Re: [Gretl-devel] [Gretl-users] Loop recursion: Speed comparison with Matlab

[moving this to devel now] Am 24.10.2017 um 15:13 schrieb Artur Tarassow: > Am 24.10.2017 um 14:36 schrieb Sven Schreiber: >> Because each call to randgen1() should be giving you a new random >> number, if you know what I mean. In the original code (now in >> SBslow()) this looks different. > > Good point, Sven. I was also thinking about the purpose for the 2nd > draw. It's actually taken from K. Sheppard's code. Please show us. From a quick look at what he has online it didn't seem to me that way.

> Are there any theoretical points on this? Of course drawing another > time costs computational time... Well it's quite a different thing. And yes, a side effect is more computational effort. > Yes, we have to call SB() each time. I guess that incorporating the > MC-part (calling SB many times) into the function environment could > speed up things due to reduced transfer costs (copy/return). As I said, by using the 'const' declaration most of the copy should be gone I'd hope.

> its current form, SB() is very flexible and not limited to some > specific purpose (some specific time-series model or so). Well, you could add an optional argument 'numdraws' or something. If numdraws==1 (the default) everything stays as it is now. Otherwise you return a matrix with the number of columns equal to numdraws. This might save you some function call overhead.

> Still, the MATLAB example shares the same architecture and is so much > faster. Yes, it is an interesting comparison in any case. Maybe Matlab is doing some just-in-time compilation, don't know.