Re: VEGAS algorithm for monte carlo integration in LuaJIT2
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- Subject: Re: VEGAS algorithm for monte carlo integration in LuaJIT2
- From: steve donovan <steve.j.donovan@...>
- Date: 2012年1月22日 10:22:59 +0200
On Sun, Jan 22, 2012 at 2:26 AM, Francesco Abbate
<francesco.bbt@gmail.com> wrote:
> Actually if the math.random is used the algorithm is faster that C but
> we didn't clearly understand the reason.
So this is the performance bottleneck; LuaJIT's math.random is an
optimized fast call. So the Lua/C boundary is penalizing your other
random generator.
Just a thought: how about coding the random number generator directly in Lua?
steve d.