forum.alglib.net

var res = points.AsParallel().Select(x =>
{
  double result;
  alglib.rbfcalc(model, x, out result);
  return result;
});

            alglib.rbfmodel model;
            int N = 1000*400;

            int expected_mem = 250 * N * (sizeof(double) + 2 * sizeof(int));
            Console.WriteLine( "Expected memory consumption = {0:N}", expected_mem );

            int nx = 3;
            int ny = 1;
            alglib.rbfcreate( nx, ny, out model );

            var rnd = new Random();
            var data = new double[N, nx + ny];
            var pts = new double[N][];
            var res = new double[N][];

            for ( int i = 0; i < N; ++i ) {
                data[i, 0] = -1 + rnd.NextDouble() * 2;
                data[i, 1] = -1 + rnd.NextDouble() * 2;
                data[i, 2] = -1 + rnd.NextDouble() * 2;
                data[i, 3] = Math.Sin( data[i, 0] ) * Math.Cos( data[i, 1] ) * data[i, 2];

                pts[i] = new double[nx];
                pts[i][0] = -1 + rnd.NextDouble() * 2;
                pts[i][1] = -1 + rnd.NextDouble() * 2;
                pts[i][2] = -1 + rnd.NextDouble() * 2;

                res[i] = new double[ny];
            }

            Console.WriteLine( "Data initialized, {0:N} points", N );

            var mem_0 = GC.GetTotalMemory( true );
            var s = Stopwatch.StartNew();

            alglib.rbfreport rep;
            alglib.rbfsetpoints( model, data );
            alglib.rbfbuildmodel( model, out rep );

            Console.WriteLine( "Model build, time = {0:N} ms", s.ElapsedMilliseconds );
            GC.Collect();
            var mem_1 = GC.GetTotalMemory( true );
            Console.WriteLine( "Allocated {0:N} bytes", mem_1 - mem_0 );
           
            s = Stopwatch.StartNew();
            for ( int j = 0; j < N; ++j ) {
                alglib.rbfcalc( model, pts[j], out res[j] );
            }
            Console.WriteLine( "Computation done! time = {0:N} ms", s.ElapsedMilliseconds );

            Console.ReadLine();