Hmm, replacing slope = A * y[:, i] with A_mul_B!(slope, A, y[:, i:i]) gave a very slightly reduced memory allocation and about the same speed. Am I using it correctly?
-s On Sat, Mar 8, 2014 at 3:39 PM, John Myles White <[email protected]>wrote: > 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 > > >
