[R] loops and simulation

[Dylan Beaudette]

On Wed, Jul 20, 2011 at 10:43 PM, David Winsemius
<dwinsemius at comcast.net> wrote:
>
> On Jul 21, 2011, at 1:04 AM, Daniel Malter wrote:
>
>> http://mlg.eng.cam.ac.uk/dave/rmbenchmark.php
>>
>> I haven't ever tried it myself, but online sources suggest that Matlab
>> possibly gains speed by internally avoiding loops rather than looping
>> faster. What would stand at the end if this were true, however, is improved
>> end user speed.
>
> When I ran the Toeplitz matrix creation test on a 3 year-old Mac, not the
> fastest available at the time, inside their 20 run test with the outer()
> function I get:
> ---------
> b <- outer(j, k, function(j,k)  abs(j - k) + 1)
>
> Creation of a 220x220 Toeplitz matrix (loops)_______ (sec):  0.0034
> -------------
> When I run their code I get a number very similar to theirs:
>
> -------
>  for (j in 1:220) {
>      for (k in 1:220) {
>         b[k,j] <- abs(j - k) + 1
>       }
>     }
>
> Creation of a 220x220 Toeplitz matrix (loops)_______ (sec):  0.2338
> -----------
>
> So I guess that suggests that either the loop construct or the 220 x 220
> assignments  are the holdup  since the calculation and single assignment
> don't take much time.

Probably the assignment. See the archives.