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

It depends on what kind of scientific computing you are doing.

If you are doing traditional heavy computing, e.g. linear algebra, various optimizations, then you should not put your code in .Net framework, at least not suitable in F#. Because this is at the algorithm level, most of the algorithms must be coded in an imperative languages to have good performance in running time and memory usage. Others mentioned parallel, I must say it is probably useless when you doing low level stuff like parallel an SVD implementation. Because when you know how to parallel an SVD, you simply won't use an high level languages, Fortran, C or modified C(e.g. cilk) are your friends.

However, a lot of the scientific computing today is not of this kind, which is some kind of high level applications, e.g. statistical computing and data mining. In these tasks, aside from some linear algebra, or optimization, there are also a lot of data flows, IOs, prepossessing, doing graphics, etc. For these tasks, F# is really powerful, for its succinctness, functional, safety, easy to parallel, etc.

As others have mentioned, .Net well supports Platform Invoke, actually quite a few projects inside MS are use .Net and P/Invoke together to improve the performance at the bottle neck.