Optimizing Calculation in Julia compared to C (New to Julia)

[baggepinnen]

I would store M as a vector of static arrays since one dimension (3) is known and fixed. This will probably speed things up quite a lot.

See my previous answer here for a similar situation

Optimising code: Multiplying a list of matrices by a matrix

I changed your code to use static arrays, the timing of devectorized is printed in the bottom using LinearAlgebra, BenchmarkTools, StaticArrays # De-vectorised code function devectorised!(mu, S, A, ATranspose, R, simulationLength, u) n = length(mu) for i = 1:simulationLength for j = 1:n mu[j] = A*mu[j] + u S[j] = A*S[j]*ATranspose + R end end end # Admin d = 6 n = 1000 simulationLength = 30 # Motion model T = 20e-3 A = [Array(1.0I, 3, 3) T*Ar…