I'm not sure what you mean by benchmarking. I understand the concept: comparing speed of different languages/methods for the same task. In my last post, I was trying to make sure I understood that your suggestion really meant to get a hold of a bunch of languages and methods and try them out...
Actually, I think it was indeed the algorithm. I split it up into two integrals and added them together. Instead of an hour, this took about four seconds. I guess I'm going to need to learn about numerical methods. Normally, my adviser is totally against me learning math for fun, but he is...
I had to look up what that was. So, correct me if I'm wrong, what you're telling me is that I should try out one integration in each of the languages I was considering, run it, and output the time the computation took?
I hadn't considered that perhaps my issue has more to do with the method employed rather than the language. Is the method more likely the culprit behind an hour-long integration? I was using the cubature package in R that uses the adaptive Genz-Malik algorithm (not that I pretend to understand...
I have thousands of triple integrals with very ugly integrands to run. Each of those computations takes about an hour in R on a mediocre machine. For uninteresting reasons, when I was initially coding this up, that's the language and machine I had to work with. But now my options are wide...