gistfile1.jl

function init(u)
    n = length(u)
    dx = 1.0 / (n-1)
    @fastmath @inbounds @simd for i in 1:n
        u[i] = sin(2pi*dx*i)
    end
end

function deriv(u, du)
    n = length(u)
    dx = 1.0 / (n-1)
    @fastmath @inbounds du[1] = (u[2] - u[1]) / dx
    @fastmath @inbounds @simd for i in 2:n-1
        du[i] = (u[i+1] - u[i-1]) / (2*dx)
    end
    @fastmath @inbounds du[n] = (u[n] - u[n-1]) / dx
end

function norm(u)
    n = length(u)
    T = eltype(u)
    s = zero(T)
    @fastmath @inbounds @simd for i in 1:n
        s += u[i]^2
    end
    @fastmath @inbounds return sqrt(s/n)
end

function main()
    n = 2000
    u = Array(Float64, n)
    init(u)
    du = similar(u)
    
    deriv(u, du)
    nu = norm(du)
    
    @time for i in 1:10^6
        deriv(u, du)
        nu = norm(du)
    end
    
    println(nu)
end

main()