Created
October 27, 2012 04:25
-
-
Save dnmiller/3962937 to your computer and use it in GitHub Desktop.
Matlab's ltitr vs. Julia
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
# Test for ltitr implemented in Julia. I get about 45 ms. | |
function ltitr(A, B, U) | |
N = size(U, 2) | |
X = zeros(size(A, 1), N) | |
for i = 2:N | |
X[:, i] = A*X[:, i-1] + B*U[:, i-1] | |
end | |
return X | |
end | |
# Generated from Matlab's drss. | |
A = [ | |
0.0948 0.3140 -0.0264 0.3122 0.0508 -0.1067 | |
0.1942 -0.0640 0.3212 -0.3044 -0.1294 0.1517 | |
0.1020 0.0272 -0.2001 0.0469 -0.0988 -0.3590 | |
0.2762 -0.3470 0.1809 0.1321 -0.0954 0.2293 | |
-0.0388 -0.1235 0.1149 -0.0617 0.2265 -0.1043 | |
-0.2912 0.1957 0.0466 0.3083 -0.0804 -0.4048 | |
] | |
B = [ | |
-0.9738 0.5583 0.7618 | |
-1.6347 0.7752 1.2038 | |
0 -0.7823 1.5441 | |
3.2967 -0.5119 -1.0941 | |
-0.4837 0.3074 1.4009 | |
0.3281 -0.7417 -0.7114 | |
] | |
N = 10000 | |
U = randn(3, N) | |
gc_disable() | |
tic() | |
for i=1:50 X = ltitr(A, B, U); end | |
timing = toc() | |
println("ltitr took ", (timing / 50) * 1000, " ms") |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
function ltitr_test | |
% Function to test built-in and hand-coded versions of ltitr. I get about | |
% 3.5 ms for the built-in and 48 ms for the hand-coded. | |
A = [ | |
0.0948 0.3140 -0.0264 0.3122 0.0508 -0.1067 | |
0.1942 -0.0640 0.3212 -0.3044 -0.1294 0.1517 | |
0.1020 0.0272 -0.2001 0.0469 -0.0988 -0.3590 | |
0.2762 -0.3470 0.1809 0.1321 -0.0954 0.2293 | |
-0.0388 -0.1235 0.1149 -0.0617 0.2265 -0.1043 | |
-0.2912 0.1957 0.0466 0.3083 -0.0804 -0.4048 | |
]; | |
B = [ | |
-0.9738 0.5583 0.7618 | |
-1.6347 0.7752 1.2038 | |
0 -0.7823 1.5441 | |
3.2967 -0.5119 -1.0941 | |
-0.4837 0.3074 1.4009 | |
0.3281 -0.7417 -0.7114 | |
]; | |
N = 10000; | |
U = randn(3, N)'; | |
tic | |
for i=1:50 | |
X = ltitr(A, B, U); | |
end | |
timing = toc*1000/50; | |
disp(['Built-in took ', num2str(timing), ' ms.']); | |
for i = 1:50 | |
X = my_ltitr(A, B, U'); | |
end | |
timing = toc*1000/50; | |
disp(['Non-built-in took ', num2str(timing), ' ms.']); | |
end | |
function X = my_ltitr(A, B, U) | |
N = size(U, 2); | |
X = zeros(size(A, 1), N); | |
for i = 2:N | |
X(:, i) = A*X(:, i-1) + B*U(:, i-1); | |
end | |
end |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment