csharpfftfsharpintegrationinterpolationlinear-algebramathdifferentiationmatrixnumericsrandomregressionstatisticsmathnet
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86 lines
2.9 KiB
86 lines
2.9 KiB
// <copyright file="Apply.fsx" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2013 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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#r "../../out/lib/Net40/MathNet.Numerics.dll"
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#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll"
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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.Double
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open MathNet.Numerics.LinearAlgebra.Generic
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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) |> withRandom (Random.mersenneTwister ())
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DenseVector.randomCreate 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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