Questions on optimizing Mathematica code for higher performance. This may mean faster execution, lower memory usage or both. Not to be confused with mathematical optimization.

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0
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126 views

My algorithm produces too many permutations

Imagine the following problem. A population of size $n$ consists of $i$ men and $n-i$ women. The population goes to the casino. Call $g_m$ ,$g_w$ the amount of money won by men and women respectively. ...
6
votes
1answer
703 views

Hardware Performance Metrics for Mathematica

Dear Mathematica users I am looking into buying a new computer and Mathematica is one of the main applications I run. To help me assess the overwhelming welter of choice out there: I'd like to know ...
1
vote
1answer
159 views

Parallelization of the stochastic Euler scheme

I wrote a simulation to approximate the law of a stochastic differential equation via a Monte Carlo method using the stochastic Euler scheme. Then I thought, it would be a good idea to speed up ...
15
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1answer
271 views

A fast, robust DropWhile

For reasons that have never been entirely clear to me, Mathematica has had a built-in TakeWhile function since version 6.0, but has no equivalent ...
7
votes
1answer
474 views

Exporting a sequence of graphs as video efficiently

I have a sequence of graphs that are being created within Mathematica which I'm exporting to create an animated plot of the graph, as follows. ...
0
votes
0answers
93 views

Inconsistent results in fits from NArgMin

EDIT: Just realized I had misspelled "inconsistent." I'm using version 7.0. I'm trying to fit a (noisy) data set to a large-order polynomial. (Just for context: there isn't a model for the ...
15
votes
1answer
231 views

Performance of compiled functions

I am trying to find the fastest way to calculate two values where both of them are sum of different expressions. I combine both calculations in one Sum[]. I'm ...
4
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0answers
113 views

Efficient Generation of Subgraphs (or, unfriend a friend a day)

NB: If you're not interested in the back-story, you could simply jump forward to the code which I'm seeking to optimize. Also, I believe this code would only work for MMA 8.0 and above. My friends ...
0
votes
2answers
195 views

Seeking faster method than using Table and If together [duplicate]

See the example below. Is there any way to make this execute much faster and still get the same output ? I have read Conditionals slower than operators? but it didn't really help me as I can't seem to ...
5
votes
1answer
168 views

What is the fastest way to maintain a large set of expressions?

In my algorithm I need to maintain a set (an unordered list of distinct elements) of expressions supporting two operations: Test an expression for membership in the set Adding a new expression to ...
8
votes
1answer
505 views

Integration strategies for oscillatory multidimensional function

I am seeking to integrate a highly oscillatory, multidimensional function. I am currently using NIntegrate's QuasiMonteCarlo approach. However, this is time-consuming and, given my current resources, ...
2
votes
0answers
195 views

why version 9 is much slower than version 8 in producing these graphics

Consider this example(taken from Thomas's question here) ...
1
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0answers
74 views

Is the TCPIP link type compressed?

Since I'm already piping a MathLink connection in a ssh tunnel (connect back is a pain!), I wonder if it makes sense to compress the data in the stream (ssh -C). As ...
11
votes
3answers
592 views

Every second evaluation in notebook front end is slow

I'm having a rather baffling problem that Wolfram was unable to help me diagnose, and I'm hoping one of you geniuses in residence here can figure it out. (I don't get access to the Technical Support ...
27
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0answers
438 views

Why is StringExpression faster than RegularExpression?

Edit: as noted by Albert Retey the performance difference is only seen when sub expression extraction is performed. If this test is used below the timings are similar: ...
5
votes
0answers
84 views

Faster way to perform SameQ[Reduce[…], Reduce[…]]

I'm have some expressions that I need to confirm the equality of. SameQ[Reduce[...], Reduce[...]] works like a charm for the more simple expressions, however when ...
2
votes
0answers
158 views

Speeding up a numerical constrained quadratic optimization

I'm trying to solve a quadratic optimization problem in 35 variables, $\vec{α} = \left< α_1, \ldots, α_{35}\right>$: $$ \begin{aligned} &\operatorname*{maximize}_\vec{α}&&1.0\cdot ...
8
votes
2answers
126 views

vectorized operations is not efficient?

Consider the following example: ...
14
votes
1answer
228 views

How to create internally optimized expression for computing with high WorkingPrecision?

I have large dataset and need to fit rather complicated function on it with different values of one of its parameters (this parameter must be fixed in every fit). I use the ...
2
votes
3answers
268 views

Using ImageTransformation[] with a lookup table

I need to transform images by ImageTransformation in a time critical application. Therefore I precalculate a lookup table lut of ...
3
votes
2answers
205 views

How to replace Do loops by Inner

I need to replace Do loops by something else because it takes forever with big programs. I have been hinted towards Inner, but ...
2
votes
1answer
113 views

Optimizing a simple calculus using a list of matrices - Repeated dot product between a vector and a list of matrices [closed]

I want to make the following operation : $$ \begin{bmatrix} \dot q_1\\\dot q_2 \end{bmatrix} + \begin{bmatrix} \begin{bmatrix} q_1 & q_2 \end{bmatrix} \mathbf A_1 \begin{bmatrix} q_1\\ q_2 ...
4
votes
4answers
355 views

Remove linear trend from data

I have a large data set with 150k lines and two data columns. I noticed that there is a linear trend, which I want to remove. So, I do the following: first fit with a linear model ...
17
votes
3answers
347 views

How to flush machine underflows to zero and prevent conversion to arbitrary precision?

I'm working on some pretty intense computation in Mathematica; when my code started running slowly, I tracked the source of the problem to Exp[]. I need to ...
4
votes
1answer
137 views

Why is this code in functional style is slower than procedural style?

I know that in Mathematica a functional programming style is often more efficient than procedural style programming using For loops. But the code shown below seems ...
5
votes
0answers
202 views

Parallelizing is much slower than single kernel evaluation?

Starting with a vector of matrices, tVec, I would like to parallelize the multiplication of each element with the same matrix ...
1
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1answer
235 views

how to reduce the time to calculate triple integral

i want to evaluate the following integral, but it takes 15 min to do it. i must reduce the time to calculate it, i have to do a table and create a graph, but takes too long. anyone have an idea ? ...
6
votes
2answers
192 views

How can this AbsoluteTime call be made faster?

I need to convert tons of date strings into absolute times. This generates an example data set of 10,000 strings: ...
6
votes
0answers
95 views

Compiled function crashes kernel when trying to list over different length arguments

I'm trying to speed up a tally/binning operation that I have to run many times. I have many lists of between 1 and 10 numbers from the range [1,5] and I want to ...
2
votes
0answers
96 views

Significant platform-dependent efficiency when importing data?

I'm curious, as I understand that answer this way: If you are using a Linux derivative or something like cygwin on Windows, then this is an efficient solution for reading only the third field ...
4
votes
2answers
312 views

Efficient drawing of convex polyhedron given a set of points [duplicate]

I have a set of points in the 3D space and I want to draw the bounding convex polyhedron of those points. A very naïve solution would be to draw a triangle between every three points: ...
2
votes
2answers
777 views

Importing several huge files with headers & footers

having here several files in ASCII format http://ge.tt/91rv0Jf/v/0 I want to import, while removing headers and footers and then join the several lists. ...
15
votes
3answers
605 views

Select performance

I am fairly new to mathematica and working my way thru Paul Wellins book on Mathematica programming so experimenting with various language constructs. I was experimenting with ...
2
votes
1answer
142 views

How can I place gui controls inside Grid? [duplicate]

In all my apps, I am facing a problem about placing the Gui controls inside Grid. For this purpose, I wrote three functions. The first function, ...
0
votes
2answers
464 views

Fast Autocorrelation Computation

I want to compute the Autocorrelation Function (ACF) of a data table with $10^6$ entries. I know that there is a built-in function in Mathematica for that, but because I do not know how exactly it is ...
16
votes
4answers
3k views

Finding Local Minima / Maxima in Noisy Data

I'm trying to find local minima / maxima in noisy data, consisting of data values taken at certain time intervals. Ideally, the function should take a pair of lists (one containing time values and one ...
5
votes
0answers
785 views

MathKernel.exe capped to use only 13% of CPU?

I am using a Windows machine with 8 cores. No other process than Mathematica 8 is using CPU time right now - still the MathKernel.exe CPU usage does not go beyond 13%. My current computation takes ...
5
votes
1answer
425 views

Montgomery Modular Exponentiation

I'm trying to write a Montgomery exponentiation based on this which can compete with Mathematica PowerMod. We know that PowerMod ...
17
votes
1answer
1k views

Optimizing a Numerical Laplace Equation Solver

Laplace's Equation is an equation on a scalar in which, given the value of the scalar on the boundaries (the boundary conditions), one can determine the value of the scalar at any point in the region ...
14
votes
2answers
1k views

Fastest way to measure Hamming distance of integers

I am looking for a fast and robust way to calculate the Hamming distance of integers. The Hamming distance of two integers is the number of matching bits in their binary representations. I expect that ...
1
vote
0answers
430 views

How can I speed up numerical integration of multidimensional integral?

I am numerically solving an integral equation that contains a double integral. I have managed to get a solution but it takes forever. I am wondering if there is a way to speed up numerical integration ...
1
vote
2answers
205 views

What ways are there to convert an Integer to a list of digits?

How can I convert an Integer to list of numbers? For example: 781049 ==> {7, 8, 1, 0, 4, 9} What are the possible ways of ...
5
votes
0answers
196 views

Speeding up multilinear PRA branch-and-bound algorithm with worst-case exponential time scenario with respect to basic events

The algorithm is a branch-and-bound algorithm that calculates dominances for PRA, probalistic risk assessment. The task was to find faster ways to do it in numerical software such as Matlab but we ...
2
votes
2answers
249 views

Efficient code for building a big list

I would like replace the following code ...
-1
votes
1answer
188 views

Integral evaluation taking too long [closed]

When I try to evaluate the following integral, it runs for a much longer time than I think is should without producing a result. What might be the problem? Can anybody please point it out? ...
9
votes
1answer
243 views

Efficiently filling area with disks located at certain points

Starting from a set of points, I want to fill an area using disks. Each disk's center should be one of the points and the disks should not overlap. I've managed to write a function that, given a list ...
4
votes
2answers
146 views

Speed up plot of $\sum_{j\ge1} 2^{-j}(1-2^{-j})^{n-1}$

I'm a beginner at Mathematica. I would like to plot the following function: $${n\over2} \sum_{j\ge1} 2^{-j}(1-2^{-j})^{n-1}$$ However the following code is just too slow: ...
2
votes
3answers
188 views

Speeding up a simple simulation with random extractions

I wonder if anybody can help, I need a hand with a simple simulation I am writing with Mathematica (I am using version 8). Basically it creates a list (called l) with numbers from 1 to n and a random ...
2
votes
0answers
123 views

Is there documentation on the comparative performance of Mathematica functions? [duplicate]

Recently I have been solving some Project Euler problems. I find there are always several ways to do the same thing. For example, one could join two lists like this: ...