fast binomial random numbers

I hate to ask this, because I'm asking someone to do my work for me. Could someone help me write a fast binomial random number generator?

I have written this:

function X = binom(N,p)
   X = sum(rand(1,N)<p);
end

which is about 3x faster than the built-in vectorized version.

I would like to write a compiled c version, but I basically know nothing about c.

Thanks

Answer 1

[Paulo Silva]

Try using the GUI from

 deploytool

if you have it installed.

or just

mcc -m binom.m

[Ariel Balter]

Darn, I don't seem to have any installed compilers :( I'll need to start there.

Thanks for the answer!

[Paulo Silva]

I think you have to change your code before compiling, change it to this

function binom(N,p)

sum(rand(1,N)<p)

end

Compiled functions can't have outputs besides the ones like you have at MATLAB command line (notice the absence of the ; on the second line) and commands link the disp and fprintf. You must capture the outputs of the functions, unix style (>).

[Ariel Balter]

I installed lcc win32, but I can't seem to get Matlab to see it. Google hasn't helped much. I'm assuming there is some configuration file somewhere where I put the path.

[Paulo Silva]

sorry Ariel, I have no experience compiling code with MATLAB

[Paulo Silva]

The compiler configuration is invoked by

mbuild -setup

Answer 2

[Walter Roberson]

If you cannot get MATLAB to see lcc win32, then you may be using the 64 bit version of MATLAB. See here for the 2011a Windows 64 list. Please note that there are two pieces of software to install for Windows 64: be sure to read the notes!

[Ariel Balter]

Thanks Walter. I tried installing those. But still no luck:

>> mbuild -setup

Please choose your compiler for building standalone MATLAB applications:

Would you like mbuild to locate installed compilers [y]/n? y

Select a compiler:

[1] Microsoft Visual C++ 2008 Express in C:\Program Files (x86)\Microsoft Visual Studio 9.0

[0] None

Compiler: 1

Please verify your choices:

Compiler: Microsoft Visual C++ 2008 Express

Location: C:\Program Files (x86)\Microsoft Visual Studio 9.0

Are these correct [y]/n? y

*****************************************************************************

Error: Could not find the 64-bit compiler. This may indicate that the

"X64 Compilers and Tools" or the Microsoft Windows Software

Development Kit (SDK) is not installed. To build 64-bit binaries,

Microsoft Visual C++ 2008 Express Edition requires that these two

packages be properly installed.

*****************************************************************************

Trying to update options file: C:\Users\abalter\AppData\Roaming\MathWorks\MATLAB\R2010a\compopts.bat

From template: C:\PROGRA~1\MATLAB\R2010a\bin\win64\mbuildopts\msvc90freecompp.bat

Done . . .

>>

[Walter Roberson]

I did say to read the notes. The link I posted tells you specifically what else you have to install. See in particular notes #1 and #3.

[Ariel Balter]

I am running x64, so that may explain the lcc problem. Although, there appears to be a x64 version of lcc.

I tried installing Visual C++ 2010 Express and Microsoft Windows SDK for Windows 7 and .NET Framework 4. I never got asked for an option for x64. Seems like maybe I need visual studio, which is not free.

I appreciate all the help. But, this is getting way beyond the scope of compiling my one line program!

Sounds like the problem starts with my Matlab not having the default compiler.

Oh well.