Subject: quad_qag slow due to compilation at each step?
From: dlakelan
Date: Wed, 12 Mar 2008 12:06:11 -0700
I'm not sure, but I am beginning to suspect that my code may be very
slow because quad_qag calls get-integrand which calls compile. I am
essentially doing a find-root of a quad_qag every time I call my
function which means that quad_qag gets called 20 times or so for each
outer function evaluation... each time find root calls it, it's
re-compiling the integrand.
I don't know whether in this specific case, the overhead of compile is
worth it. Any suggestions as to how to deal with this??
Perhaps I just try replacing quad_qag with romberg... but in general how
should maxima handle this case? Is there a way we can provide the user
with a mechanism to hand quadpack functions a pre-compiled integrand?
Thanks for any suggestions.