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Re: compare the executive speed with Matlab

From: Jaroslav Hajek
Subject: Re: compare the executive speed with Matlab
Date: Sat, 3 Jan 2009 20:34:29 +0100

On Sat, Jan 3, 2009 at 6:40 PM, Howard <address@hidden> wrote:
> Hi Michael,
> Thanks for your reply.
> The attached files are codes for testing the executive time.
> As you can see that below are my executive result, it looks Octave's
> executive speed is slower than Matlab. I thought Octave should be better
> than Matlab. Do you have any idea about it?

I just wonder why did you think that?

> Thanks!
> *Octave on Ubuntu Linux
> ExecutiveTime.m  3.876s
> BinomialEuro.m  20.8s
> BlackScholesEuro.m  0.0594s
> *Octave on Windows
> ExecutiveTime.m  9.97s
> BinomialEuro.m  41.1s
> BlackScholesEuro  0.235s
> *Matlab on Windows
> ExecutiveTime.m  0.0176s
> BinomialEuro.m  0.092721s
> BlackScholesEuro  0.000835s
> Best regards,
> Howard Su

ExecutiveTime and BinomialEuro are loopy, so there's no big surprise -
Matlab does JIT compiling, Octave does not, and probably won't in the
near future.
Btw, BinomialEuro can be easily vectorized, which I suppose would
reduce the speed penalty significantly. Another option is to make it a
compiled function.

BlackScholesEuro is a different story - apparently something is done
significantly more slowly.

RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic

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