csharpfftfsharpintegrationinterpolationlinear-algebramathdifferentiationmatrixnumericsrandomregressionstatisticsmathnet
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55 lines
1.5 KiB
55 lines
1.5 KiB
module Apply
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open System.Numerics
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open MathNet.Numerics
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open MathNet.Numerics.Distributions
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open MathNet.Numerics.Random
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open MathNet.Numerics.LinearAlgebra
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open MathNet.Numerics.LinearAlgebra.Double
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/// The size of the vector we want to map things for.
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let N = 1000000
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/// The number of times we repeat a call.
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let T = 10
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/// The list of all functions we want to test.
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let FunctionList : (string * (float -> float)) [] =
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[| ("Cosine", cos);
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("Sine", sin);
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("Tangent", tan);
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("Inverse Cosine", acos);
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("Inverse Sine", asin);
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("Inverse Tangent", atan);
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("Hyperbolic Cosine", cosh);
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("Hyperbolic Sine", sinh);
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("Hyperbolic Tangent", tanh);
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("Abs", abs);
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("Exp", exp);
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("Log", log);
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("Sqrt", sqrt);
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("Error Function", SpecialFunctions.Erf);
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("Error Function Complement", SpecialFunctions.Erfc);
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("Inverse Error Function", SpecialFunctions.ErfInv);
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("Inverse Error Function Complement", SpecialFunctions.ErfcInv) |]
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/// A vector with random entries.
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let w =
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let dist = Normal(1.0, 10.0, Random.mersenneTwister ())
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DenseVector.random N dist
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/// A stopwatch to time the execution.
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let sw = System.Diagnostics.Stopwatch()
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printfn "%d-dimensional vector for %d iterations:" N T
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for (name, f) in FunctionList do
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let v = w.Clone()
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sw.Restart()
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for t in 1 .. T do Vector.mapInPlace f v
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sw.Stop()
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printfn "%s:\t\t%d ms" name sw.ElapsedMilliseconds
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