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Tom,
there are several options. Basically, Mathematica is an interpretive
language with "packed array" technology built-in. This means it can do
industrial-strength numerics in such a way that you don't notice much of a
difference for most of the common tasks in, say, trading system programming.
This includes all kinds of moving averages and other iterative calculations.
You also have a "compile" function available which allows you to designate
part of your code to be compiled; this will allow Mathematica to make
assumptions up front regarding what type each variable used in this part of
the code will be — integer, real number, array, and so on (normally,
Mathematica doesn't know, and doesn't need to know, beforehand). Mathematica
code that has been designated by the "Compile" statement runs about as fast
as C++ or Fortran code.
Lastly, there is a program called MathLink which is part of the Mathematica
distribution. MathLink allows you to run Mathematica code from within any
C++ program, and, vice-versa, to run any C++ program from within
Mathematica. You might find this useful to embed existing programs into
Mathematica, or, on the other hand, to embed your Mathematica code into a
windowed point-and-click user interface.
Along the same lines, there is also a JLink interface for integration of
Mathematica code with Java.
Best regards,
Michael Suesserott
> -----Ursprüngliche Nachricht-----
> Von: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]Im Auftrag von Tom Strickland
> Gesendet: Tuesday, September 04, 2001 16:53
> An: metastock@xxxxxxxxxxxxx
> Betreff: Re: Mathematica (was Re: MathCAD break out graphs)
>
>
> Mike,
>
> How does the execution speed of a Mathematica calculation compare
> to that of
> a C++ program, particularly for problems requiring extensive
> iteration? Put
> another way, does Mathematica compile its code into a machine language, or
> is it an interpretive language?
>
> Thanks!
>
> Tom
> --------------------------------------------------
> ----- Original Message -----
> From: "MikeSuesserott" <MikeSuesserott@xxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Tuesday, September 04, 2001 8:57 AM
> Subject: Mathematica (was Re: MathCAD break out graphs)
>
>
> > Walter,
> >
> > to tell briefly about my experiences with Mathematica - after
> having been
> > married first to C, then to C++, for almost two decades, I
> finally made a
> > complete switch to Mathematica a few years ago, and have not
> regretted it
> > for one moment. What had taken hundreds of lines of programming code to
> > accomplish in C++ can now usually be done in just a few lines of
> > Mathematica code.
> >
> > As regards Linear Algebra, this is a cinch with Mathematica.
> Again, one or
> > two lines of code will often replace a whole C++ program.
> >
> > It took quite some time for me to reorganize my thinking to match the
> > language, though. As you know, the Mathematica programming language is
> built
> > upon powerful pattern-matching and list-processing engines,
> along with the
> > usual functional and object-oriented syntax mechanisms also
> found in other
> > languages. Therefore, C-style programming is, as a rule, about as
> > inappropriate for Mathematica as, say, assembler-style jump instructions
> > would be for C++. So I definitely had to do some intensive retraining of
> my
> > thought-processes (by means of some excellent books) to really get the
> hang
> > of this new paradigm.
> >
> > Best regards,
> >
> > Michael Suesserott
> >
> >
> > > -----Ursprüngliche Nachricht-----
> > > Von: owner-metastock@xxxxxxxxxxxxx
> > > [mailto:owner-metastock@xxxxxxxxxxxxx]Im Auftrag von W Lake
> > > Gesendet: Monday, September 03, 2001 05:19
> > > An: metastock@xxxxxxxxxxxxx
> > > Betreff: Re: MathCAD break out graphs
> > >
> > >
> > > Hi Michael
> > >
> > > Good to hear from you. I'm glad there's some experience on the List. I
> > > looked for almost 6 to 8 months for an inexpensive version of
> Mathematica
> > > then both Mathematica and MathCAD fell into my lap. So I don't
> > > really have a
> > > sense of where I'm going to end up.
> > >
> > > I have to admit that I was seduced by those wonderful 800+ page books
> ...
> > > "You too can love Linear Algebra using Mathematica". Aside from
> > > producing 80
> > > page topology proofs about turning a ball inside out, I figured
> > > that Linear
> > > Algebra was going to be the most productive trading area for me.
> > >
> > > Since I survived learning Excel ... adding Math analysis to my trading
> > > couldn't possibly be all that hard.<G>
> > >
> > > Would like to hear about your Mathematica experiences, programming and
> > > applications as you care to write about. I have to admit being rather
> slow
> > > in the math department ... I was almost 30 before I could
> count past 14
> > > without taking my shoes off.
> > >
> > > Best regards
> > >
> > > Walter
> > >
> > > ----- Original Message -----
> > > From: MikeSuesserott <MikeSuesserott@xxxxxxxxxxx>
> > > To: <metastock@xxxxxxxxxxxxx>
> > > Sent: Sunday, September 02, 2001 12:35 PM
> > > Subject: AW: MathCAD break out graphs
> > >
> > >
> > > > Hello Walter,
> > > >
> > > > as a long-time user of Mathematica may I suggest another book
> > > that, IMHO,
> > > > would be interesting for newbies and old hands alike - "The
> Beginner's
> > > Guide
> > > > to Mathematica Version 4", by Gray and Glynn. This book is
> a lot more
> > > > up-to-date than Schaum's, and quite inexpensive, too.
> > > >
> > > > One great thing about Mathematica is its built-in
> programming language
> > > which
> > > > is extremely powerful as well as versatile - a computer
> > > scientist's dream
> > > > come true! But it does take a bit of getting used to, just like
> > > any other
> > > > new computer language.
> > > >
> > > > Best wishes,
> > > >
> > > > Michael Suesserott
> > > >
> > > >
> > >
> > >
> >
> >
>
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