Re: [Gretl-devel] simulation speed
Allin Cottrell schrieb:
On Mon, 28 Dec 2009, Allin Cottrell wrote:
> I've now implemented [a ziggurat that covers the real line
> better] in gretl and I'm running the crush suite right now. If
> it passes ... I'll commit it to CVS and then people can try
> attacking it with big crush.
It passed crush, and it's in CVS.
old result gretl 1.8.6cvs:
loop ca. 2.6 seconds
vectorized ca. 2.0 seconds
new result gretl 1.8.6cvs w/ modified ziggurat:
loop ca. 1.6 seconds
vectorized ca. 0.8 seconds
(of course the precision of the timing decreases the less time it takes)
I think this is a remarkable change. The vectorized speed is now on par
with Ox (the above results weren't for gretlcli). What's more (assuming
that the new method also passes Big Crush), the process of Allin
incorporating the ziggurat method was lightning-fast -- Alan Isaac, if
you're still on the NumPy list maybe Allin's implementation could be
interesting for them.
cheers,
sven