How to correctly use lists inside Compile

Question

Consider the following code:

Compile[{{x,_Real}},Module[{x1=x,W},
 W=RandomVariate[NormalDistribution[0, 10^-2], 2];
 x1=x1+W[[1]]+W[[2]];
 x1]]

It fails complaining that W[[1]],W[[2]] is longer that the depth of the variable. How to correctly use a list inside Compile?

There is probably no point in "compiling" RandomVariate. The backend of RandomVariate should be compiled already. — Henrik Schumacher, Commented Nov 30, 2021 at 20:13

Ulrich Neumann · Accepted Answer · 2021-11-30 11:55:16Z

7

Try

cp = Compile[{{x, _Real}}, 
Module[{x1 = x, W = RandomVariate[NormalDistribution[0, 10^-2], 2]}, 
x1 = x1 + W[[1]] + W[[2]];x1]]

answered Nov 30, 2021 at 11:55

Ulrich Neumann

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$\begingroup$ It works, thanks. But why is my code wrong? It seems the same as yours... $\endgroup$
– mattiav27
Commented Nov 30, 2021 at 11:58
1

$\begingroup$ Probably because Compile has to know the size of W $\endgroup$
– Ulrich Neumann
Commented Nov 30, 2021 at 12:08
3

$\begingroup$ Your code works if you change Module to Block ! $\endgroup$
– Ulrich Neumann
Commented Nov 30, 2021 at 12:13

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