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From: | David Bateman |
Subject: | Re: [Fwd: compare the executive speed with Matlab] |
Date: | Mon, 05 Jan 2009 05:21:30 +0100 |
User-agent: | Mozilla-Thunderbird 2.0.0.17 (X11/20081018) |
Howard wrote:
That is a completely artificial test, and the difference might still be due to parser issues and give the speed difference in absolute terms, the example is irrelevant. What michael meant is take your code likeHi Michael, Thanks for your time. For testing non-loop code, I created a simple code with repeating 1000 'a=1', as you can see from the attached file. However, I still got the result as below: Octave on Windows Elapsed time is 0.005150 seconds. Matlab on Windows Elapsed time is 0.000011 seconds. Octave on Ubuntu Linux Elapsed time is 0.004730 seconds. The reason I raised this issue because I will check any problem with the installation or configuration if Octave must be faster than Matlab. No offence, I'm just wondering the executive time compared with Matlab. I appreciate the open source software and will keep it.
for i = 0:nSteps state = i + 1; St = AssetP * Up ^ i * Down ^ (nSteps - i); Value(state) = max(0, b * (St - Strike)); end for tt = nSteps - 1 : -1 : 0 for i = 0:tt state = i + 1; Value(state) = (P_up * Value(state + 1) + P_down * Value(state)) * Df; end end and rewrite it as something like Value = max (0, b * (AsserP .* Up .^ [0:nSteps] .* Down .^ (nSteps - [0:nSteps]) for tt = nSteps - 1 : -1 : 0 Value(1:tt+1) = (P_up .* Value([2:tt+2] + 1) + P_down * Value([1:tt+1])) * Df; end Its probably easy to get rid of the last loop too.. D.
Best regards, Howard 於 六,2009-01-03 於 19:36 +0000,Michael Goffioul 提到:2 of your examples use for-loops. Octave if known to be slower than Matlab with for-loops and it has been repeated at many occasions. No wonder about the timing difference. For the 3rd one, I'm not sure, it might be related to the implementation of normcdf function. Michael. On Sat, Jan 3, 2009 at 5:42 PM, Howard <address@hidden> wrote:Sorry, I forgot to attach the files Howard ---------- Forwarded message ---------- From: Howard <address@hidden> To: address@hidden Date: Thu, 01 Jan 2009 18:48:10 +0000 Subject: compare the executive speed with Matlab Hi Octave, I am a new user with Octave 3.0.3. It is very much appreciated of this good software. I'm wondering the executive speed compared with Matlab. I found Octave's executive time is 10 times slower than Matlab on Windows. (I also try Octave on Linux, but it is still slower than Matlab on Windows) Some People discussed this issue on a forum. They said it is because Octave is not good at Loop code. However, even though I run non-loop code on Octave and Matlab. Octave's executive time is still much slower than Matlab. Do you think it is normal that Octave's executive speed slower than Matlab? or it is my configuration's problem? Thanks for your time Best regards, Howard Su _______________________________________________ Help-octave mailing list address@hidden https://www-old.cae.wisc.edu/mailman/listinfo/help-octave------------------------------------------------------------------------_______________________________________________ Help-octave mailing list address@hidden https://www-old.cae.wisc.edu/mailman/listinfo/help-octave
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