Re: Compile Fourier (2)
- To: mathgroup at smc.vnet.net
- Subject: [mg64948] Re: Compile Fourier (2)
- From: Alberto Verga <Alberto.Verga at laposte.net>
- Date: Wed, 8 Mar 2006 01:00:50 -0500 (EST)
- References: <duh2s0$5qg$1@smc.vnet.net> <dujsaq$963$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Thanks a lot for the answer. I frequently used NDSolve to 1D PDEs but I did
not know that it was able to handle 2D problems... .
<rknapp at wolfram.com> a écrit dans le message de news:
dujsaq$963$1 at smc.vnet.net...
> The reason that the compiled function is slower is because when you use
> AppendTo[b, a], all of the individual elements of b have to be copied
> to a new list
> with longer length then the elements of a are put in at the end.
>
> This means that as you execute the loop, you copy
> 64*64*1 elements the first time through
> 64*64*2 elements the second time through
> ...
> 64*64*100 elements the last time through
>
> making a total of roughly 64*64*100^2/2 = 20 million elements that
> have to be copied.
> Thats a lot of copying.
>
> The uncompiled version use references to the expressions (effectively
> pointers)
> so it only has to copy these, not the individual elements
>
> You can avoid the excess copying by using commands like Table:
>
> cf2 = Compile[{{m, _Complex, 2}}, Module[{a = m, b},
> b = Table[a = a + Fourier[Re[InverseFourier[m]]], {100}];
> Re[Prepend[b, m]]],
> {{Fourier[_], _Complex, 2}, {InverseFourier[_], _Complex, 2}}]
>
> runs just as fast at the uncompiled version.
>
> In general, it is a good idea to avoid calling Append inside a loop.
> (Even for the uncompiled case -- thought it will take more iterations
> for
> it to be a problem here.)
> If you don't know how long the result will be ahead of time, you can
> use Reap and Sow as alternatives.
>
> For an example like this, there is very little advantage to compiling,
> since most of
> the time is spent computing the FFT anyway.
>
> ----
>
> If you are interested in using pseudospectral methods for evolution
> equations,
> you can do this directly through NDSolve and there are some built in
> functions
> that will compute pseudospectral derivative approximations for you.
> Both are described in the advanced documentation for NDSolve:
>
>
> http://documents.wolfram.com/v5/Built-inFunctions/NumericalComputation/EquationSolving/AdvancedDocumentation/NDSolve.html
>
> look under the topic Pseudospectral derivatives under the heading
> Partial Differential Equations on that page
>
> For example,
>
> In[45]:=
> Timing[Block[{
> L = 10},NDSolve[{D[u[t,x,y],t,
> t] \[Equal] D[u[
> t,x,y],x,x] + D[u[t,x,y], y,y] + Sin[u[t,x,y]], u[0,
> x, y] \[Equal] Exp[-x^2-y^2],(D[u[
> t, x, y], t] /. t\[Rule]0) \[Equal] 0,
> u[t, L,y] \[Equal] u[t,-L, y], u[t, x, L] \[Equal] u[t, x,
> -L]},
> u,
> {t,0,L},{x,-L,L},{y,-L,L},
> Method\[Rule]{"MethodOfLines",
> "SpatialDiscretization"\[Rule]{"TensorProductGrid",
> "DifferenceOrder"->"Pseudospectral"}}]]]
>
> Out[45]=
> {0.625 Second, {{u ->
>
> InterpolatingFunction[{{0., 10.},
>
> {..., -10., 10., ...}, {..., -10., 10., ...}},
>
> <>]}}}
>
> Solves the sine-Gordon equation in two spatial dimensions with periodic
> boundary conditions using the pseudospectal method.
>
- Follow-Ups:
- Import[file,"Table"] ????
- From: "Maurits Haverkort" <Haverkort@ph2.uni-koeln.de>
- Import[file,"Table"] ????