loop.java

金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料

/* WARANTY NOTICE AND COPYRIGHT
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

Copyright (C) Michael J. Meyer

[e-mail]
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*/

/*
 * Loop.java
 *
 * Created on May 3, 2002, 12:35 AM
 */

package Examples.Array;

/** <p>Computing the sum over all x[i]*x[j], i,j=0,...,N-1 in 
 *  two different loops which do exactly the same operations just
 *  accessing the array elements in different order. Why 
 *  are the relative speeds of the loops so dramatically dependent
 *  on N when N is so small the array fits in the L1 data cache???</p>
 *
 * @author Michael J. Meyer
 */
public class Loop {
    
    public static void main(String[] args)
    {
        int N=500;
        
        // the array we'll be looping through, 8*N KB 
        double[] x=new double[N];
        for(int j=0;j<N;j++)x[j]=0.001;
        
        // lets now compute the sum over all x[i]*x[j], 
        //  i,j=0,....,N-1 in two ways:
        
        double sum=0, s=0;
        
        // LOOP_1
        // straightforward sum over i<j, times two, plus sum over i=j
        long before=System.currentTimeMillis(),
             after, time;
        
        // sum over i<j
        for(int i=0;i<N;i++)
        for(int j=i+1;j<N;j++)s+=x[i]*x[j];
        
        sum+=s;
        
        // add in the sum over i>j (same as sum over i<j)
        sum+=s;
        
        // add in sum over i=j
        for(int i=0;i<N;i++)sum+=x[i]*x[i];
        
        // now finished, time it
        after=System.currentTimeMillis();
        time=after-before;
        System.out.println("LOOP_1, time (milliseconds): "+time);
        System.out.println("Sum = "+sum+"\n\n\n");
        
        
        // LOOP_2
        // Summing over expanding squares i,j<=n, n=0,1,2,...,N-1.
        sum=0; 
        before=System.currentTimeMillis();
        
        for(int n=0;n<N;n++)
        {
            // sum is now the sum over i,j<n,
            // add in the sum over i=n, j<n
            s=0;
            for(int j=0;j<n;j++)s+=x[n]*x[j];
            sum+=s;
            
            // add in the sum over i<n, j=n - but that's the same as s
            sum+=s;
            
            // add in i=n,j=n
            sum+=x[n]*x[n];
        }
        
        // now finished, time it
        after=System.currentTimeMillis();
        time=after-before;
        System.out.println("LOOP_2, time (milliseconds): "+time);
        System.out.println("Sum = "+sum+"\n\n\n");
        
        
    } // end main
            
            
} // end loop