Looks like A_mul_B! should work for you to avoid memory allocation. — John
On Mar 8, 2014, at 3:38 PM, Spencer Russell <[email protected]> wrote: > I'm learning a little numerical ODE stuff, so I whipped up an implementation > of the Euler algorithm. > > It accepts systems of 1st-order equations, and the code was clean and I was > happy, and all was right in the world. Then I noticed that for small step > sizes it was allocating a very large amount of memory. It seems that the > allocation is happening in the matrix math, because when I wrote out the > matrix multiplication explicitly I got about a 30x speedup and huge reduction > in memory allocation (50MB instead of 2GB). > > This feels like a bit of a nuclear option, and makes what was really nice > general code into something much uglier. Is there a better solution? > > https://gist.github.com/ssfrr/4f5ecfaf462bb5b487db > > -s
