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quadgk
Hi, I made some benchmarks and noted that for 1-d integral quadgk is way more fast than hquadrature. Here is a simple example
hquadrature
julia> using HCubature, BenchmarkTools julia> f() = hquadrature(t -> exp(-t)/t, 1, 100000) f (generic function with 1 method) julia> g() = HCubature.QuadGK.quadgk(t -> exp(-t)/t, 1, 100000) g (generic function with 1 method) julia> @btime f() 26.478 μs (1131 allocations: 31.97 KiB) (0.21938393439552029, 1.3846093405775578e-9) julia> @btime g() 10.078 μs (339 allocations: 8.02 KiB) (0.2193839343955203, 1.3846093658126016e-9)
Is this difference on algorithm level or just because quadgk is internally optimized?
Thanks!
The text was updated successfully, but these errors were encountered:
The algorithms (in 1d) are essentially the same; probably there are just some untapped optimization opportunities in HCubature to reduce allocations.
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Hi, I made some benchmarks and noted that for 1-d integral
quadgk
is way more fast thanhquadrature
. Here is a simple exampleIs this difference on algorithm level or just because
quadgk
is internally optimized?Thanks!
The text was updated successfully, but these errors were encountered: