>> > 2) What we can do for Octave become faster?
It looks like he was unaware that Octave has a MEX interface, so
"Octave + C" results are missing. I downloaded the examples and tried
with Octave 3.6.0-rc1. Using just the interpreter I got these results
(Scenario 2) after 4.5 hours:
1.2028 1.4044 1486.8071
I then:
mv HMMfilter.m HMMfilter.bak
mv HMMsmoother.m HMMsmoother.bak
cp HMMfilter_C.c HMMfilter.c
cp HMMsmoother_C.c HMMsmoother.c
mkoctfile --mex HMMfilter.c
mkoctfile --mex HMMsmoother.c
and re-ran Scenario 2 and got these results in about 3 minutes:
1.0756e+00 5.1259e-03 1.6346e+01
i.e. approximately 99% faster
--judd