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How to get Octave.app to work 3


From: Vic Norton
Subject: How to get Octave.app to work 3
Date: Wed, 5 Sep 2007 10:01:13 -0400

Well, the jury is in. I will not be using the octave-2.9.13 of Octave.app in place of octave-2.9.9. The penalty is simply too great. The Octave.app version is excruciatingly slow.

As a test I ran my script "spdrPortf2.m" with two different shebang lines in Terminal (via BBEdit). These were the shebang lines
   (1) #!/usr/local/bin/octave
   (2) #!/Applications/Octave.app/Contents/Resources/bin/octave
I ran the script 4 times, alternating these shebang lines.

The script does a lot of work. Among other things it computes Sharpe- optimal portfolios of the nine Select Sector SPDRs for each of the 403 week-ends from 1999-12-17 to 2007-08-31, saving the results in a 268 KB comma-separated-values file.
   <http://vic.norton.name/finance-math/sospdr/>
   <http://vic.norton.name/finance-math/sospdr/spdrPortf2-3mB.zip>
(The zip archive contains the cvs file.)

Here are the ellapsed time results (from inside the octave script) in the order run:
   (2) ellapsed_time =  169.41 (seconds)
   (1) ellapsed_time =  35.465 (seconds)
   (2) ellapsed_time =  171.68 (seconds)
   (1) ellapsed_time =  35.173 (seconds)

Shebang line (1) is running octave-2.9.9 from High Performance Computing for Mac OS X <http://hpc.sourceforge.net/>. Unfortunately HPC no longer dispenses this version, deferring to the Octave.app package of shebang line (2). Shebang line (2) is running octave-2.9.13 from the Octave.app application <http://sourceforge.net/ project/showfiles.php?group_id=2888&package_id=237839>.

Conclusion. Octave.app (PPC) is at least four times slower than a good implementation of octave on a Macintosh. From my standpoint the more recent version of octave in Octave.app is simply not worth this penalty. Unfortunately I have not been able to compile octave-2.9.13 on my Macintosh from the source code. Hopefully some expert (like Gaurav Khanna of High Performance Computing) will create a Mac binary version of octave-2.9.13 (or later) that is NOT a Macintosh application.

Just my two bits worth.

Regards,

Vic



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