By a process of elimination, I determined that the only variable whose declaration affected the run time was vGridCapital. The variable is declared to be of type Array{Float64,1}, but is initialized as
vGridCapital = 0.5*capitalSteadyState:0.00001:1.5*capitalSteadyState which, unlike in Matlab, produces a Range object, rather than an array. If the line above is modified to vGridCapital = [0.5*capitalSteadyState:0.00001:1.5*capitalSteadyState] then the type instability is eliminated, and all type declarations can be removed with no effect on execution time. --Peter On Monday, June 16, 2014 2:59:31 PM UTC-7, Jesus Villaverde wrote: > > Also, defining > > mylog(x::Float64) = ccall((:log, "libm"), Float64, (Float64,), x) > > made quite a bit of difference for me, from 1.92 to around 1.55. If I also > add @inbounds, I go down to 1.45, making Julia only twice as sslow as C++. > Numba still beats Julia, which kind of bothers me a bit > > > Thanks for the suggestions. > > > On Monday, June 16, 2014 4:56:34 PM UTC-4, Jesus Villaverde wrote: >> >> Hi >> >> 1) Yes, we pre-compiled the function. >> >> 2) As I mentioned before, we tried the code with and without type >> declaration, it makes a difference. >> >> 3) The variable names turns out to be quite useful because this code will >> be eventually nested into a much larger project where it is convenient to >> have very explicit names. >> >> Thanks >> >> On Monday, June 16, 2014 12:13:44 PM UTC-4, Dahua Lin wrote: >>> >>> First, I agree with John that you don't have to declare the types in >>> general, like in a compiled language. It seems that Julia would be able to >>> infer the types of most variables in your codes. >>> >>> There are several ways that your code's efficiency may be improved: >>> >>> (1) You can use @inbounds to waive bound checking in several places, >>> such as line 94 and 95 (in RBC_Julia.jl) >>> (2) Line 114 and 116 involves reallocating new arrays, which is probably >>> unnecessary. Also note that Base.maxabs can compute the maximum of absolute >>> value more efficiently than maximum(abs( ... )) >>> >>> In terms of measurement, did you pre-compile the function before >>> measuring the runtime? >>> >>> A side note about code style. It seems that it uses a lot of Java-ish >>> descriptive names with camel case. Julia practice tends to encourage more >>> concise naming. >>> >>> Dahua >>> >>> >>> >>> On Monday, June 16, 2014 10:55:50 AM UTC-5, John Myles White wrote: >>>> >>>> Maybe it would be good to verify the claim made at >>>> https://github.com/jesusfv/Comparison-Programming-Languages-Economics/blob/master/RBC_Julia.jl#L9 >>>> >>>> >>>> I would think that specifying all those types wouldn’t matter much if >>>> the code doesn’t have type-stability problems. >>>> >>>> — John >>>> >>>> On Jun 16, 2014, at 8:52 AM, Florian Oswald <florian...@gmail.com> >>>> wrote: >>>> >>>> > Dear all, >>>> > >>>> > I thought you might find this paper interesting: >>>> http://economics.sas.upenn.edu/~jesusfv/comparison_languages.pdf >>>> > >>>> > It takes a standard model from macro economics and computes it's >>>> solution with an identical algorithm in several languages. Julia is >>>> roughly >>>> 2.6 times slower than the best C++ executable. I was bit puzzled by the >>>> result, since in the benchmarks on http://julialang.org/, the slowest >>>> test is 1.66 times C. I realize that those benchmarks can't cover all >>>> possible situations. That said, I couldn't really find anything unusual in >>>> the Julia code, did some profiling and removed type inference, but still >>>> that's as fast as I got it. That's not to say that I'm disappointed, I >>>> still think this is great. Did I miss something obvious here or is there >>>> something specific to this algorithm? >>>> > >>>> > The codes are on github at >>>> > >>>> > https://github.com/jesusfv/Comparison-Programming-Languages-Economics >>>> > >>>> > >>>> >>>>