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Re: randn benchmarks
From: |
Paul Kienzle |
Subject: |
Re: randn benchmarks |
Date: |
Sat, 24 Jan 2004 15:32:06 -0500 |
Comparing apples to apples (randmt to rand instead
of randn), I find that octave-forge's rand is faster on
both IRIX and Linux. I can squeeze another 25% out
of it by directly accessing the array values. I will need
to do this anyway for N-d array support. I will post this
code in a bit (it is on another machine which just stopped
responding).
I would also like to switch to using the mainline
code for MT (mt19937ar-cok.c) and I've made the
appropriate changes to allow this. However this
will generate a different sequence from the same
seed, so I would rather not make this change until
we are ready to move to a randn based on ziggurat.
Still have no word on license for ziggurat...
Paul Kienzle
address@hidden
On Jan 23, 2004, at 5:33 PM, Dmitri A. Sergatskov wrote:
Dirk and Paul,
While we at it. Could someone explain it to me why Dirk's randmt is
few times
faster than the randn from octave-forge?
octave:2> tic ; randmt(1000); toc
ans = 0.055763
octave:3> tic ; randmt(3000); toc
ans = 0.77237
octave:4> tic ; randmt(10000); toc
ans = 26.469
octave:5> tic ; randn(1000); toc
ans = 0.31140
octave:6> tic ; randn(3000); toc
ans = 2.7659
octave:7> tic ; randn(10000); toc
ans = 30.786
((( It does seem that times converge for very large arrays...)))
octave:8> which randn
randn is the dynamically-linked function from the file
/usr/local/libexec/octave/2.1.50/site/oct/i686-pc-linux-gnu/octave-
forge/randn.oct
Sincerely,
Dmitri.
- packages (was: benchmarks), (continued)
- packages (was: benchmarks), John W. Eaton, 2004/01/06
- randn benchmarks, David Bateman, 2004/01/22
- Re: randn benchmarks, Paul Kienzle, 2004/01/23
- Re: randn benchmarks, Dirk Eddelbuettel, 2004/01/23
- Re: randn benchmarks, Dmitri A. Sergatskov, 2004/01/23
- Re: randn benchmarks, Dirk Eddelbuettel, 2004/01/24
- Re: randn benchmarks,
Paul Kienzle <=
- Re: randn benchmarks, Paul Kienzle, 2004/01/24
- Re: randn benchmarks, Dmitri A. Sergatskov, 2004/01/24
- Re: randn benchmarks, David Bateman, 2004/01/25
eigenvalues 3 times speedup patch [Was: benchmarks], David Bateman, 2004/01/23
Re: benchmarks, David Bateman, 2004/01/26