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rhymer | 6 years ago

Last week I converted a simple side project in Python to Julia. It's a sequential Bayeisan estimation problem. A pleasant surprise that the Julia version runs 30x faster than the Python counter part. I am sure the Python code can be improved using Numba and various tricks. But the Julia version simply works with minimum effort.

I also feel the language really is built for people doing numerical computing. I smiled when I find out that randn(ComplexF64) gives you circularly-symmetric complex normal random variables. It feels like Julia understands what I want.

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elcritch|6 years ago

Is the randn(Complex64) used in your Bayesian estimation project? I’d be curious to know how if so!

rhymer|6 years ago

Yes but not directly. It is used in the Monte Carlo simulation part. In communication systems everything is complex :D