Update: this took place in ING Baring's market data department many years ago - the case was the calculation of correlation co-efficients, from N market prices, generating MxN(N-1)/2 values for M times at which prices where snapshot. The C-program did 2*M*N*N iterations through home-grown correlation coding. The Perl program used a CPAN module iterating it only N(N-1)/2 times with a few optimisations thrown in of the kind we've discussed already.
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In reply to Re^2: Perl slower than java
by anonymized user 468275
in thread Perl slower than java
by Christian888
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