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  • C# Monte Carlo Incremental Risk Calculation optimisation, random numbers, parallel execution

    - by m3ntat
    My current task is to optimise a Monte Carlo Simulation that calculates Capital Adequacy figures by region for a set of Obligors. It is running about 10 x too slow for where it will need to be in production and number or daily runs required. Additionally the granularity of the result figures will need to be improved down to desk possibly book level at some stage, the code I've been given is basically a prototype which is used by business units in a semi production capacity. The application is currently single threaded so I'll need to make it multi-threaded, may look at System.Threading.ThreadPool or the Microsoft Parallel Extensions library but I'm constrained to .NET 2 on the server at this bank so I may have to consider this guy's port, http://www.codeproject.com/KB/cs/aforge_parallel.aspx. I am trying my best to get them to upgrade to .NET 3.5 SP1 but it's a major exercise in an organisation of this size and might not be possible in my contract time frames. I've profiled the application using the trial of dotTrace (http://www.jetbrains.com/profiler). What other good profilers exist? Free ones? A lot of the execution time is spent generating uniform random numbers and then translating this to a normally distributed random number. They are using a C# Mersenne twister implementation. I am not sure where they got it or if it's the best way to go about this (or best implementation) to generate the uniform random numbers. Then this is translated to a normally distributed version for use in the calculation (I haven't delved into the translation code yet). Also what is the experience using the following? http://quantlib.org http://www.qlnet.org (C# port of quantlib) or http://www.boost.org Any alternatives you know of? I'm a C# developer so would prefer C#, but a wrapper to C++ shouldn't be a problem, should it? Maybe even faster leveraging the C++ implementations. I am thinking some of these libraries will have the fastest method to directly generate normally distributed random numbers, without the translation step. Also they may have some other functions that will be helpful in the subsequent calculations. Also the computer this is on is a quad core Opteron 275, 8 GB memory but Windows Server 2003 Enterprise 32 bit. Should I advise them to upgrade to a 64 bit OS? Any links to articles supporting this decision would really be appreciated. Anyway, any advice and help you may have is really appreciated.

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  • What is 0x10 in decimal?

    - by Omar Abid
    I have the following code: SN.get_Chars(5) SN is a string so this should give the 5th Char Ok! Now i have another code but : SN.get_Chars(0x10) I wonder what 0x10 is? Is it a number? If it's so, then what is it in decimal notation?

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  • Regex negative match query

    - by Matt
    Hey guys, I've got a regex issue, Im trying to ignore just the number '41', I want 4, 1, 14 etc to all match. I've got this [^\b41\b] which is effectively what I want but this also ignores all single iterations of the values 1 and 4. As an example, this matches "41", but I want it to NOT match: \b41\b

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  • Large number of soft page faults when assigning a TJpegImage to a TBitmap

    - by Robert Oschler
    I have a Delphi 6 Pro application that processes incoming jpeg frames from a streaming video server. The code works but I recently noticed that it generates a huge number of soft page faults over time. After doing some investigation, the page faults appear to be coming from one particular graphics operation. Note, the uncompressed bitmaps in question are 320 x 240 or about 300 KB in size so it's not due to the handling of large images. The number of page faults being generated isn't tolerable. Over an hour it can easily top 1000000 page faults. I created a stripped down test case that executes the code I have included below on a timer, 10 times a second. The page faults appear to happen when I try to assign the TJpegImage to a TBitmap in the GetBitmap() method. I know this because I commented out that line and the page faults do not occur. The assign() triggers a decompression operation on the part of TJpegImage as it pushes the decompressed bits into a newly created bitmap that GetBitmap() returns. When I run Microsoft's pfmon utility (page fault monitor), I get a huge number of soft page fault error lines concerning RtlFillMemoryUlong, so it appears to happen during a memory buffer fill operation. One puzzling note. The summary part of pfmon's report where it shows which DLL caused what page fault does not show any DLL names in the far left column. I tried this on another system and it happens there too. Can anyone suggest a fix or a workaround? Here's the code. Note, IReceiveBufferForClientSocket is a simple class object that holds bytes in an accumulating buffer. function GetBitmap(theJpegImage: TJpegImage): Graphics.TBitmap; begin Result := TBitmap.Create; Result.Assign(theJpegImage); end; // --------------------------------------------------------------- procedure processJpegFrame(intfReceiveBuffer: IReceiveBufferForClientSocket); var theBitmap: TBitmap; theJpegStream, theBitmapStream: TMemoryStream; theJpegImage: TJpegImage; begin theBitmap := nil; theJpegImage := TJPEGImage.Create; theJpegStream:= TMemoryStream.Create; theBitmapStream := TMemoryStream.Create; try // 2 // ************************ BEGIN JPEG FRAME PROCESSING // Load the JPEG image from the receive buffer. theJpegStream.Size := intfReceiveBuffer.numBytesInBuffer; Move(intfReceiveBuffer.bufPtr^, theJpegStream.Memory^, intfReceiveBuffer.numBytesInBuffer); theJpegImage.LoadFromStream(theJpegStream); // Convert to bitmap. theBitmap := GetBitmap(theJpegImage); finally // Free memory objects. if Assigned(theBitmap) then theBitmap.Free; if Assigned(theJpegImage) then theJpegImage.Free; if Assigned(theBitmapStream) then theBitmapStream.Free; if Assigned(theJpegStream) then theJpegStream.Free; end; // try() end; // --------------------------------------------------------------- procedure TForm1.Timer1Timer(Sender: TObject); begin processJpegFrame(FIntfReceiveBufferForClientSocket); end; // --------------------------------------------------------------- procedure TForm1.FormCreate(Sender: TObject); var S: string; begin FIntfReceiveBufferForClientSocket := TReceiveBufferForClientSocket.Create(1000000); S := loadStringFromFile('c:\test.jpg'); FIntfReceiveBufferForClientSocket.assign(S); end; // --------------------------------------------------------------- Thanks, Robert

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  • Counting number of times an item occurs in a linked list

    - by HanaCHaN92
    Here is the assignment: Here's the assignment: Implement a method countValue() that counts the number of times an item occurs in a linked list. Remember to use the STL list. int countValue(list front, const int item); Generate 20 random numbers in the range of 0 to 4, and insert each number in the linked list. Output the list by using a method which you would call writeLinkedList which you would add to the ListP.cpp. In a loop, call the method countValue() , and display the number of occurrences of each value from 0 to 4 in the list. Remember that all the above is to be included in the file ListP.ccp Run: 2 3 4 0 1 0 2 4 2 3 3 4 3 3 3 0 0 2 0 2 0 : 5, 1 : 1, 2 : 5, 3 : 6, 4 : 3 and here is what I have so far: #include<iostream> #include<list> #include<tchar.h> int countValue(list<int> front, const int item); using namespace std; int _tmain(int argc, _TCHAR* argv[]){ list<int> front; int listCount; cout << "Enter the size of the list: "; cin >> listCount; for (int i = 1; i <= listCount; i++) front.insert(rand()%5); cout << "Original List of Values: " << endl; //writeLinkedList(front, " "); cout << endl; for(int j=0;j<5;++j) cout << countValue (front,j) << endl; cout << endl; return 0; } int countValue(list<int> front, const int item) { int count0; int count1; int count2; int count3; int count4; list<int> *List; for(list<int>::iterator i = front.begin(); i != front.end(); i++) { if(List->item == 0) { count0++; } if(List->item == 1) { count1++; } if(List->item == 2) { count2++; } if(List->item == 3) { count2++; }if(List->item == 4) { count4++; } } } And here are the errors: error C2065: 'list' : undeclared identifier line 5 error C2062: type 'int' unexpected line 5 error C2661: 'std::list<_Ty>::insert' : no overloaded function takes 1 arguments line 16 error C3861: 'countValue': identifier not found line 21 IntelliSense: no instance of overloaded function "std::list<_Ty, _Ax>::insert [with _Ty=int, _Ax=std::allocator<int>]" matches the argument list line 16 IntelliSense: too few arguments in function call line 16 error C2039: 'item': is not a member of 'std::list<_Ty>' lines 34, 38, 42, 46, 49 IntelliSense: declaration is incompatible with "int countValue" (declared at line 5) line 25 IntelliSense: class "std::list<int, std:: allocator<int>>" has no member "item" lines 34, 38, 42, 46, 49 I just want to know what I've done wrong and how to fix it and also if someone could help me figure out if I'm doing the countValue function wrong or not based on the instructions I would really appreciate it. I've read the chapter in our textbook several times, looked up tutorials on youtube and on Dream in Code, and still I can not figure this out. All helpful information is appreciated!

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  • How to adjust the distribution of values in a random data stream?

    - by BCS
    Given a infinite stream of random 0's and 1's that is from a biased (e.g. 1's are more common than 0's by a know factor) but otherwise ideal random number generator, I want to convert it into a (shorter) infinite stream that is just as ideal but also unbiased. Looking up the definition of entropy finds this graph showing how many bits of output I should, in theory, be able to get from each bit of input. The question: Is there any practical way to actually implement a converter that is nearly ideally efficient?

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  • TSQL formatting - a sure fire way to start a conversation.

    - by fatherjack
    There are probably as many opinions on ways to format code as there are people writing code and I am not here to say that any one is better than any other. Well, that isn't true. I am here to say that one way is better than another but this isn't a matter of preference or personal taste, this is an example of where sloppy formatting can cause TSQL to weird and whacky things but following some simple methods can make your code more reliable and more robust when . Take these two pieces of code, ready...(read more)

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  • TSQL formatting - a sure fire way to start a conversation.

    - by fatherjack
    There are probably as many opinions on ways to format code as there are people writing code and I am not here to say that any one is better than any other. Well, that isn't true. I am here to say that one way is better than another but this isn't a matter of preference or personal taste, this is an example of where sloppy formatting can cause TSQL to weird and whacky things but following some simple methods can make your code more reliable and more robust when . Take these two pieces of code, ready...(read more)

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  • JqGrid - AfterInsertRow, setCell. programmatically change the contet of the cell

    - by oirfc
    Hello there, I am new to JqGrid, so please bare with me. I am having some problems with styling the cells when I use a showlink formatter. In my configuration I set up the AfterInsertRow and it works fine if I just display simple text: afterInsertRow: function(rowid, aData) { if (aData.Security == `C`) { jQuery('#list').setCell(rowid, 'Doc_Number', '', { color: `red` }); } else { jQuery('#list').setCell(rowid, 'Doc_Number', '', { color: `green` }); } }, ... This code works just fine, but as soon as I add a formatter {'Doc_Number, ..., 'formatter: ’showlink’, formatoptions: {baseLinkUrl: ’url.aspx’} the above code doesn't work because a new element is added to the cell <a href='url.aspx'>cellValue</a> Is it possible to access programmatically the new child element using something like the code above and change the style? <a href='url.aspx' style='color: red;'>cellValue</a> etc. Thanks in advance, oirfc

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  • JqGrid - AfterInsertRow, setCell. programmatically change the content of the cell

    - by oirfc
    Hello there, I am new to JqGrid, so please bare with me. I am having some problems with styling the cells when I use a showlink formatter. In my configuration I set up the AfterInsertRow and it works fine if I just display simple text: afterInsertRow: function(rowid, aData) { if (aData.Security == `C`) { jQuery('#list').setCell(rowid, 'Doc_Number', '', { color: `red` }); } else { jQuery('#list').setCell(rowid, 'Doc_Number', '', { color: `green` }); } }, ... This code works just fine, but as soon as I add a formatter {'Doc_Number, ..., 'formatter: ’showlink’, formatoptions: {baseLinkUrl: ’url.aspx’} the above code doesn't work because a new element is added to the cell <a href='url.aspx'>cellValue</a> Is it possible to access programmatically the new child element using something like the code above and change the style? <a href='url.aspx' style='color: red;'>cellValue</a> etc. Thanks in advance, oirfc

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  • Limiting Number of Characters in a ContentEditable div

    - by Bill Dami
    Hi guys, I am using contenteditable div elements in my web application and I am trying to come up with a solution to limit the amount of characters allowed in the area, and once the limit is hit, attempting to enter characters simply does nothing. This is what I have so far: var content_id = 'editable_div'; //binding keyup/down events on the contenteditable div $('#'+content_id).keyup(function(){ check_charcount(content_id, max); }); $('#'+content_id).keydown(function(){ check_charcount(content_id, max); }); function check_charcount(content_id, max) { if($('#'+content_id).text().length > max) { $('#'+content_id).text($('#'+content_id).text().substring(0, max)); } } This DOES limit the number of characters to the number specified by 'max', however once the area's text is set by the jquery .text() function the cursor resets itself to the beginning of the area. So if the user keeps on typing, the newly entered characters will be inserted at the beginning of the text and the last character of the text will be removed. So really, I just need some way to keep the cursor at the end of the contenteditable area's text.

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  • Linq 2 Sql DateTime format to string yyyy-MM-dd

    - by Bogdan Maxim
    Basically, i need the equivalent of T-SQL CONVERT(NVARCHAR(10), datevalue, 126) I've tried: from t in ctx.table select t.Date.ToString("yyyy-MM-dd") but it throws not supported exception from t in ctx.table select "" + t.Date.Year + "-" + t.Date.Month + "-" + t.Date.Day but i don't think it's an usable solution, because i might need to be able to change the format. The only option I see is to use Convert.ToString(t.Date, FormatProvider), but i need a format provider, and I'm not sure it works either.

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  • AnkhSVN client side pre-commit hook

    - by santa
    Basically I want to do the same thing as the fella over there. It seems that everybody was thinking about server-side hooks (with all their evil potential). I want a client side script be run before commit so astyle can format the code the way my boss likes to see it. Since my IDE (VS2010Pro) automatically checks when a file changed on the disk an opts me in for reloading it, there is no real evil with all that. Is there any (clean) way to accomplish that with AnkhSVN? Maybe there's also a way to extend VisualStudio to call my pre-commit-script...

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  • Is there a way to mark up code to tell ReSharper not to format it?

    - by adrianbanks
    I quite often use the ReSharper "Clean Up Code" command to format my code to our coding style before checking it into source control. This works well in general, but some bits of code are better formatted manually (eg. because of the indenting rules in ReSharper, things like chained linq methods or multi-line ternary operators have a strange indent that pushes them way to the right). Is there any way to mark up parts of a file to tell ReSharper not to format that area? I'm hoping for some kind of markup similar to how ReSharper suppresses other warnings/features. If not, is there some way of changing a combination of settings to get ReSharper to format the indenting correctly? EDIT: I have found this post from the ReSharper forums that says that generated code sections (as defined in the ReSharper options page) are ignored in code cleanup. Having tried it though, it doesn't seem to get ignored.

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  • Suggestions for displaying code on webpages, MUST use <br> for newline

    - by bguiz
    Hi, I want to post code snippets online (wordpress.com blog) - and have its whitespace formatted nicely. See the answers suggested by this other SO question: Those would be OK, except that I like to copy code to clip board or clip entire pages using Evernote - and they use either the <pre> tag or <table> (or both) to format the code. So I end up with text whose newlines and white spaces ignored, e.g. string url = "<a href=\"" + someObj.getUrl() + "\" target=\"_blank\">"; // single line comments // second single line override protected void OnLoad(EventArgs e) { if(Attributes["class"]&nbsp;!= null) { //_year.CssClass = _month.CssClass = _day.CssClass = Attributes["class"]; } base.OnLoad(e); } Which I find rather annoying myself. I find that if the code was formatted using <br> tags, they copy/ clip porperly, e.g. string url = "<a href=\"" + someObj.getUrl() + "\" target=\"_blank\">"; // single line comments // second single line override protected void OnLoad(EventArgs e) { if(Attributes["class"]&nbsp;!= null) { //_year.CssClass = _month.CssClass = _day.CssClass = Attributes["class"]; } base.OnLoad(e); } I find this annoying myself, so I don't want to inflict it upon others when I post my own code. Please suggest methods of posting code snippets online that are able to do this. I would like to emphasise that syntax highlighting capability is secondary to correct white space markup. Thank you

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  • Searching Week-wise/Month-wise record counts(number) and the StartDate+EndDate(datetime) of the Week

    - by Muzaffar Ali Rana
    I have a question in connection to this question earlier posted by me:- http://stackoverflow.com/questions/2452984/daily-weekly-monthly-record-count-search-via-storedprocedure I want to have the Count of Calls on Weekly-basis and Monthly-basis, Daily-basis issue is resolved. ISSUE NUMBER @1:Weekly-basis Count of Calls and Start-Date and End-Date of Week I have searched the Start-Date and End-Date of Week including their individual Count of Calls as well in the below-mentioned query. But the problem is that I could not get the result in one single table, although I have used the Temporary Tables(#TempTable+#TempTable2). Kindly help me in this regards. NOTE:Table Creation commented as for executing more than once. ----- *** TABLE CREATION OF #TempTable & #TempTable2 *** ---------- --CREATE TABLE #TempTable( StartDate datetime,EndDate datetime,CallCount numeric(18,5)) --CREATE TABLE #TempTable2( StartDate datetime,EndDate datetime,CallCount numeric(18,5)) DECLARE @StartDate datetime,@EndDate datetime,@StartDateTemp1 datetime,@StartDateTemp2 datetime,@EndDateTemp datetime,@Period varchar(50); SET @StartDate='1/1/2010'; SET @EndDate='2/28/2010'; SET @StartDateTemp1=@StartDate; SET @StartDateTemp2=DATEADD(dd, 7, @StartDate ); SET @Period='Weekly'; IF (@Period = 'Weekly') BEGIN WHILE ((@StartDate <= @StartDateTemp1) AND (@StartDateTemp2 <= @EndDate)) BEGIN IF((@StartDateTemp1 < @StartDateTemp2 ) AND (@StartDateTemp1 != @StartDateTemp2) ) BEGIN SELECT convert(varchar, @StartDateTemp1, 106) AS 'Start Date', convert(varchar, @StartDateTemp2, 106) AS 'End Date', COUNT(*) AS 'Call Count' FROM TRN_Call WHERE (CallTime = @StartDateTemp1 AND CallTime <= @StartDateTemp2 ); END SET @StartDateTemp1 = DATEADD(dd, 7, @StartDateTemp1); SET @StartDateTemp2 = DATEADD(dd, 7, @StartDateTemp2); END END ISSUE NUMBER @2:Monthly-basis Count of Calls and Start-Date and End-Date of Week In this case, I have the same search, but will have to search the Call Counts plus the Start-Date and End-Date of the Month. Kindly help me in this regards as well.

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  • Find Port Number and Domain Name to connect to Hive Table

    - by user1419563
    I am new to Hive, MapReduce and Hadoop. I am using Putty to connect to hive table and access records in the tables. So what I did is- I opened Putty and in the host name I typed- ares-ingest.vip.host.com and then I click Open. And then I entered my username and password and then few commands to get to Hive sql. Below is the list what I did $ bash bash-3.00$ hive Hive history file=/tmp/rjamal/hive_job_log_rjamal_201207010451_1212680168.txt hive> set mapred.job.queue.name=hdmi-technology; hive> select * from table LIMIT 1; So my question is- I was trying to connect to Hive Tables using Squirrel SQL Client, so in that my Connection URL is- jdbc:hive://ares-ingest.vip.host.com:10000/default. So whenever I try to connect with these attributes, I always get Hive: Could not establish connection to ares-ingest.vip.host.com:10000/default: java.net.ConnectException: Connection timed out: connect. It might be possible I am using wrong port number or domain name here. Is there any way from the command prompt I can find out these two things, like what Domain Name and Port Number(where Hive server is running) should I use to connect to Hive table from Squirrel SQL Client. As I know host and port are determined by where the hive server is running

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  • IText Lines Per Page?

    - by exit174
    I have used IText(Sharp) to make PDFs from raster images but have never used IText to build text based PDF's. In this new scenario, I have N words of ASCII text that I need to add as text pages to a new PDF. Each page should be 8.5 x 11, .5 margins, using some monospaced font. Is IText(Sharp) smart enough to automatically apply line and page breaks where necessary or do I need to do this manually? Are their any good IText tutorials for this scenario? thanks! scottm

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  • Wrong number of args passed to: repl$repl

    - by grm
    Hi, I have a trouble with a compojure "Getting started" example that I do not seem to understand. When I run the example from http://weavejester.github.com/compojure/docs/getting-started.html ...I get the following error at the lein repl step: ~/hello-www> lein repl src/hello_www/core.clj Exception in thread "main" java.lang.IllegalArgumentException: Wrong number of args passed to: repl$repl (NO_SOURCE_FILE:0) at clojure.lang.Compiler.eval(Compiler.java:5359) at clojure.lang.Compiler.eval(Compiler.java:5311) at clojure.core$eval__4350.invoke(core.clj:2364) at clojure.main$eval_opt__6502.invoke(main.clj:228) at clojure.main$initialize__6506.invoke(main.clj:247) at clojure.main$script_opt__6526.invoke(main.clj:263) at clojure.main$main__6544.doInvoke(main.clj:347) at clojure.lang.RestFn.invoke(RestFn.java:483) at clojure.lang.Var.invoke(Var.java:381) at clojure.lang.AFn.applyToHelper(AFn.java:180) at clojure.lang.Var.applyTo(Var.java:482) at clojure.main.main(main.java:37) Caused by: java.lang.IllegalArgumentException: Wrong number of args passed to: repl$repl at clojure.lang.AFn.throwArity(AFn.java:439) at clojure.lang.AFn.invoke(AFn.java:43) at clojure.lang.Var.invoke(Var.java:369) at clojure.lang.AFn.applyToHelper(AFn.java:165) at clojure.lang.Var.applyTo(Var.java:482) at clojure.core$apply__3776.invoke(core.clj:535) at leiningen.core$_main__59$fn__61.invoke(core.clj:94) at leiningen.core$_main__59.doInvoke(core.clj:91) at clojure.lang.RestFn.applyTo(RestFn.java:138) at clojure.core$apply__3776.invoke(core.clj:535) at leiningen.core$_main__59.invoke(core.clj:97) at user$eval__67.invoke(NO_SOURCE_FILE:1) at clojure.lang.Compiler.eval(Compiler.java:5343) ... 11 more I have tried both the stable and the developer version of lein without any success. Any ideas on what I could look for next? I get the same result both on linux and cygwin. When I run it manually, it seems to work fine on linux: java -cp "lib/*" clojure.main src/hello_www/core.clj 2010-05-17 19:34:17.280::INFO: Logging to STDERR via org.mortbay.log.StdErrLog 2010-05-17 19:34:17.281::INFO: jetty-6.1.14 2010-05-17 19:34:17.382::INFO: Started [email protected]:8080

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