octave_rand::scalar() v. randn

[Steve C. Thompson]

Group,

I've ask about this yesterday, but I will simplify the question.

Say you write a C++ program using the Octave headers (then make it into
an .oct module) which returns a vector of 1e7 Gaussian distributed
numbers.  Comparing the speed of this to randn(1,1e7), I've found randn
to be much much faster than calling octave_rand::scalar() many times.

I will be adding more to this later.  I've converted a simple simulation
into C++, made the .oct file, and compared the performance to a
vectorized m-file-only simulation.  The pure m-file simulation runs
faster!  Try to explain that.

I will be following up source code and more explanation.  But I thought
that maybe one of you would know about octave_rand::scalar() v. randn.

Thanks,
Steve



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