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visits member for 2 years, 9 months
seen Jul 15 at 17:57

Nov
5
comment Why is Poisson Random Deviate Generation so slow?
Thanks: Compiling to C speeds it up a bit more.
Nov
5
comment Why is Poisson Random Deviate Generation so slow?
@ybeltukov You did a great job, but I need a fast Poisson for any m vector that includes positive numbers. I am not interested, particularly, in using those that are generated from a Uniform distribution.
Nov
5
comment Why is Poisson Random Deviate Generation so slow?
@ybeltukov This is good, but I used the uniform just to have different Poisson rate parameters on each draw of the Poisson. I am not interested in a mixture of a poisson and the uniform.
Nov
5
comment Why is Poisson Random Deviate Generation so slow?
I think it relies on the Rmath standalone c library that underlies the distribution functionality of the R statistical language.
Nov
5
comment Why is Poisson Random Deviate Generation so slow?
I am aware that parallelization can speed up things. But still, even after this, it is too slow, in the context of numerical work involving thousands of iterations. It would be great if the function could be compiled, at least.
Aug
6
comment How can I make points “glow”?
It is glowing, really!
Aug
6
comment Why LibraryLink function crashes at a second time?
@rubenko: Yes, a top level interface would be great as the built in Mathematica functions for linearsolve and inverse are not compilable
Aug
6
comment LibraryLink Documentation
Thanks for this. I am not sure whether double MTensorVector_getReal(MTensor t, mint pos) really exists. Will wait a bit before accepting.
Apr
19
comment What technical obstacles prevent all Mathematica code compiling to C
Another way to think of this is, why can't more of the stuff be compiled so that Mathematica is a great alternative for purely numerical stuff. For instance, all the statistical functionality could be compilable, with proper numerical checks to make it more useful. The intersection of Mathematica and a numeric library such as GSL (in terms of functionality) could be compilable, to make Mathematica a viable alternative for purely numerical tasks.
Feb
24
comment Efficient Generation of Random Variates from a Copula Distribution
This is absolutely great,
Feb
20
comment Compiling Error functions of complex values
They compile for real values, but do not appear to compile for complex arguments.
Jan
27
comment I can't get Compile to work
There are many issues with with your functions. Variables are not localized, r is not defined in fug1, NSolve is not compilable and you probably mean to use g2 but are using function g1 in the FindRoot.
Jan
24
comment Mathematica 9 cannot solve this Integral. Mathematica 8 could. Is this a bug?
The topic is misleading. I thought it was about Regression in Statistics
Jan
18
comment CompiledFunction crashes kernel
Here is something similar from before: stackoverflow.com/questions/8262218/…
Jan
14
comment Compiling LinearSolve[] or creating a compilable procedural version of it
Using Inverse is not advisable. Typically, one uses LinearSolve to avoid inverting matrices.
Dec
17
comment Are you interested in purchasing David Wagner's “Power programming with Mathematica”?
I would be willing to buy it too.
Dec
15
comment Draw from HistogramDistribution with ParallelTable
It works for me with Module.
Oct
29
comment Can the CholeskyDecomposition function in Mathematica be made to work on non-symmetric matrices?
Thanks. This works, but will probably slow down things, when used on millions of iterations.
Oct
28
comment Can the CholeskyDecomposition function in Mathematica be made to work on non-symmetric matrices?
@rm -rf R is doing cholesky decomposition, but it uses only the upper triangular portion of the original matrix. So do most other numerical systems.
Oct
23
comment Compiling a recursive formula
I find that compilation alone (not to C) is significantly faster.