Immutable vs Composite types in Julia

mcmcspeed.jl

module TestMod

immutable ITest
    x :: Float64
    y :: Float64
    z :: Vector{Float64}
end

type CTest
    x :: Float64
    y :: Float64
    z :: Vector{Float64}
end

function memcpy!(dest::CTest, src::CTest)
    dest.x = src.x
    dest.y = src.y
    for i=1:length(src.z)
        dest.z[i] = src.z[i]
    end
end

function testi(N::Int)
    curr = ITest(0.0, 0.0, zeros(5))
    old = curr
    temparray = zeros(5)
    for i=1:N
        for i in 1:5
            temparray[i] = randn() + curr.z[i]
        end
        curr = ITest(curr.x + randn(), curr.y + randn(), temparray)
        #curr = ITest(curr.x + randn(), curr.y + randn(), curr.z + randn(5))
        if rand() < 0.5
            old = curr # Accept
        else
            curr = old # Reject
        end
    end
    return None
end

function testc(N::Int)
    curr = CTest(0.0, 0.0, zeros(5))
    old = deepcopy(curr)
    for i=1:N
        curr.x += randn()
        curr.y += randn()
        #curr.z += randn(5)
        for j=1:5
            curr.z[j] += randn()
        end
        if rand() < 0.5
            memcpy!(old, curr) # Accept
        else 
            memcpy!(curr,old) # reject
        end
    end
    return None
end

N=10
testi(N)
testc(N)

N = 10^6
#gc_disable()
println("testi: $(@time testi(N))")
println("testc: $(@time testc(N))")
#@profile testi(10^5)
#Profile.print()
#Profile.clear()
#gc_enable()
end

results

julia> include("mcmcspeed.jl")
elapsed time: 0.293128759 seconds (32000272 bytes allocated)
elapsed time: 0.254959104 seconds (800 bytes allocated)

This will cost you 5-10% of a second per 10^6 iterations, but I think it's about as simple as you're going to get.

module TestMod

immutable ITest
    x :: Float64
    y :: Float64
    z :: Vector{Float64}
end

function testi(N::Int)
    curr = ITest(0.0, 0.0, zeros(5))
    old = curr
    for i=1:N
        curr = ITest(old.x + randn(), old.y + randn(),
                     [z + randn() for z=old.z])
        if rand() < 0.5
            old = curr # Accept
        else
            curr = old # Reject
        end
    end
    return None
end


N = 10^6
println("testi: $(@time testi(N))")
end