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there's shorter calculation time for motre datasets

  • To: mathgroup at smc.vnet.net
  • Subject: [mg119143] there's shorter calculation time for motre datasets
  • From: Peter Pein <petsie at dordos.net>
  • Date: Mon, 23 May 2011 06:23:52 -0400 (EDT)

Dear group,

on [1] someone asked why his simulation [2] needs more time when n*T < 
100 than if n*T is slightly above 100.

I guessed that PackedArrays might have to to with this phenomenom, but 
I'm not sure. As you will see in [2], I plotted the needed time vs. n 
and T and put a line n T == 100 into this plot.

Is my assumption about PackedArray correct or is there a more 
complicated background?

Thanks in advance,
Peter

[1]http://www.matheraum.de/read?t=790938
[2]http://dl.dropbox.com/u/3030567/Mathematica/4%20Heston%20Modell%20%28new%20NV%2C%20parallel%29.nb


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