Re: [Gretl-devel] basic Julia support
Am 21.01.2016 um 16:10 schrieb Allin Cottrell:
On Thu, 21 Jan 2016, Riccardo (Jack) Lucchetti wrote:
For sure, that's an example of something that julia does a lot faster
than gretl. But my notional prize is not yet awarded since if I insert
this native function
Your example shows that recursion is a _lot_ faster in julia; so now we
want a case where recursion is actually needed.
Well I don't have a real use case for recursion, but we had a real use
case back at the gretl conference last year. One young guy (sorry I
forget his name, but I still remember the person very well, I think his
name starts with F (?)) presented timings with pretty bad gretl
performance compared to Matlab. IIRC it was a DSGE solution, so it's
clear that that is not really gretl's target audience, but still. Plus,
we know that the New York Fed switches from Matlab to Julia, speed being
one of the reasons, so the gap between gretl and Julia for such
applications must be huge. So I believe that addressing these speed
issues would most probably have some positive side effect on other
applications that are more common in gretl's world.
Of course, it would help if we had an idea what exactly is the
bottleneck in gretl that is responsible for the major part of the gap.
But perhaps Allin and Jack already have an idea what's going on? At
least I remember that Jack was not very surprised when he saw he timings
in Berlin.
cheers,
sven