I use MS Windows as OS and I had installed Octave with minGW.
I excuted an example .mod file and compared the time comsuming in Octave with Matlab.
For the same process, Dynare spend too much of time in Octave than in Matlab.
(such as, 8 minutes in Octave, 30 seconds in Matlab)
I have no idea why the time difference is so lage. does anyone have some ideas?
Thanks in advance.
The reason is very simple: Octave is a free software developed for free by a few benevolent people, and MATLAB is a commercial software with a lot of financial support. MATLAB developers have a lot more time to work on their project than Octave developers do, and this makes a difference in the performance of the resulting software.
So MATLAB is faster than Octave. But Octave is free. Such is the tradeoff!
And please note that Octave developers are welcoming any financial support for improving Octave, and these improvements will be given back for free to the whole community!