2 ms·
i tried the approach of generating them ahead of time and then loading them from disk. it only uses 80mb of memory for this example. the difference i see betwe
by shoo 13y ago
i tried the approach of generating them ahead of time and then loading them from disk. it only uses 80mb of memory for this example.
the difference i see between generating numbers on-the-fly using boost and reading them from disk is 6.41s vs 0.32s, ie a 20x speedup, for 10 repetitions of 100,000 paths over 100 timesteps.
edit: here's the code - https://gist.github.com/fcostin/3ed3512ad167adf9c785 https://gist.github.com/fcostin/3ed3512ad167adf9c785