https://github.com/jesusfv/Comparison-Programming-Languages-Economics

A Comparison of Programming Languages in Economics
https://github.com/jesusfv/Comparison-Programming-Languages-Economics

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A Comparison of Programming Languages in Economics

• Host: GitHub
• URL: https://github.com/jesusfv/Comparison-Programming-Languages-Economics
• Owner: jesusfv
• License: mit
• Created: 2014-06-13T00:59:20.000Z (over 10 years ago)
• Default Branch: master
• Last Pushed: 2022-02-10T01:05:42.000Z (almost 3 years ago)
• Last Synced: 2024-07-31T22:49:40.750Z (3 months ago)
• Language: C++
• Homepage:
• Size: 76.2 KB
• Stars: 260
• Watchers: 27
• Forks: 132
• Open Issues: 5
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
## Comparison of Programming Languages in Economics

This project contains the source code referenced in the paper [A Comparison of

Programming Languages in Economics](https://www.sas.upenn.edu/~jesusfv//comparison_languages.pdf) by S. Borağan Aruoba and Jesús

Fernández-Villaverde.

The main fork will remain basically unchanged to allow researchers to check our

basic results.

### Abstract from the paper

> We solve the stochastic neoclassical growth model, the workhorse of modern

> macroeconomics, using `C++11`, `Fortran 2008`, `Java`, `Julia`, `Python`,

> `Matlab`, `Mathematica`, and `R`. We implement the same algorithm, value

> function iteration with grid search, in each of the languages. We report the

> execution times of the codes in a `Mac` and in a `Windows` computer and

> comment on the strength and weakness of each language.

## Files

1. `RBC_C.c`: C code. 

2. `RBC_CPP.cpp`: C++ code

3. `RBC_CPP_2.cpp`: C++ code, more idiomatic but slightly slower.

4. `RBC_F90.f90`: Fortran code.

5. `RBC_Java.java`: Java code.

6. `RBC_Julia.jl`: Julia code, to run `include("RBC_Julia.jl"); @time main()`.

6. `RBC_Matlab.m`: Matlab code.

8. `RBC_Matlab_Inside_Loop.m`: Matlab code with Mex file.

9. `inside_loop_mex.cpp`: Mex file for 8.

10. `RBC_Python.py`: Python code for CPython and Pypy.

11. `RBC_Python_Numba.py`: Python code for Numba.

12. `RBC_R.R`: R code.

13. `RBC_R_Compiler.R`: R code compiled.

14. `RBC_Rcpp.R`: R code with Rcpp.

15. `InsideLoop.cpp`: C++ function for Rcpp.

16. `RBC_Mathematica`: Mathematica code.

17. `RBC_Mathematica_Imperative`: Mathematica code with imperative structure.

18. `RBC_Mathematica_PartialCompilation`: Mathematica code with imperative

    structure and partial compilation.

19. `RBC_CS.cs`: C# code.

20. `RBC_JS.js`: Javascrip code.

21. `RBC_Python_Cython.py`: Cython code.

22. `RBC_Swift.swift`: Swift code.

## Compilation flags

1. GCC compiler (Mac): `g++ -o testc -O3 RBC_CPP.cpp`

2. GCC compiler (Windows): `g++ -Wl,--stack,4000000, -o testc -O3 RBC_CPP.cpp`

3. GCC compiler (Mac): `g++ -o testc -O3 -std=gnu++11 RBC_CPP_2.cpp`

4. Clang compiler: `clang++ -o testclang -O3 RBC_CPP.cpp`

5. Intel compiler: `icpc -o testc -O3 RBC_CPP.cpp`

6. Visual C: `cl /F 4000000 /o testvcpp /O2 RBC_CPP.cpp`

7. GCC compiler: `gfortran -o testf -O3 RBC_F90.f90`

8. Intel compiler: `ifortran -o testf -O3 RBC_F90.f90`

9. `javac RBC_Java.java` and run as `java RBC_Java -XX:+AggressiveOpts`

10. `RBC_C.c` can be compiled in C, C++ and Objective-C: `clang -o testc -x  -O3 RBC_C.c` with `` = `c`, `c++` or `objective-c`. Same for GCC.

11. Swift: `swiftc -o testswift -O RBC_Swift.swift -sdk $(xcrun --show-sdk-path --sdk macosx)`

In all cases with a JIT, you may want to warm up the JIT before testing for

speed.

[1]: http://economics.sas.upenn.edu/~jesusfv/comparison_languages.pdf