;
zus=Length[div];
wert=Dimensions[div][[2]];
periods = 500;

(*some precalculations*)
reldiv = Table[div[[i, k]]/Total[div[[i]]], {i, 1, Length[div]}, {k,
1, wert}];
gop = Table[Mean[reldiv[[All, i]]], {i, 1, wert}];
eq = Table[1/wert, {i, 1, wert}];
lambda = Transpose[{gop, eq}];
h = 81;
g = 81;
rho[h_, g_] := {{h/200, 0}, {0, g/200}};
verm = {a, b};
theta[a_, b_] =Simplify[Table[(lambda[[k, i]]*rho[h, g][[i,
i]]*verm[[i]])/Sum[lambda[[k, j]]*rho[h, g][[j, j]]*verm[[j]] , {j, 1,
inv}], {i, 1, inv}, {k, 1, wert}] ];

preCalc[a_, b_] =
  Inverse[IdentityMatrix[inv] - theta[a, b].lambda.rho[h, g]].theta[a,
      b] // Simplify;
iterate[{a_, b_}] :=
  N[preCalc[a, b].div[[Ceiling[zus*RandomReal[]]]]];
relverm[a_, b_] := (rho[h, g][[1, 1]] a)/Total[rho[h, g].{a, b}];

(*this I need to be fast*)
Timing[Nest[iterate, {5, 5}, periods]]



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