F# performance in scientific computing

Question

I am curious as to how F# performance compares to C++ performance? I asked a similar question with regards to Java, and the impression I got was that Java is not suitable f

Answer 1

In addition to what others said, there is one important point about F# and that's parallelism. The performance of ordinary F# code is determined by CLR, although you may be able to use LAPACK from F# or you may be able to make native calls using C++/CLI as part of your project.

However, well-designed functional programs tend to be much easier to parallelize, which means that you can easily gain performance by using multi-core CPUs, which are definitely available to you if you're doing some scientific computing. Here are a couple of relevant links:

• F# and Task-Parallel library (blog by Jurgen van Gael, who is doing machine-learning stuff)
• Another interesting answer at SO regarding parllelism
• An example of using Parallel LINQ from F#
• Chapter 14 of my book discusses parallelism (source code is available)

Regarding distributed computing, you can use any distributed computing framework that's available for the .NET platform. There is a MPI.NET project, which works well with F#, but you may be also able to use DryadLINQ, which is a MSR project.

• Some articles: F# MPI tools for .NET, Concurrency with MPI.NET
• DryadLINQ project hompepage