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Nov 24, 2017 at 1:51 comment added Michael E2 @B.Solver Not only is InterpolatingFunction not vectorized, it is not compilable. As a result, Compile wastes a lot of time with call back to the main kernel.
Nov 24, 2017 at 1:18 comment added B. Solver This looks great! I've tried updating this example so that I can use it with an interpolating function, and I find that the Compile-d version is in that case 10x slower than not compiling. See here: g = Table[-Exp[-x^2/2], {x, -2, 2, .01}]; gg = ListInterpolation[g, {-2, 2}]; Quiet[Block[{x}, f = x [Function] Evaluate[gg[x]]; gradf = x [Function] Evaluate[D[f[x], x]]; With[{code = gradf[x]}, cgradf = Compile[{{x, _Real}}, code, CompilationTarget -> "C", RuntimeAttributes -> {Listable}, Parallelization -> True]]; ] ]
Nov 23, 2017 at 23:34 history edited Henrik Schumacher CC BY-SA 3.0
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Nov 23, 2017 at 21:53 history edited Henrik Schumacher CC BY-SA 3.0
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Nov 23, 2017 at 21:46 history answered Henrik Schumacher CC BY-SA 3.0