[R-SIG-Mac] Old Dell running faster than new MacBook

[Nils Rüfenacht]

Thanks for your replies.

There's nothing special about my code (I guess), but here it is.


indexGenerator <-  
function(mue,sigma,duration,numOfSimulations,timeStep =  
1/252,nameBasis="Index"){

     m   <- mue
     s   <- sigma
     T   <- duration
     dt  <- timeStep
     n   <- numOfSimulations

     # dataMatrix contains n simulations over T+1 years (from 0 to T)
     dataMatrix      <- matrix(1,nrow=n,ncol=T+1)

     YearEndIndex    <- seq(1:T)/dt + 1

     PTIME <- proc.time()
     for(i in 1:n){

         Index_all   <- seq(0,T,by=dt) + 1
         Index_YE    <- seq(1:(T+1))
         time        <- seq(0,T,by=dt)

         ZFZ <- rnorm(length(Index_all)-1,0,1)

         for(t in 2:length(Index_all)){
             Index_all[t] <- Index_all[t-1] + m*Index_all[t-1]*dt +  
s*Index_all[t-1]*sqrt(dt)*ZFZ[t-1]
         }

         print(paste("Simulation",i,"of",n,"done."),quote=FALSE)
         dataMatrix[i,2:(T+1)] <- t(Index_all[YearEndIndex])
     }

     tableName <- "dummy"
     write.table(dataMatrix,tableName,sep = ";")

     print(proc.time()-PTIME)
}


Without running any other program in the background yields (on my Mac)

 > indexGenerator(0.08,0.15,30,100)
    user  system elapsed
  19.739   0.220  19.961
 > indexGenerator(0.08,0.15,30,1000)
    user  system elapsed
197.721   2.138 199.012
 >

I figured out that the function can be made faster by rewriting the  
code but this doesn't answer my question why my MacBook is slower.  
Here some specifications:

	Modell-Identifizierung:	MacBookPro4,1
   	Prozessortyp:	Intel Core 2 Duo
   	Prozessorgeschwindigkeit:	2.4 GHz
   	Anzahl der Prozessoren:	1
   	Gesamtzahl der Kerne:	2
   	L2-Cache:	3 MB
   	Speicher:	2 GB
	Systemversion:	Mac OS X 10.5.5 (9F33)
   	Kernel-Version:	Darwin 9.5.0

Before I used a Dell Inspirion 510, running on Windows XP with a 1.7  
GHz processor and some lousy 512 MB RAM.

The R-version in use is 2.8.o

Cheers,
Nils



Am 25.10.2008 um 16:41 schrieb Simon Urbanek:

>
> On Oct 24, 2008, at 4:07 PM, Nils Rüfenacht wrote:
>
>> I recently changed from a 4 year old Dell running on Windows XP to  
>> a mew MacBook Pro running on OS X 10.5. I expected to save an  
>> amount of runtime when executing my R code now, but I was mistaken.
>>
>> I didn't figure out what the problem could be! Same code is running  
>> about 30% (!) slower now!
>>
>> Any suggestions?
>>
>
> What about sharing the code with us? There is very little we can say  
> unless you share the code with us as well as the exact machine specs  
> (and compare the same version of R).
>
> Cheers,
> Simon
>