All Questions
25 questions
2
votes
0
answers
94
views
How to push the performance of this compiled function
I have the function optvals solving for two variables. For the given example of variables, I need the program to run atmost in a millisecond.
The main part of the ...
- 580
1
vote
1
answer
95
views
How to speed up generating and filtering large lists of numbers?
I have the following code where I brute force search for two variables.
list gives a list of 3 dimensional vectors, say {x,y,z}. ...
- 580
1
vote
0
answers
66
views
Numerical Error using compile
I'm trying to compile a function and I'm running into the following error
CompiledFunction::cfne : Numerical error encountered; proceeding with uncompiled evaluation.
I think I have succeeded in ...
- 580
0
votes
1
answer
123
views
Performance improvements using Table and Compile
I'm converting a code from MatLab to Mathematica. It takes MatLab less than a second to compute it while its more than ten minutes in Mathematica. I was hoping to improve the performance.
Here's a ...
- 580
2
votes
2
answers
91
views
How to speedup comparison in the following example?
I have the following problem: I would like to generate random values of some variable $z$ obeying some distribution, but simultaneously within the interval zmin<...
- 5,963
1
vote
1
answer
86
views
Speed up summation of many inverse matrices
Physical background
I am trying to write a code that computes the Green function of a system, given the Self energy $\hat{\Sigma}_n$, a list of Matsubara frequencies $z_n$ ($n=1,...,N_{Mats}$) and the ...
- 295
3
votes
0
answers
84
views
Using a compiled function in NMinimize
I can get NMinimize to work with compiled functions in simple cases.
This works with a constraint:
...
- 4,839
9
votes
2
answers
471
views
How to detect underflow/overflow (post 11.3)?
This old trick used to work before 11.3:
SetSystemOptions["CheckMachineUnderflow" -> True]
But no longer... so how can we explicitly check for this in v12+??
...
- 31.8k
2
votes
0
answers
148
views
Speeding up the process of NDSolve[] when a user-defined function is involved?
I am trying to tackle a (1+4 dimensional PDE) model at which the solution of the first PDE (with some interpolations and changing the domain) would be used in the second PDE.
In fact, I must choose ...
- 1,827
1
vote
1
answer
84
views
NIntegrate fails with functions that have (necessarily) numeric lists as arguments
I'm not able to NIntegrate a function that has a numeric list as an argument. My original problem involves a compiled function, but a MWE is the following:
...
- 327
1
vote
1
answer
94
views
1
vote
1
answer
222
views
Numerical error in compile, Strange behaviour in numerical evaluation
First of all, apologies for the large numbers, I couldn't find a working example for a far lower order and the zeros are necessary...
my problem is this:
I have a large polynomial (from high-order ...
- 113
5
votes
4
answers
752
views
Findroot with a precompiled function with parameters
If I want to precompile a function that I intend to put into FindRoot many times, I could do it like this:
...
- 1,278
6
votes
2
answers
648
views
Using Findroot with Precompiled Function
I am writing a Monte Carlo algorithm to solve some algebraic equations. To do this I need to evaluate FindRoot many times on the same function.
Following from F'x's answer to
Expression evaluation ...
- 1,278
1
vote
1
answer
593
views
Avoid symbolic evaluation with NSolve and compiled function
Problem
I have a compiled function that I want to use in an equation given to NSolve. I can get the code to run, but it first produces warning messages that result from NSolve trying to evaluate the ...
- 845
5
votes
1
answer
253
views
Compilation, square roots, and integers
After looking at this question, particularly this answer, I wrote my own performance test, using the two functions
...
- 4,291
0
votes
0
answers
67
views
Error message when using a compiled function in NSum [duplicate]
Below is a simple example to illustrate the problem
test = Compile[{{n, _Integer}}, n]
Now, Table works fine
...
- 17.4k
5
votes
2
answers
244
views
A problem with Compile and Map
There is a weird behavior of Compile that I do not understand. Consider the following example:
...
- 1,158
0
votes
1
answer
126
views
Why does Compile redo the calculation when overflow happens?
When implementing the Numerov method solving Schrodinger equation, I encountered this problem. In order to show the order of the evaluation, Print is added.
...
- 2,814
0
votes
2
answers
1k
views
Numerical 3D Integration in Mathematica [closed]
My question in short is: Is it possible to make numerical 3D integration in mathematica efficiently? Or am I gonna have to move this to C++? I feel this problem is way too trivial to go to C++, so ...
4
votes
2
answers
549
views
Problem with machine number precision in compiled functions
When I compile a very big function and give it input the function returns error. I realized that this is because the value of the function becomes smaller than the smallest machine number. Is it ...
- 3,886
17
votes
2
answers
349
views
CompiledFunction returns machine numbers smaller than $MinMachineNumber
When thinking on the workaround for this LogLogPlot bug suggested by halirutan I noticed that CompiledFunction actually can ...
- 62.3k
0
votes
1
answer
342
views
Alleviating a bottleneck involving a function call with symbolic derivatives
I have a bottleneck problem involving a function call with symbolic derivatives.
I don't have much experience with Mathematica (or any dynamic language) and I'm certain that the way I've set this up ...
- 1
10
votes
1
answer
3k
views
Mathematica NDSolve and 'Compile'?
Since the consensus is usually that NDSolve speeds fares badly against compiled code such as c++ ODE solvers using GSL say, is it possible to make up for this lag ...
- 2,145
15
votes
1
answer
676
views
Why is MainEvaluate being used when LinearSolve can be compiled?
According to this question LinearSolve can be compiled. However, CompilePrint[] shows a call to ...
- 1,885