154k views

### Where can I find examples of good Mathematica programming practice?

I consider myself a pretty good Mathematica programmer, but I'm always looking out for ways to either improve my way of doing things in Mathematica, or to see if there's something nifty that I haven't ...
21k views

### List of compilable functions

Is there somewhere a list on the functions that Compile can compile, or the cases in which a particular function can be compiled that I haven't found? I'd be glad ...
23k views

### How to compile effectively?

What are the best practices of compiling functions? I understand that this is a vague question, but let me list some aspects that might trigger useful answers. Some of these have already been answered ...
3k views

### Can Mathematica's random number generation be improved?

Performance on Random Number generation is intolerable. Whenever you need many deviates from the same distribution but with different parameters it takes forever. Here is a thread on Poisson deviates ...
658 views

### Speeding up Gaussian sampling

Edit Greg Hurst answers show how to independently get 3x speed-up using single-threaded MKL implementation and 4x speed-up by using native implementation with multi-threading, can they be combined? ...
1k views

### Efficient Generation of Random Variates from a Copula Distribution

I have a 7-asset portfolio for which I want to simulate daily log-deltas using a Student T copula. The marginal distributions are all either Stable or TsallisQGaussian. Using NMaximize, I have ...
2k views

### Speed up adding Poisson noise to an image

I'm simulating some images corrupted with Poisson noise, but I'm encountering a few problems with performance. According to the documentation on ImageEffect, one ...
1k views

### What's the most "functional" way to do Cholesky decomposition?

I can do Cholesky in a procedural style, such as: ...
957 views

### What function generates random numbers in a compiled function?

I am writing a simulation for 2D random walk. I wrote several version of code, and found that the speed is like this (fastest to slowest): C++, Mathematica compiled procedural code, Mathematica ...
346 views

### Sampling a Dirichlet Distribution efficiently

I'm sampling a DirichletDistribution like so: ...
283 views

### Speeding Up RandomVariate

Consider the following code where we first take 1000 independent samples from a Poisson distribution, and then take 1000 independent samples from 1000 different Poisson distributions: ...
1 vote
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### Is there any way to compile and export LearnedDistribution?

I use the LearnDistribution function to learn the distribution of some data. Then, I want to export some code to sample from that learned distribution. I tried to use Compile as follows ...
191 views

### How to use Compile? Bivariate Gibbs Sampler

I am trying to use compile to speed up my Gibbs sampler. I know I can use Reap and Sow to speed up tremendously. I have a more complicated Bayesian posterior that I want to speed up with compile so I ...
I'm looking for tips on quickly applying the following update to $B$ pairs of $(w_i,x_i)$ $$\text{step}(w_i,x_i)=w_i-a x_i \langle w_i, x_i \rangle$$ Below is a readable but very slow version ...