Created
July 27, 2015 10:15
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Speeding up sandwiches in Julia
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{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": 1, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"data": { | |
"text/plain": [ | |
"timeIt (generic function with 1 method)" | |
] | |
}, | |
"execution_count": 1, | |
"metadata": {}, | |
"output_type": "execute_result" | |
} | |
], | |
"source": [ | |
"function timeIt(f, k)\n", | |
" f()\n", | |
" t=time()\n", | |
" for i=1:k\n", | |
" f()\n", | |
" end\n", | |
" t=time()-t\n", | |
" println(\"Average time \", t/k)\n", | |
"end" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 19, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [], | |
"source": [ | |
"N=10\n", | |
"T=10000\n", | |
"X=randn(T,N);\n", | |
"u=randn(T);" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 20, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"Average time 0.6659400010108948\n", | |
"Average time 0.6593200016021729\n", | |
"Average time 0.009630000591278077\n", | |
"true\n" | |
] | |
} | |
], | |
"source": [ | |
"function get_V(X::Array{Float64, 2}, u::Array{Float64, 1})\n", | |
" return X'*diagm(u.^2)*X\n", | |
"end\n", | |
"\n", | |
"function get_V_oneLoop(X::Array{Float64, 2}, u::Array{Float64, 1})\n", | |
" Z=fill(0.0, N, T)\n", | |
" for i=1:T\n", | |
" @inbounds Z[:,i]=u[i]^2*X[i,:]\n", | |
" end\n", | |
" return Z*X\n", | |
"end\n", | |
" \n", | |
"f1()=get_V(X, u)\n", | |
"timeIt(f1, 100)\n", | |
"\n", | |
"f2()=X'*diagm(u.^2)*X\n", | |
"timeIt(f2, 100)\n", | |
"\n", | |
"f3()=get_V_oneLoop(X, u)\n", | |
"timeIt(f3, 100)\n", | |
"\n", | |
"println(get_V_oneLoop(X, u)==get_V(X, u))" | |
] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Julia 0.3.7", | |
"language": "julia", | |
"name": "julia-0.3" | |
}, | |
"language_info": { | |
"name": "julia", | |
"version": "0.3.7" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 0 | |
} |
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