I am a new mathematica user. I am trying to use the Compile command to speed up my RandomFunction output. The code looks like this:
test2 = Compile[{{ab, _Real}},
Module[{counts, values}, counts = ab + 1;
proc =
ItoProcess[{\[DifferentialD]x[
t] == -x[t] \[DifferentialD]t + \[DifferentialD]w[t]},
x[t], {x, 0.0}, t, w \[Distributed] WienerProcess[]];
result = RandomFunction[proc, {0, ab, 0.01}];
values = result["Values"];
values]];
abc = test2[1];
However, this gives me the following errors: CompiledFunction::cfse: Compiled expression {0.,-0.0293342,-0.113584,-0.18336,-0.183176,-0.1791,-0.291471,-0.256793,-0.177335,-0.0997472,<<91>>} should be a machine-size real number. CompiledFunction::cfex: Could not complete external evaluation at instruction 5; proceeding with uncompiled evaluation.
I don't understand the issues. Is the function RandomFunction even compatible with Compile? Please help.
ItoProcessis independent of the input, so why not defining it once and for all at the start ? – b.gates.you.know.what Mar 13 '24 at 21:24ItoProcessnorRandomFunctionare among compilable function, which means you will not gain any performance optimization by compiling the function, because the compiled function will have to call back the main kernel to evaluate this. I am not sure why there is an error message, though, but this doesn't change the main problem :) – Domen Mar 14 '24 at 09:29