Re: Compiling numerical iterations

*To*: mathgroup at smc.vnet.net*Subject*: [mg129896] Re: Compiling numerical iterations*From*: Ray Koopman <koopman at sfu.ca>*Date*: Sat, 23 Feb 2013 23:31:20 -0500 (EST)*Delivered-to*: l-mathgroup@mail-archive0.wolfram.com*Delivered-to*: l-mathgroup@wolfram.com*Delivered-to*: mathgroup-newout@smc.vnet.net*Delivered-to*: mathgroup-newsend@smc.vnet.net*References*: <kgab2i$c7f$1@smc.vnet.net>

On Feb 23, 4:01 am, firlefranz <cornelius.fr... at gmx.net> wrote: > Hi, > > to speed up some calculations I'd like to use this relatively new method of compiling equations or export them to C. But since I'm very new in these things, I have really problems to use this c-compiling function. > Can someone show me on this simple part of code (calculation of a correlation function of a 1D random walk), how it should be implemented? I see little need to compile. Here is your code (with 'l' changed to'j' to avoid confusion with '1'), with times for the two outer loops: SeedRandom[1234567890] num = 10^3 tab = Table[0, {num}]; corr = Table[0, {num/10}]; AbsoluteTiming@For[j = 1, j <= 1000, j++, a = 0; For[i = 1, i <= num, i++, tab[[i]] = tab[[i]] + a/10; If[RandomReal[{-1,1}] < 0, a = a + 1, a = a - 1]]] AbsoluteTiming@For[k = 1, k <= num/10, k++, For[n = 1, n <= num/10*9, n++, corr[[k]] = corr[[k]] + tab[[n]]*tab[[n + k - 1]]/num*10/9]] corr1 = corr; 1000 {22.882292, Null} {2.836433, Null} Here are the corresponding times for reorgnized code that gives the same 'corr': SeedRandom[1234567890] AbsoluteTiming@Length[ tab = FoldList[Plus,0, Total@Sign@Table[Most@RandomReal[{-1,1},num],{1000}]] ] AbsoluteTiming@Length[ corr = Table[Take[tab,{k,num*9/10-1+k}], {k,num/10}].Drop[tab,-num/10]/(num*10*9) ] corr == corr1 {0.262409,1000} {0.007661,100} True Most@RandomReal[{-1,1},num] should be RandomReal[{-1,1},num-1], but I generated 'num' randoms and then dropped the last one to keep them the same as in your code.