Breeze MultivariateGaussian Timing Test

TimingTest.scala

import breeze.linalg._
import breeze.math._
import breeze.stats.distributions._

object TimingTest {

  def timeIt[R](block: => R): R = {
    val t0 = System.nanoTime()
    val result = block    // call-by-name
    val t1 = System.nanoTime()
    val elapsed = t1 - t0
    println("Elapsed time: " + elapsed + "ns (" + elapsed / 1e9 + " sec)")
    result
  }
 
  def testMVGaussian(): Double = {
    val dm = DenseMatrix((1.0,-0.9),(-0.9,1.0))
    val mvd = MultivariateGaussian(DenseVector(0.0,0.0),dm)
    val n = 10000
    var zs : IndexedSeq[DenseVector[Double]] = null
    
    for (i <- 1 to 100) {
      zs = mvd.sample(n)
    } 
    zs(n-1)(1)
  }

  def main(args: Array[String]) = {
    val v = timeIt { testMVGaussian }
    println("v: "  + v)
  }

}