Re: Low hanging fruit - Accelerated random distribution functions

[David Bateman]

Paul Kienzle wrote:
>
> On Feb 23, 2007, at 5:27 AM, David Bateman wrote:
>
>> Paul Kienzle wrote:
>>>
>>> On Feb 22, 2007, at 7:29 PM, Paul Kienzle wrote:
>>>
>>>>
>>>> On Feb 22, 2007, at 11:46 AM, David Bateman wrote:
>>>>
>>>>> I haven't tried to convert the functions geornd,
>>>>
>>>> Octave uses the following; it would be hard to beat:
>>>>
>>>>    rnd(k) = floor (log (rand (size (k))) ./ log (1 - p(k)));
>>>
>>> On second thought,
>>>
>>>     rnd = floor(-rande(n)) ./ log(1-p)
>>>
>>> is 2x faster.
>>
>> Are you sure its not the reverse
>>
>> octave:3> function rnd = geornd2(p,varargin), rnd =
>> floor(-rande(varargin{:})) ./ log(1-p); endfunction
>> octave:4> tic; b0 = geornd(3,1,1e7); toc
>> Elapsed time is 1.643173 seconds.
>> octave:5> tic; b1 = geornd2(3,1,1e7); toc
>> Elapsed time is 3.176453 seconds.
>
> octave2.9:10> tic; y = floor(log(rand(400))./log(1-0.2)); toc
> Elapsed time is 0.534271 seconds.
> octave2.9:11> tic; x = floor(-rande(400)./log(1-0.2)); toc
> Elapsed time is 0.348267 seconds.
> octave2.9:12> [statistics(x(:)),statistics(y(:))]
> ans =
>
>     0.00000    0.00000
>     1.00000    1.00000
>     3.00000    3.00000
>     6.00000    6.00000
>    55.00000   54.00000
>     4.00524    3.99577
>     4.49588    4.46590
>     2.02001    1.99510
>     5.99429    5.90314
>
>
Humm, ok the issue is then probably the overhead in the error checking
etc in geornd

D.

-- 
David Bateman                                address@hidden
Motorola Labs - Paris                        +33 1 69 35 48 04 (Ph) 
Parc Les Algorithmes, Commune de St Aubin    +33 6 72 01 06 33 (Mob) 
91193 Gif-Sur-Yvette FRANCE                  +33 1 69 35 77 01 (Fax) 

The information contained in this communication has been classified as: 

[x] General Business Information 
[ ] Motorola Internal Use Only 
[ ] Motorola Confidential Proprietary