For fun (and science) I tried out the new package 
https://github.com/IntelLabs/ParallelAccelerator.jl for this problem.

Here is the code:

function Jakes_Flat( fd, Ts, Ns, t0 = 0, E0 = 1, phi_N = 0 )
# Inputs:
#
# Outputs:
  N0  = 8;                  # As suggested by Jakes
  N   = 4*N0+2;             # An accurate approximation
  wd  = 2*pi*fd;            # Maximum Doppler frequency
  
  ts   = collect(t0 + (0:Ns-1)*Ts)
  tf  = ts[end] + Ts;
  Ns = collect(1:N0)

  coswt = [ cosvec(ts, wd)'; cosmat(ts, Ns, wd, N) ]
  h = E0/sqrt(2*N0+1)*exp(im*[ phi_N pi/(N0+1)*(1:N0)']) * coswt
  return h, tf;
end

@acc function cosvec(ts, wd)
    Float64[sqrt(2)*cos(wd*t) for t in ts]
end

@acc function cosmat(ts, Ns, wd, N)
    Float64[2*cos(wd*cos(2*pi/N*n)*t) for n in Ns, t in ts]
end


Benchmarking this I get:

julia> @time Jakes_Flat( 926, 1e-6, 50000, 0, 1, 0 )
  0.004779 seconds (115 allocations: 4.965 MB)

and without calling the accelerated functions (by putting @noacc in front 
of the function calls, I get):

julia> @time Jakes_Flat_noacc( 926, 1e-6, 50000, 0, 1, 0 )
  0.019072 seconds (75 allocations: 8.396 MB)

The matlab code on my computer runs at:

>> tic; Jakes_Flat( 926, 1E-6, 50000, 0, 1, 0 ); toc
Elapsed time is 0.009936 seconds.

So.. great victory for ParallelAccelerator.jl?

On Sunday, October 18, 2015 at 1:17:50 PM UTC+2, Vishnu Raj wrote:
>
> Although Julia homepage shows using Julia over Matlab gains more in 
> performance, my experience is quite opposite.
> I was trying to simulate channel evolution using Jakes Model for wireless 
> communication system.
>
> Matlab code is:
> function [ h, tf ] = Jakes_Flat( fd, Ts, Ns, t0, E0, phi_N )
> %JAKES_FLAT 
> %   Inputs:
> %       fd, Ts, Ns  : Doppler frequency, sampling time, number of samples
> %       t0, E0      : initial time, channel power
> %       phi_N       : initial phase of the maximum Doppler frequeny
> %       sinusoid
> %
> %   Outputs:
> %       h, tf       : complex fading vector, current time
>
>     if nargin < 6,  phi_N = 0;  end
>     if nargin < 5,  E0 = 1;     end
>     if nargin < 4,  t0 = 0;     end
>     
>     N0 = 8;         % As suggested by Jakes
>     N  = 4*N0 + 2;  % an accurate approximation
>     wd = 2*pi*fd;   % Maximum Doppler frequency[rad]
>     t  = t0 + [0:Ns-1]*Ts;  % Time vector
>     tf = t(end) + Ts;       % Final time
>     coswt = [ sqrt(2)*cos(wd*t); 2*cos(wd*cos(2*pi/N*[1:N0]')*t) ];
>     h  = E0/sqrt(2*N0+1)*exp(j*[phi_N pi/(N0+1)*[1:N0]])*coswt;
> end
> Enter code here...
>
> My call results in :
> >> tic; Jakes_Flat( 926, 1E-6, 50000, 0, 1, 0 ); toc
> Elapsed time is 0.008357 seconds.
>
>
> My corresponding Julia code is
> function Jakes_Flat( fd, Ts, Ns, t0 = 0, E0 = 1, phi_N = 0 )
> # Inputs:
> #
> # Outputs:
>   N0  = 8;                  # As suggested by Jakes
>   N   = 4*N0+2;             # An accurate approximation
>   wd  = 2*pi*fd;            # Maximum Doppler frequency
>   t   = t0 + [0:Ns-1]*Ts;
>   tf  = t[end] + Ts;
>   coswt = [ sqrt(2)*cos(wd*t'); 2*cos(wd*cos(2*pi/N*[1:N0])*t') ]
>   h = E0/sqrt(2*N0+1)*exp(im*[ phi_N pi/(N0+1)*[1:N0]']) * coswt
>   return h, tf;
> end
> # Saved this as "jakes_model.jl"
>
>
> My first call results in 
> julia> include( "jakes_model.jl" )
> Jakes_Flat (generic function with 4 methods)
>
> julia> @time Jakes_Flat( 926, 1e-6, 50000, 0, 1, 0 )
> elapsed time: 0.65922234 seconds (61018916 bytes allocated)
>
> julia> @time Jakes_Flat( 926, 1e-6, 50000, 0, 1, 0 )
> elapsed time: 0.042468906 seconds (17204712 bytes allocated, 63.06% gc 
> time)
>
> For first execution, Julia is taking huge amount of time. On second call, 
> even though Julia take considerably less(0.042468906 sec) than first(
> 0.65922234 sec), it's still much higher to Matlab(0.008357 sec).
> I'm using Matlab R2014b and Julia v0.3.10 on Mac OSX10.10.
>
> - vish
>

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