The sma_slice benchmark is ~6x faster on julia 0.4 if you use
slice(avect, begndx:ndx)
--Tim
On Monday, December 01, 2014 04:46:38 AM Greg Trzeciak wrote:
> My take on this is maturity:
>
> Lua is in version 5.3 (beta); Lua JIT version 2.0 vs Julia 0.3 (0.4 in dev)
>
> And as evidenced by the use of eg. @inbounds and @simd it still has a room
> for improvement (which is overall positive). This applies even more so to
> extra packages like DataFrames.
>
> Nevertheless I find Lua results quite impressive. It would be interesting
> to see how llvm-lua would perform, and if llvm makes any overhead on
> performance but I fear I am not the person who would be credible in even
> contemplating the answer, so it would be interesting to hear Julia's core
> developers take on this.
>
> On Monday, December 1, 2014 1:58:17 AM UTC+1, Joseph Ellsworth wrote:
> > Just finished some basic tests comparing the lua jit and Julia for the
> > kinds of statistical functions we commonly compute. It essentially loads
> > 70K 1 minute bar records and computes a sma(14) and sma(600) for every
> > row
> > in the file. This time I included source code so others can figure out
> > what I missed. It is admittedly a simplified case but I have found that
> > if this function runs fast the rest of our system tends to run fast so I
> > consider it a realistic starting benchmark.
> >
> > http://bayesanalytic.com/lua_jit_faster_than_julia_stock_prediction/
> >
> > The results were not what I expected. I expected Julia to blow away
> > lua even with a jit due to the fact that I could allocate memory for
> > result
> > arrays in typed arrays in Julia as blocks and couldn't figure out how to
> > do
> > the same in lua. In addition the lua array index access seem more like a
> > hash rather than a pure numeric array index which should give Julia a
> > substantial advantage when looping across items in an array. What I
> > found is that Lua jit out performed Julia in all but 1 test even if you
> > don't consider Julia's horrible start-up performance.
> >
> > I am hoping that somebody finds a mistake that would make Julia out
> > perform as I really want to love it. I like the Julia community I also
> > really like the multi-dispatch function system. The Julia community
> > seems
> > to be working at a incredible velocity but Julia's poor error messages,
> > slow startup time and letting lua beat them makes me skeptical for
> > investing in it for larger projects. On the other-hand Lua has been
> > around for a long time and is used as a scripting engine in many games and
> > consoles and is unlikely to go away anytime soon.
> >
> > If any of you produce a better Julia version that performs better then let
> > me know and I will add it to the original article. If any of you have a
> > chance to port the same code to Python to using pypy, Java, Scala, C
> > then
> > let me know and I will add it to the original article.
