The cumsum / cummax / cummin / cumprod, etc have suboptimal performance currently, which are about 20x slower than the sum/prod etc (which we spent a lot of efforts to optimize and tune).
Please open an issue in Github, and we will try to address this problem later. Dahua On Friday, June 20, 2014 10:15:55 AM UTC-5, Charles Santana wrote: > > Dear Julia users, > > First of all, Congratulations for this amazing community and for this > impressive language! I used to program in C++ and in R, I started to > program with Julia 3 months ago and it has changed my life for better!! > Thank you!! > > By checking the profile of a program we are developing we noted that the > "bottleneck" seems to be in a cumulative sum along a dimension in a matrix, > for what we use the function cumsum. > > We are doing something like this: > > DI = rand(5,5); > Dc = cumsum(DI,2); > > Just to try to clarify what we are doing: Imagine that Matrix DI(i,j) > represents the probability of an individual to move from a site i to a site > j. We use Dc to determine to which site an individual in site i will move, > by generating a random number between 0 and maximum(Dc[i,:]). That means, > we are trying to perform a Multinomial Distribution. > > Do you know an alternative to cumsum or do you indicate a good way to use > this function. > > Thanks in advance for any help! > > Best regards, > > Charles Novaes de Santana > -- > Um axé! :) > > -- > Charles Novaes de Santana, PhD > http://www.imedea.uib-csic.es/~charles >
