```Date: Feb 23, 2013 11:31 PM
Author: Ray Koopman
Subject: Re: Compiling numerical iterations

On Feb 23, 4:01 am, firlefranz <cornelius.fr...@gmx.net> wrote:> Hi,>> to speed up some calculations I'd like to use this relatively new method of compiling equations or export them to C. But since I'm very new in these things, I have really problems to use this c-compiling function.> Can someone show me on this simple part of code (calculation of a correlation function of a 1D random walk), how it should be implemented?I see little need to compile. Here is your code(with 'l' changed to'j' to avoid confusion with '1'),with times for the two outer loops:SeedRandom[1234567890]num = 10^3tab = Table[0, {num}];corr = Table[0, {num/10}];AbsoluteTiming@For[j = 1, j <= 1000, j++, a = 0; For[i = 1, i <= num, i++,  tab[[i]] = tab[[i]] + a/10;  If[RandomReal[{-1,1}] < 0, a = a + 1, a = a - 1]]]AbsoluteTiming@For[k = 1, k <= num/10, k++, For[n = 1, n <= num/10*9, n++,   corr[[k]] = corr[[k]] + tab[[n]]*tab[[n + k - 1]]/num*10/9]]corr1 = corr;1000{22.882292, Null}{2.836433, Null}Here are the corresponding times for reorgnized codethat gives the same 'corr':SeedRandom[1234567890]AbsoluteTiming@Length[ tab = FoldList[Plus,0, Total@Sign@Table[Most@RandomReal[{-1,1},num],{1000}]] ]AbsoluteTiming@Length[ corr = Table[Take[tab,{k,num*9/10-1+k}], {k,num/10}].Drop[tab,-num/10]/(num*10*9) ]corr == corr1{0.262409,1000}{0.007661,100}TrueMost@RandomReal[{-1,1},num] should be RandomReal[{-1,1},num-1],but I generated 'num' randoms and then dropped the last oneto keep them the same as in your code.
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