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O-Matrix Statistics Performance
The high performance of the O-Matrix language makes it ideal
for large scale statistical data analysis and simulation. The following
benchmark illustrates performance benefits for some of O-Matrix'
statistics functions.
| Benchmark |
O-Matrix 6.5 |
Matlab 7.6 |
| Sort 3,000,000 random values |
0.296 |
0.417 |
| Sort 30,000 random values |
0.002 |
0.003 |
| Column-wise mean of 100,000x25 random matrix |
0.002 |
0.006 |
| Column-wise standard deviation of 100,000x25 random matrix |
0.002 |
0.083 |
| Norm of 200,000 element random vector |
0.0009 |
0.0002 |
| Create 200,000x20 matrix of uniform distributed random numbers |
0.009 |
0.101 |
| Create 200,000x20 matrix of normally distributed random numbers |
0.061 |
0.073 |
| Create 200,000x20 matrix of log normal distributed random numbers |
0.065 |
NA* |
| Create 200,000x20 matrix of exponentially distributed random numbers |
0.034 |
NA |
| Exponential cumulative distribution function of 200,000x20 matrix |
0.037 |
NA |
| Exponential probability density function of 200,000x20 matrix |
0.033 |
NA |
| Column-wise mean absolute deviation of 100,000x25 random matrix |
0.165 |
NA |
| Column-wise median absolute deviation of 100,000x25 random matrix |
0.004 |
NA |
| Column-wise median of 50,000x25 random matrix |
0.079 |
0.136 |
| Convolution of two 2^14 element vectors |
0.009 |
0.626 |
| Covariance matrix for two 100,000 element vectors |
0.002 |
0.007 |
| Column-wise Kurtosis of 100,000x25 random matrix |
0.005 |
NA |
| Column-wise sum of 100,000x25 random matrix |
0.002 |
0.005 |
All timings are in seconds. - Run on an Intel Core 2 Quad, Q6600 at 2.4 GHz, with 4GB of memory
NA*, Not available or requires additional toolbox
O-Matrix is my first choice for simulation and data analysis.
I could use C++, VB, or Fortran for this, but O-Matrix provides the
performance and convenience I need to bypass these languages.
- Ryan Franklin
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