[Gretl-devel] Scalability problem

Hi, I am facing a scalability problem when working with matrix elements. Below is a fragment of the script I am working with. </script> nulldata 1000 scalar nobs_full = $nobs scalar nmc = 400 ... # generate a matrix of zeros, with rows = number of obs, cols = number of Monte Carlo runs matrix M = zeros(nobs_full, nmc) # outer loop for operations on rows (actually, series of data) loop for j=1..nmc --progressive --quiet # series-wise operations go here ... genr y_new = constant + 0.5 * x1 + 0.5 * x2 # an example ... #inner loop for operations on elements of matrix loop for i=2..nobs_full --progressive --quiet # element-wise operations go here ... M[i,j] += exp(y_new[i]) * M[i-1,j] # an example ... endloop endloop </script> The amount of calculation is proportionate to matrix size (generate series and perform element-wise operations), no regressions, no matrix manipulations. I did some quick tests and here are the results: * Create a matrix 1000x20, run 1000 iterations (inner loop) time 20 iterations (outer loop). Time: 7 seconds. * Matrix 1000x40, 1000 iterations by 40 iterations. Time:33 seconds. * Matrix 1000x100, 1000 iterations by 100 iterations. Time: 4 minutes 21 seconds. It looks like the problem is not in the loops, but in the way gretl handles matrices, because: * Matrix 1000x40, 1000 iterations by 20 iterations (affecting only the first 20 columns of the matrix). Time: 15 seconds. * Matrix 1000x60, 1000 iterations by 20 iterations (affecting only the first 20 columns of the matrix). Time: 24 seconds. * Matrix 1000x100, 1000 iterations by 20 iterations (affecting only the first 20 columns of the matrix). Time: 41 second. Actually, I was planning to test a matrix of size 1000x400, but it would have taken too much time. By the way, I found no way to forcibly terminate a running script (self-compiled version 1.9.5 running on Ubuntu Linux). It would be nice to have a button (or hotkey, or something similar) for this purpose. Regards, Vitalie CIUBOTARU