Wednesday, April 19, 2006

My computer restart when simulated multistage scenario tree program runs for three days

I didn't anticipate that this simulation takes such long time before. Originally I think it may take just 24 hours. I try 100 times smaller sample size, it takes only 15 mins. After running for one days, I realize that simulation time isn't linear on the sample size in this problem. Because I create a linked list to compare the scenario it already creates, then comparison complexity is more close to O(n^2) not O(n) at first 1 or 2 period.

Next time I need to consider more before running big problem and store the intermediate result.

But it is so strange that my computer will restart itself. Maybe it is due to Microsoft automatical update.

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