Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/market-models-code-tp11949p11957.html
On Tue, 2009-11-17 at 20:09 +1100, Mark joshi wrote:
> Well all that really needs to be done is changing all the valarrays I
> changed to deques and timing the testsuite. The only slight subtlety
> is that the argument orders tend to be different for valarrays.
Ok, done. I've run the market-model test cases. On VC9, deque is about
1.5 % faster than vector (about 10 seconds out of 10 minutes) and
valarray is 2.5% faster than deque (another 15 sec.) Optimizations were
as specified in release mode.
With gcc and -O2, it makes hardly any difference in timing.
So what do we do? Do we switch to deque?
Luigi
--
The first thing we do, let's kill all the lawyers.
-- W. Shakespeare, "King Henry VI, Part II"
------------------------------------------------------------------------------
Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
trial. Simplify your report design, integration and deployment - and focus on
what you do best, core application coding. Discover what's new with
Crystal Reports now.
http://p.sf.net/sfu/bobj-july_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev