Re: How to Compile this code (multiple random walks)
- To: mathgroup at smc.vnet.net
- Subject: [mg118116] Re: How to Compile this code (multiple random walks)
- From: Oliver Ruebenkoenig <ruebenko at wolfram.com>
- Date: Tue, 12 Apr 2011 06:54:06 -0400 (EDT)
On Tue, 12 Apr 2011, Peter Pein wrote:
> Am 11.04.2011 13:06, schrieb mfific at gmail.com:
>> Transpose[{Range[0, Length[#] - 1], #}]&@
>> NestWhileList[(# + {If[Random[]> .5, 1, -1],
>> If[Random[]> .5, 1, -1], If[Random[]> .5, 1, -1]}
>> )&, {0, 0, 0}, -5< #[[1]]< 5&& -5< #[[2]]< 5&& -5< #[[3]]
>> < 5& ]
>
> Hi Mario,
>
> you _can_ compile the part that will be given to Transpose but
> NestWhileList seems to be efficient enough.
>
> I tried your version and
>
> count3helper=Compile[{},
> NestWhileList[# + 2 RandomInteger[1, {3}] - 1 &,
> {0, 0, 0},
> -5 < #[[1]] < 5 && -5 < #[[2]] < 5 && -5 < #[[3]] < 5 &],
> {{_NestWhileList, _Integer, 2}},
> CompilationTarget -> "C",
> Parallelization -> True, RuntimeAttributes -> {Listable}
> ];
>
> count3[] := Transpose[{Range[0, Length[#] - 1], #} &@
> count3helper[]
> ]
>
> using ParallelTable some times 10^6 times each and got timings for your
> version of ~25 seconds and ~32 seconds for the compiled version above.
>
> Sorry,
> Peter
>
> P.S.: I used
>
> RandomSeed[1];
> {tim, hst} = AbsoluteTiming[Histogram[ParallelTable[Length[count3[]],
> {10^6}], PlotLabel -> "time here"]];
> hst /. "time here" -> ToString[NumberForm[tim, 4]]
>
> for testing.
>
> P.P.S.:
>
> changing the test in NestWhileList to
> -5 < Min[#] && Max[#] < 5 &
> results in timings ~24.3s for your and 27.6s for the compiled version.
>
>
Hi Peter,
good idea with the _NestWhileList. I forgot about that. However, if you
look at
Needs["CompiledFunctionTools`"]
CompilePrint[count3helper]
there is still the call to MainEvaluate.
A small note, the options Parallelization -> True, RuntimeAttributes ->
{Listable} would only make a difference if the function had, say, an
{in, _Integer, 0}
type of input. Then, you could call the function with a integer vector and
the code would run in parallel.
Hth,
Oliver