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.
