Code becomes really slow when I combine StaticArrays and DoubleFloats

General Usage Performance
,
14

@jisutich please evaluate these two replacements for your rand_haar2:

using
  LinearAlgebra,
  StatsBase,
  Statistics,
  Random,
  StaticArrays,
  Future,
  DoubleFloats,
  Dates

static_array_dims_product(::Type{Dims}) where {Dims <: Tuple} =
  prod(Tuple(Dims.types))

random_static_array(rand::F, ::Type{Out}, ::Type{Source}, ::Type{Dims}) where
{F <: Function, Out <: Number, Source <: Number, Dims <: Tuple} =
  SArray{Dims}(ntuple(
    i -> Out(rand(Source)),
    Val{static_array_dims_product(Dims)}()))

random_static_array(rand::F, ::Type{Out}, ::Type{Out}, ::Type{Dims}) where
{F <: Function, Out <: Number, Dims <: Tuple} =
  SArray{Dims}(ntuple(
    i -> rand(Out),
    Val{static_array_dims_product(Dims)}()))

function rand_haar2(
  ::Val{n},
  ::Type{Src1},
  ::Type{Src2}) where {n, Src1 <: Number, Src2 <: Number}
    M = random_static_array(Base.randn, ComplexDF64, Src1, Tuple{n, n})
    q = qr(M).Q
    L = map(
      x -> cispi(2 * ComplexDF64(x)),
      random_static_array(Base.rand, Double64, Src2, Tuple{n}))
    q * diagm(L)
end

rand_haar2_fast(::Val{n}) where {n} =
  rand_haar2(Val{n}(), ComplexF64, Float64)

rand_haar2_slower(::Val{n}) where {n} =
  rand_haar2(Val{n}(), ComplexDF64, Double64)

Furthermore, I think that both DoubleFloats and (possibly) StaticArrays have some performance bugs. Will make a PR to DoubleFloats now.

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