Ahh sorry, forget the 2x slower thing, I had accidentally changed something else. Both the anonymous y->1/g(y) and invg(y) give essentially the exact same run time.
There are a number of 1's and 0's, but AFAICT they shouldn't cause any type instabilities, if the input variable y or x is a Float64, the output should always be Float64 also. In any case I did check switching them to 1. and 0.'s but that also has no effect. Marius On Saturday, June 18, 2016 at 4:08:59 PM UTC+2, Eric Forgy wrote: > > Try code_warntype. I'm guessing you have some type instabilities, e.g. I > see some 1's and 0's, where it might be better to use 1.0 and 0.0. Not sure > :) > > On Saturday, June 18, 2016 at 9:48:29 PM UTC+8, Marius Millea wrote: >> >> Thanks, yea, I had read that too and at some point checked if it mattered >> and it didn't seem to which wasn't entirely surprising since its on the >> outer loop. >> >> But I just checked again given your comment and on Julia 0.4.5 it seems >> to actually be 2x slower if I switch it to this: >> >> function f(x) >> invg(y) = 1/g(y) >> quadgk(invg,0,x)[1] # <=== outer integral >> end >> >> Odd... >> >> >> On Saturday, June 18, 2016 at 3:41:37 PM UTC+2, Eric Forgy wrote: >>> >>> Which version of Julia are you using? One thing that stands out is the >>> anonymous function y->1/g(y) being passed as an argument to quadgk. I'm not >>> an expert, but I've heard this is slow in v0.4 and below, but should be >>> fast in v0.5. Just a though. >>> >>> On Saturday, June 18, 2016 at 8:53:57 PM UTC+8, Marius Millea wrote: >>>> >>>> Hi all, I'm sort of just starting out with Julia, I'm trying to get >>>> gauge of how fast I can make some code of which I have Cython and Fortran >>>> versions to see if I should continue down the path of converting more or >>>> my >>>> stuff to Julia (which in general I'd very much like to, if I can get it >>>> fast enough). I thought maybe I'd post the code in question here to see if >>>> I could get any tips. I've stripped down the original thing to what I >>>> think >>>> are the important parts, a nested integration with an inner function >>>> closure and some global variables. >>>> >>>> module test >>>> >>>> const a = 1. >>>> >>>> function f(x) >>>> quadgk(y->1/g(y),0,x)[1] # <=== outer integral >>>> end >>>> >>>> function g(y) >>>> integrand(x) = x^2*sqrt(x^2*y^2+a)/(exp(sqrt(x^2+y^2))+a) >>>> quadgk(integrand,0,Inf)[1] # <=== inner integral >>>> end >>>> >>>> end >>>> >>>> >>>> > @timeit test.f(1.) >>>> 100 loops, best of 3: 3.10 ms per loop >>>> >>>> >>>> >>>> >>>> Does anyone have any tips that squeezes a little more out of this code? >>>> I have run ProfileView on it, and although I'm not sure I fully understand >>>> how to read its output, I think it's saying the majority of runtime is >>>> spent in quadgk itself. So perhaps I should look into using a different >>>> integration library? >>>> >>>> Thanks for any help. >>>> >>>>
