Dear all, thanks in advance for any reply.
Coming from Matlab, new to julia,
I was impressed by the benchmarks reported for Julia and thought to rewrite some of my codes in Julia. Before doing so I wanted to run a simple test myself
I am running a simulation in which an N by 3 array needs to be updated in each step by matrix multiplication and the addition of a random noise vector. Simply put, I’m running a loop as follows:
for nIdx in 1:50000 pos = pos + L*pos +randn(N,3) end
where L is a 100x100 matrix and pos is preallocated. All variables have the same type, so I believe there is no type instability.
a comparison of this loop using @time with an equivalent MATLAB code yields similar timings for both (about 1 sec).
Am I missing something in the implementation? can I speed up the implementation of this loop in Julia?