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@wilzbach /flex.d
Last active Aug 21, 2016

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Flex.d vs Tinflex.R
#!/usr/bin/env dub
/+ dub.json:
{
"name": "bench_flex",
"dependencies": {
"mir": {"path": "."},
},
"dflags-ldc": ["-mcpu=native"]
}
+/
/+
$ ldc-git --version
LDC - the LLVM D compiler (798cda):
based on DMD v2.071.2-b1 and LLVM 3.8.1
built with DMD64 D Compiler v2.071.1
Default target: x86_64-unknown-linux-gnu
Host CPU: haswell
http://dlang.org - http://wiki.dlang.org/LDC
+/
import mir.random.flex;
__gshared double r;
void main()
{
import std.stdio : writefln;
import std.conv : to;
alias S = double;
int n = 10_000; // number of samples
import std.random : Mt19937;
auto gen = Mt19937(42);
import std.math : exp, log, PI, sqrt;
S rho = 1.1;
S[] points = [-S.infinity, -1.5, 0, 1.5, S.infinity];
enum S halfLog2PI = S(0.5) * log(2 * PI);
auto f0 = (S x) => -(x * x) * S(0.5) - halfLog2PI;
auto f1 = (S x) => -x;
auto f2 = (S x) => S(-1);
import std.datetime;
import std.stdio;
StopWatch sw;
sw.start();
foreach (i; 0..n)
{
auto f = flex(f0, f1, f2, -0.5, points, rho);
// we even sample a value on top to show that no optimizations are done
r = f(gen);
}
sw.stop();
writeln(sw.peek().msecs, " ms");
}
> dub run --build=release-nobounds --compiler=ldmd2-git --single flex.d
n = 10K
1.1: 122 ms
n = 1K
1.01: 46 ms
1.001: 169 ms
> Rscript rinflex.R
n = 10K
1.1: 79.47334 secs ( intervals)
n = 1K
1.01: 21.22911 secs ( intervals)
1.001: 79.04718 secs ( intervals)
require(Tinflex)
SEED <- 123456
set.seed(SEED)
rho <- 1.1
halfLog2PI <- 0.5 * log(2 * pi);
lf <- function(x) { -(x * x) * 0.5 - halfLog2PI }
dlf <- function(x) { -x }
d2lf <- function(x) { -1 }
cT <- -0.5
n = 10000
start.time <- Sys.time()
for (i in 1: n) {
gen <- Tinflex.setup(lf, dlf, d2lf, ib=c(-Inf,-1.5,0,1.5,3, Inf), cT=cT, rho=rho)
}
end.time <- Sys.time()
time.taken <- end.time - start.time
difftime(end.time, start.time, tz, units = "secs")
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