[Gretl-devel] gretl intertemporal speed comparison

Hi everybody, at the gretl conference the last couple of days we also talked about the speed improvements, and (as always) an idea was to run some tests or comparisons. So here's a first piece of evidence concerning the hansl scripting language, which uses the non-econometric RBC solution code example that Federico had presented at the Berlin conference in 2015. The adapted code scripts are attached. (Ignore the reference to the hanslspeedjulia.gfn package, it's not used in there and it's a non-published secret package at this point.) Notes: - The code is heavily loop-based, and there are basically no calls to other user-defined functions, and only relatively few calls to native gretl functions. It's mostly just straightforward arithmetic, but still long-running. AFAIK the function call overhead has also been much improved in hansl in recent years, but this will _not_ be showing in this example. - I'm running the comparison on an old Windows-10 machine in the GUI program; the gretl versions are: (1) 1.9.12 from ten years ago (March 2013, 32bit); (2) 2018a from almost exactly five years ago (June 2018, 64bit); (3) the latest snapshot (June 2023, 64bit). Executive summary: gretl's performance in this subarea has tripled from 2013 to 2018, and doubled again from 2018 to today. Overall in the last 10 years the gain has almost been 6-fold. (The runtime today is about 17% of what it was in 2013.) Timings (best of two runs each): - 742 sec with version 1.9.12 - 243 sec with version 2018a - 127 sec with latest snapshot (2023b-git) Finally, however, it is clear that this kind of code still runs comparatively slow in interpreted languages like hansl. Doing just-in-time compilation (JIT) on these kinds of loops will still bring a massive speedup. (I'm seeing an additional factor of 20 or so.) But that's a totally different story and a different kind of dimension. This experiment is about documenting gretl's progress over time. I know this would be a good addition to some wiki page or so, but for now it's easier for me to just post this here on the list. thanks sven