Julia vs C++-11 for random walks

[lapeyre....@gmail.com]

Hi, here is a comparison of Julia and C++ for simulating a random walk.

It is the first Julia program I wrote. I just pushed it to github.

--John

[lapeyre....@gmail.com]

Oh, and, (I forgot to mention!)  the Julia code runs much faster.

[Isaiah Norton]

Very neat. Just in case this gets posted to the interwebz, it is worth pointing out that the performance advantage for Julia can probably be explained by differences in the underlying RNG. We use dsFMT, which is known to be one of (if not the?) fastest MT libraries around. I could not find any published comparisons in a quick google, but based on this test harness [1], dsFMT may be significantly faster than std::mt19937:

```
ihnorton@julia:~/tmp/cpp-random-test$ ./random-real
C++11 : 2.34846
Boost : 0.371674
dSFMT : 0.281255
GSL   : 0.649981
```

[1] https://github.com/yomichi/cpp-random-test

[lapeyre....@gmail.com]

 It may be in part the implementation of the RNG. I think it is also in part whether the abstraction is optimized away.
Notice that Julia v0.3 is faster than v0.4. This is probably randbool() vs. rand(Bool).

[Viral Shah]

I doubt that rand(Bool) is any slower, since randbool() calls rand(Bool). It is worth filing this as a performance regression.

-viral

[lapeyre....@gmail.com]

I meant randbool() in v0.3, where it was a more direct call, not randbool() in v0.4.
Anyway, I just found the problem and patched it. Adding one '@inline' now makes rand(Bool) in v0.4
about as fast as randbool() in v0.3.

Should I open an issue (bug report), or just make a PR ?

[Viral Shah]

Thanks. Do create a PR.

-viral

[lapeyre....@gmail.com]

Ok. It's done.  Just to be sure I understood what I read on a github forum; there is no way for me to attach a label to the PR. So the labels are always added by someone else ?

--John

[Viral Shah]

I believe the labels can only be attached by those who have read/write access.

-viral

[lapeyre....@gmail.com]

Good. This is fine with me.Thanks.
--John

[Frank Kampas]

Microsoft C code is not very fast these days.  You might want to compare with MinGW.