Would appreciate yr help:What would be faster for Quasi MC: Matlab routine (reading pre-generated Sobol sequence from the file) compiled into executable using Matlab compiler toolbox and VC++ 6.0 , or the equivalent routine in C++ compiled directly from C++?Thank you, DROPlet

The Matlab compiler produces executables from m-code. In my experience its mainbenefit is not speed improvement but solving the redistribution issue.Speed improvements are normally very modest, depending on code. You will almost always achieve better speed coding directly in C++, except for caseswhere your C++ code cannot keep up with Matlab's highly-optimized array-routines.Also do not expect that you will see a neat translation of your m-code(and depending Matlab commands called from within) to C++ by using thecompiler. You will get code that is good for compiling but not for directlyusing it.HTH,Hans-Marc

QuoteWhat would be faster for Quasi MC: Matlab routine (reading pre-generated Sobol sequence from the file) compiled into executable using Matlab compiler toolbox and VC++ 6.0 , or the equivalent routine in C++ compiled directly from C++?You can get both routines ( developed by Prof. Sobol himself ) from BRODA and compare yourself