Ned Goodhue

Ned Goodhue

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Advice on very fast execution

May 1 2007 10:41 AM
Hi everybody,

I'm building a Monte Carlo simulation - not a gambling site, but a type of model that runs millions of times using a random number generator to pick a value for independent variables from a probability distribution that are then used in other calculations.

The inner loops of the model run millions of times and have to be blazingly fast or the model will take weeks, even months to run. We're writing the application in C# and I'm afraid that the overhead of the interpreter from intermediate code into machine code will be a killer.

Any suggestions as to a language I can use for the inner loops that compiles into fast machine code whose object code I can link back into the C# code?

Many thanks, Ned

Answers (3)