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Number crunching in CLISP.
- To: clisp-list <firstname.lastname@example.org>
- Subject: Number crunching in CLISP.
- From: "Harvey J. Stein" <hjstein@MATH.HUJI.AC.IL>
- Date: Wed, 10 Aug 1994 01:21:01 +0300
- In-reply-to: <9408092026.AA13748@ursula.ee.pdx.edu>
Thank you, Bruno Haible & Marcus Daniels for pointing out that it's
easy to get CLISP to use the FPU, and how to do it. Marcus raised
questions as to what kind of code I will be using in his comment:
> For this excruciatingly unrealistic code, I think it is the short answer is
> "You can't". Write portions of it in C. Use the approach described
> in foreign.txt (or ask me to point you to the alpha CLISP with FFI).
The kind of code I'm considering basically is solving recursive
functions. I might have something like:
(defun value (level node)
(cond ((= level *MAX_LEVEL*) 100)
(t (let ((p1 (complicate-expression-involving-exponentials))
(p3 (- 1 p1 p2)))
(* (exp (* (aref *RATE* level) (aref *DT* level)))
(+ (* p1 (value (+1 level) (+1 node)))
(* p2 (value (+1 level) node))
(* p3 (value (+1 level) (-1 node)))))))))
where I need to compute (value 0 0) for various values of *RATE* and
*DT*. This is very simplified & off the top of my head, but is
basically the kind of thing we're looking at. The real thing would
have more conditionals embedded in & afew more array references.
We have some functions individually coded in FORTRAN which takes maybe
a couple of seconds to compute (on a 486dx-66). Adding new functions
in FORTRAN is a mess, so I'd like to code a system for investigating
functions of this form in LISP. Investigating these functions
involves plotting their value as a function of various input
parameters. I usually use around 300 points, thus taking about 5
minutes per graph. Then, varying a bunch of other input parameters, I
end up with maybe 60 graphs to look at, thus taking about 5 hours to
generate, which I spread around 5 machines so that I can look at them
in an hour.
My dream is to code this in LISP & get it to run comparably. Then,
maybe I wouldn't even have to recode it. If I can code this in LISP &
get even reasonable speed, then that will be good enough for general
testing & some comparative analysis.
Harvey J. Stein
Berger Financial Research