Re: octave_rand::scalar() v. randn

[Quentin Spencer]

Steve C. Thompson wrote:

> 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 noticed in your original post that you used a floating point value to 
count to 1e7. I'm sure this won't change things too much, but an integer 
comparison will always be faster than a floating point one.

> 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.
>  
One of octave's bottlenecks is the parser, but a short m-file that just 
calls randn with a large size doesn't require much parsing, and makes 
one function call to generate the random numbers. Your C file calls a 
the random number generator 1e7 times, with all of the overhead that 
such a function call generates.



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