Where to code this heuristic?

Question

I want to ask a complex question.

I have to code a heuristic for my thesis. I need followings:

• Evaluate some integral functions
• Minimize functions over an interval
• Do this over thousand and thousand times.

So I need a faster programming language to do these jobs. Which language do you suggest? First, I started with Java, but taking integrals become a problem. And I'm not sure about speed.

Connecting Java and other softwares like MATLAB may be a good idea. Since I'm not sure, I want to take your opinions.

Thanks!

Answer 1

C,Java, ... are all Turing complete languages. They can calculate the same functions with the same precision. If you want achieve performance goals use C that is a compiled and high performances language . Can decrease your computation time avoiding method calls and high level features present in an interpreted language like Java.

Anyway remember that your implementation may impact the performances more than which language you choose, because for increasing input dimension is the computational complexity that is relevant ( http://en.wikipedia.org/wiki/Computational_complexity_theory ).