Re: Compiling numerical iterations
- To: mathgroup at smc.vnet.net
- Subject: [mg129926] Re: Compiling numerical iterations
- From: firlefranz <cornelius.franz at gmx.net>
- Date: Tue, 26 Feb 2013 01:11:34 -0500 (EST)
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- Delivered-to: l-mathgroup@wolfram.com
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Thanks a lot! To be honest, some of the commands Ray is using, I've never seen before. I stopped using mathematica before version 5 came out. Coming back to Peters statement of exporting the code from Mathematica to C. How this can be done starting from my or Ray's code? There is an automated C-code-gernerator implemented in Mathematica 9, am I right? As a step forward to the first little peace of code, here is another try, which is not really optimized. The be concrete, I try to simulate the autocorrelation function of a random walk, which is doing a step at none equally distant time steps. This has to been done for a long random walk for many particles. Instead of doing an average over many random walks and calculate one autocorrelation function I want to simulate many correlation functions and make an average over them. Since the time steps are non equal, I wrote a sub-function, which creates a new time axis and taking the necessary value for the random walk from the first table. Here is what I come up with. It's running in a reasonable time for one particle, but for a real statistic ensemble, I have to do it over 1.000.000 particles for a long time. Optimizing this or (probably better) exporting it to C would hopefully help a lot. So how to export it? Clear["Global`*"] SeedRandom[1234567890]; zeitmax = 100;(* muss ein Integer sein *) numteilchen = 1; tauj = 1; corr = Table[0, {i, 1, zeitmax/10}]; SucheIndex[zeitliste_, zeit_, maxindex_] := Module[{i}, For[i = 1, i <= maxindex, i++, If[zeitliste[[i]] > zeit, Break[]]; ]; i - 1 ]; For[j = 1, j <= numteilchen, j++, (* Zeitachse generieren von 0 bis zeitmax *) t = 0; i = 1; tabzeit = {}; time = AbsoluteTiming[While[True, tabzeit = Append[tabzeit, t]; dt = -tauj*Log[1 - RandomReal[]]; If[t > zeitmax, Break[]]; t = t + dt; i++; ]; ]; Print[time]; maxidx = i; (* Random Walk *) time = AbsoluteTiming[ tabwalk = Table[0, {i, 1, maxidx}]; a = 0; For[i = 1, i <= maxidx, i++, tabwalk[[i]] = a; If[RandomReal[{-1, 1}] > 0, a = a + 1, a = a - 1]; ]; ]; Print[time]; (*tabwalk=Table[Subscript[b, i],{i,1,maxidx}];*) (* Korrelationsfunktion berechnen *) time = AbsoluteTiming[ For[k = 1, k <= zeitmax/10, k++, For[n = 1, n <= zeitmax/10*9, n++, corr[[k]] = corr[[k]] + tabwalk[[SucheIndex[tabzeit, n - 1, maxidx]]]* tabwalk[[SucheIndex[tabzeit, n + k - 2, maxidx]]]/ zeitmax*10/9/numteilchen; (*Print[corr//N];*) ]; ]; ]; Print[time]; Print[corr // N]; ]; Table[{tabzeit[[i]], tabwalk[[i]]}, {i, 1, maxidx}] corr // N