There is a example for Employ early bail-out in this book (http://www.amazon.com/Accelerating-MATLAB-Performance-speed-programs/dp/1482211297) (#YairAltman). for speed improvement we can convert this code:
data = [];
newData = [];
outerIdx = 1;
while outerIdx <= 20
outerIdx = outerIdx + 1;
for innerIdx = -100 : 100
if innerIdx == 0
continue % skips to next innerIdx (=1)
elseif outerIdx > 15
break % skips to next outerIdx
else
data(end+1) = outerIdx/innerIdx;
newData(end+1) = process(data);
end
end % for innerIdx
end % while outerIdx
to this code:
function bailableProcessing()
for outerIdx = 1 : 5
middleIdx = 10
while middleIdx <= 20
middleIdx = middleIdx + 1;
for innerIdx = -100 : 100
data = outerIdx/innerIdx + middleIdx;
if data == SOME_VALUE
return
else
process(data);
end
end % for innerIdx
end % while middleIdx
end % for outerIdx
end % bailableProcessing()
How we did this conversion? Why we have different middleIdx range in new code? Where is checking for innerIdx and outerIdx in new code? what is this new data = outerIdx/innerIdx + middleIdx calculation?
we have only this information for second code :
We could place the code segment that should be bailed-out within a
dedicated function and return from the function when the bail-out
condition occurs.
I am sorry that I did not clarify within the text that the second code segment is not a direct replacement of the first. If you reread the early bail-out section (3.1.3) perhaps you can see that it has two main parts:
The first part of the section (which includes the top code segment) illustrates the basic mechanism of using break/continue in order to bail-out from a complex processing loop, in order to save processing time in computing values that are not needed.
In contrast, the second part of the section deals with cases when we wish to break out of an ancestor loop that is not the direct parent loop. I mention in the text that there are three alternatives that we can use in this case, and the second code segment that you mentioned is one of them (the other alternatives are to use dedicated flags with break/continue and to use try/catch blocks). The three code segments that I provided in this second part of the section should all be equivalent to each other, but they are NOT equivalent to the code-segment at the top of the section.
Perhaps I should have clarified this in the text, or maybe I should have used the same example throughout. I will think about this for the second edition of the book (if and when it ever appears).
I have used a variant of these code segments in other sections of the book to illustrate various other aspects of performance speedups (for example, 3.1.4 & 3.1.6) - in all these cases the code segments are NOT equivalent to each other. They are merely used to illustrate the corresponding text.
I hope you like my book in general and think that it is useful. I would be grateful if you would place a positive feedback about it on Amazon (direct link).
p.s. - #SamRoberts was correct to surmise that mention of my name would act as a "bat-signal", attracting my attention :-)
it's all far more simple than you think!
How we did this conversion?
Irrationally. Those two codes are completely different.
Why we have different middleIdx range in new code?
Randomness. The point of the author is something different.
Where is checking for innerIdx and outerIdx in new code?
dont need that, as it's not intended to be the same code.
what is this new data = outerIdx/innerIdx + middleIdx calculation?
a random calculation as well as data(end+1) = outerIdx/innerIdx; in the original code.
i suppose the author wants to illustrate something far more profoundly: that if you wrap your code that does (possibly many) loops (fors/whiles, doesnt matter) inside a function and you issue a return statement if you somehow detect that you're done, it will result in an effectively "bailable" computation, e.g. the method that does the work returns earlier than it would normally do. that is illustrated here by the condition that checks on data == SOME_VALUE; you can have your favourite bailout condition there instead :-)
moreover, the keywords [continue/break] inside the first example are meant to illustrate that you can [skip the rest of/leave] the inner-most loop from whereever you call them. in principal, you can implement a bailout using these by e.g.
bailing = false;
for outer = 1:1000
for inner = 1:1000
if <somebailingcondition>
bailing = true;
break;
else
<do stuff>
end
end
if bailing
break;
end
end
but that would be very clumsy as that "cascade" of breaks will need to be as long as you have nested loops and messes up the code.
i hope that could clarify your issues.
Related
I have some MWE below. What I want is to have a subsection of a range, interact with the rest of the range, but not itself.
For instance if the range is 1:100, I want to have a for loop that will have each index in 4:6, interact with all values of 1:100 BUT NOT 4:6.
I want to do this using ranges/filters to avoid generating temporary arrays.
In my case the total range is the number of atoms in the system. The sub-range, is the atoms in a specific molecule. I need to do calculations where each atom in a molecule interacts with all other atoms, but not the atoms in the same molecule.
Further
I am trying to avoid using if statements because that messes up parallel codes. Doing this with an if statement would be
for i=4:6
for j = 1:100
if j == 4 || j==5 || j==6
continue
end
println(i, " ", j)
end
end
I have actual indexing in my code, I would never hardcode values like the above... But I want to avoid that if statement.
Trials
The following does what I want, but I now realize that using filter is bad when it comes to memory and the amount used scales linearly with b.
a = 4:6
b = 1:100
for i in a
for j in filter((b) -> !(b in a),b)
print(i, " ", j)
end
end
Is there a way to get the double for loop I want where the outer is a sub-range of the inner, but the inner does not include the outer sub-range and most importantly is fast and does not create alot of memory usage like filter does?
If memory usage is really a concern, consider two for loops using the range components:
systemrange = 1:50
moleculerange = 4:12
for i in systemrange[1]:moleculerange[1]-1
println(i)
end
for i in moleculerange[end]+1:systemrange[end]
println(i)
end
You might be able to do each loop in its own thread.
What about creating a custom iterator?
Note that example below needs some adjustments depending on how you define the exception lists (for example for long list with non continues indices you should use binary search).
struct RangeExcept
start::Int
stop::Int
except::UnitRange{Int}
end
function Base.iterate(it::RangeExcept, (el, stop, except)=(it.except.start > 1 ? it.start : it.except.stop+1, it.stop, it.except))
new_el = el+1
if new_el in except
new_el = except.stop+1
end
el > stop && return nothing
return (el, (new_el, stop,except))
end
Now let us test the code:
julia> for i in RangeExcept(1,10,3:7)
println(i)
end
1
2
8
9
10
I'm trying to speed up my code using parfor. The purpose of the code is to slide a 3D square window on a 3D image and for each block of mxmxm apply a function.
I wrote this code:
function [ o_image ] = SlidingWindow( i_image, i_padSize, i_fun, i_options )
%SLIDINGWINDOW Summary of this function goes here
% Detailed explanation goes here
o_image = zeros(size(i_image,1),size(i_image,2),size(i_image,3));
i_image = padarray(i_image,i_padSize,'symmetric');
i_padSize = num2cell(i_padSize);
[m,n,p] = deal(i_padSize{:});
[row,col,depth] = size(i_image);
windowShape = i_options.windowShape;
mask = i_options.mask;
parfor (i = m+1:row-m,i_options.cores)
temp = i_image(i-m:i+m,:,:);
for j = n+1:col-n
for h = p+1:depth-p
ii = i-m;
jj = j-n;
hh = h-p;
temp = temp(:,j-n:j+n, h-p:h+p);
o_image(ii,jj,hh) = parfeval(i_fun, temp, windowShape, mask);
end
end
end
end
I get one warning and one error that I don't understand how to solve.
The warning says:
the entire array or structure 'i_image' is a broadcast variable.
The error says:
the PARFOR loop can not run due to the way variable 'o_image' is used.
I don't understand how to fix these two things. Any help is greatly appreciated!
As far as I understand, parfeval takes care of running your function on the available number of workers, which is why it doesn't need to be surrounded by parfor. Assuming you already have an active parpool, changing the external parfor into for eliminates both problems.
Unfortunately, I can't support my answer with a benchmark or suggest a more fitting solution because your inputs are unknown.
It seems to me that the code can be optimized in other ways, mainly by vectorization. I would suggest you looked into the following resources:
This question, for additional info on parfeval.
Examples on how to use bsxfun and permute and benchmarks thereof: ex1, ex2, ex3.
P.S.: The 2nd part of (i = m+1:row-m,i_options.cores) seems out of place...
I've heard that it's been proven theoretically possible to express any control flow in a Turing-complete language using only structured programming constructs, (conditionals, loops and loop-breaks, and subroutine calls,) without any arbitrary GOTO statements. Is there any way to use that theory to automate refactoring of code that contains GOTOs into code that does not?
Let's say I have an arbitrary single subroutine in a simple imperative language, such as C or Pascal. I also have a parser that can verify that this subroutine is valid, and produce an Abstract Syntax Tree from it. But the code contains GOTOs and Labels, which could jump forwards or backwards to any arbitrary point, including into or out of conditional or loop blocks, but not outside of the subroutine itself.
Is there an algorithm that could take this AST and rework it into new code which is semantically identical, but does not contain any Labels or GOTO statements?
In principle, it is always possible to do this, though the results might not be pretty.
One way to always eliminate gotos is to transform the program in the following way. Start off by numbering all the instructions in the original program. For example, given this program:
start:
while (true) {
if (x < 5) goto start;
x++
}
You could number the statements like this:
0 start:
1 while (x < 3) {
2 if (x < 5) goto start;
3 x++
}
To eliminate all gotos, you can simulate the flow of the control through this function by using a while loop, an explicit variable holding the program counter, and a bunch of if statements. For example, you might translate the above code like this:
int PC = 0;
while (PC <= 3) {
if (PC == 0) {
PC = 1; // Label has no effect
} else if (PC == 1) {
if (x < 3) PC = 4; // Skip loop, which ends this function.
else PC = 2; // Enter loop.
} else if (PC == 2) {
if (x < 5) PC = 0; // Simulate goto
else PC = 3; // Simulate if-statement fall-through
} else if (PC == 3) {
x++;
PC = 1; // Simulate jump back up to the top of the loop.
}
}
This is a really, really bad way to do the translation, but it shows that in theory it is always possible to do this. Actually implementing this would be very messy - you'd probably number the basic blocks of the function, then generate code that puts the basic blocks into a loop, tracks which basic block is currently executing, then simulates the effect of running a basic block and the transition from that basic block to the appropriate next basic block.
Hope this helps!
I think you want to read Taming Control Flow by Erosa and Hendren, 1994. (Earlier link on Google scholar).
By the way, loop-breaks are also easy to eliminate. There is a simple mechanical procedure involving the creating of a boolean state variable and the restructuring of nested conditionals to create straight-line control flow. It does not produce pretty code :)
If your target language has tail-call optimization (and, ideally, inlining), you can mechanically remove both break and continue by turning the loop into a tail-recursive function. (If the index variable is modified by the loop body, you need to work harder at this. I'll just show the simplest case.) Here's the transformation of a simple loop:
for (Type Index = Start; function loop(Index: Type):
Condition(Index); if (Condition)
Index = Advance(Index)){ return // break
Body Body
} return loop(Advance(Index)) // continue
loop(Start)
The return statements labeled "continue" and "break" are precisely the transformation of continue and break. Indeed, the first step in the procedure might have been to rewrite the loop into its equivalent form in the original language:
{
Type Index = Start;
while (true) {
if (!Condition(Index))
break;
Body;
continue;
}
}
I use either/both Polyhedron's spag and vast's 77to90 to begin the process of refactoring fortran and then converting it to matlab source. However, these tools always leave 1/4 to 1/2 of the goto's in the program.
I wrote up a goto remover which accomplishes something similar to what you were describing: it takes fortran code and refactors all the remaining goto's from a program and replacing them with conditionals and do/cycle/exit's which can then be converted into other languages like matlab. You can read more about the process I use here:
http://engineering.dartmouth.edu/~d30574x/consulting/consulting_gotorefactor.html
This program could be adapted to work with other languages, but I have not gotten than far yet.
This is similar to a question I asked before, but is slightly different:
So I have a very large structure array in matlab. Suppose, for argument's sake, to simplify the situation, suppose I have something like:
structure(1).name, structure(2).name, structure(3).name structure(1).returns, structure(2).returns, structure(3).returns (in my real program I have 647 structures)
Suppose further that structure(i).returns is a vector (very large vector, approximately 2,000,000 entries) and that a condition comes along where I want to delete the jth entry from structure(i).returns for all i. How do you do this? or rather, how do you do this reasonably fast? I have tried some things, but they are all insanely slow (I will show them in a second) so I was wondering if the community knew of faster ways to do this.
I have parsed my data two different ways; the first way had everything saved as cell arrays, but because things hadn't been working well for me I parsed the data again and placed everything as vectors.
What I'm actually doing is trying to delete NaN data, as well as all data in the same corresponding row of my data file, and then doing the very same thing after applying the Hampel filter. The relevant part of my code in this attempt is:
for i=numStock+1:-1:1
for j=length(stock(i).return):-1:1
if(isnan(stock(i).return(j)))
for k=numStock+1:-1:1
stock(k).return(j) = [];
end
end
end
stock(i).return = sort(stock(i).return);
stock(i).returnLength = length(stock(i).return);
stock(i).medianReturn = median(stock(i).return);
stock(i).madReturn = mad(stock(i).return,1);
end;
for i=numStock:-1:1
for j = length(stock(i+1).volume):-1:1
if(isnan(stock(i+1).volume(j)))
for k=numStock:-1:1
stock(k+1).volume(j) = [];
end
end
end
stock(i+1).volume = sort(stock(i+1).volume);
stock(i+1).volumeLength = length(stock(i+1).volume);
stock(i+1).medianVolume = median(stock(i+1).volume);
stock(i+1).madVolume = mad(stock(i+1).volume,1);
end;
for i=numStock+1:-1:1
for j=stock(i).returnLength:-1:1
if (abs(stock(i).return(j) - stock(i).medianReturn) > 3*stock(i).madReturn)
for k=numStock+1:-1:1
stock(k).return(j) = [];
end
end;
end;
end;
for i=numStock:-1:1
for j=stock(i+1).volumeLength:-1:1
if (abs(stock(i+1).volume(j) - stock(i+1).medianVolume) > 3*stock(i+1).madVolume)
for k=numStock:-1:1
stock(k+1).volume(j) = [];
end
end;
end;
end;
However, this returns an error:
"Matrix index is out of range for deletion.
Error in Failure (line 110)
stock(k).return(j) = [];"
So instead I tried by parsing everything in as vectors. Then I decided to try and delete the appropriate entries in the vectors prior to building the structure array. This isn't returning an error, but it is very slow:
%% Delete bad data, Hampel Filter
% Delete bad entries
id=strcmp(returns,'');
returns(id)=[];
volume(id)=[];
date(id)=[];
ticker(id)=[];
name(id)=[];
permno(id)=[];
sp500(id) = [];
id=strcmp(returns,'C');
returns(id)=[];
volume(id)=[];
date(id)=[];
ticker(id)=[];
name(id)=[];
permno(id)=[];
sp500(id) = [];
% Convert returns from string to double
returns=cellfun(#str2double,returns);
sp500=cellfun(#str2double,sp500);
% Delete all data for which a return is not a number
nanid=isnan(returns);
returns(nanid)=[];
volume(nanid)=[];
date(nanid)=[];
ticker(nanid)=[];
name(nanid)=[];
permno(nanid)=[];
% Delete all data for which a volume is not a number
nanid=isnan(volume);
returns(nanid)=[];
volume(nanid)=[];
date(nanid)=[];
ticker(nanid)=[];
name(nanid)=[];
permno(nanid)=[];
% Apply the Hampel filter, and delete all data corresponding to
% observations deleted by the filter.
medianReturn = median(returns);
madReturn = mad(returns,1);
for i=length(returns):-1:1
if (abs(returns(i) - medianReturn) > 3*madReturn)
returns(i) = [];
volume(i)=[];
date(i)=[];
ticker(i)=[];
name(i)=[];
permno(i)=[];
end;
end
medianVolume = median(volume);
madVolume = mad(volume,1);
for i=length(volume):-1:1
if (abs(volume(i) - medianVolume) > 3*madVolume)
returns(i) = [];
volume(i)=[];
date(i)=[];
ticker(i)=[];
name(i)=[];
permno(i)=[];
end;
end
As I said, this is very slow, probably because I'm using a for loop on a very large data set; however, I'm not sure how else one would do this. Sorry for the gigantic post, but does anyone have a suggestion as to how I might go about doing what I'm asking in a reasonable way?
EDIT: I should add that getting the vector method to work is probably preferable, since my aim is to put all of the return vectors into a matrix and get all of the volume vectors into a matrix and perform PCA on them, and I'm not sure how I would do that using cell arrays (or even if princomp would work on cell arrays).
EDIT2: I have altered the code to match your suggestion (although I did decide to give up speed and keep with the for-loops to keep with the structure array, since reparsing this data will be way worse time-wise). The new code snipet is:
stock_return = zeros(numStock+1,length(stock(1).return));
for i=1:numStock+1
for j=1:length(stock(i).return)
stock_return(i,j) = stock(i).return(j);
end
end
stock_return = stock_return(~any(isnan(stock_return)), : );
This returns an Index exceeds matrix dimensions error, and I'm not sure why. Any suggestions?
I could not find a convenient way to handle structures, therefore I would restructure the code so that instead of structures it uses just arrays.
For example instead of stock(i).return(j) I would do stock_returns(i,j).
I show you on a part of your code how to get rid of for-loops.
Say we deal with this code:
for j=length(stock(i).return):-1:1
if(isnan(stock(i).return(j)))
for k=numStock+1:-1:1
stock(k).return(j) = [];
end
end
end
Now, the deletion of columns with any NaN data goes like this:
stock_return = stock_return(:, ~any(isnan(stock_return)) );
As for the absolute difference from medianVolume, you can write a similar code:
% stock_return_length is a scalar
% stock_median_return is a column vector (eg. [1;2;3])
% stock_mad_return is also a column vector.
median_return = repmat(stock_median_return, stock_return_length, 1);
is_bad = abs(stock_return - median_return) > 3.* stock_mad_return;
stock_return = stock_return(:, ~any(is_bad));
Using a scalar for stock_return_length means of course that the return lengths are the same, but you implicitly assume it in your original code anyway.
The important point in my answer is using any. Logical indexing is not sufficient in itself, since in your original code you delete all the values if any of them is bad.
Reference to any: http://www.mathworks.co.uk/help/matlab/ref/any.html.
If you want to preserve the original structure, so you stick to stock(i).return, you can speed-up your code using essentially the same scheme but you can only get rid of one less for-loop, meaning that your program will be substantially slower.
Ok here's a basic for loop
local a = {"first","second","third","fourth"}
for i=1,#a do
print(i.."th iteration")
a = {"first"}
end
As it is now, the loop executes all 4 iterations.
Shouldn't the for-loop-limit be calculated on the go? If it is calculated dynamically, #a would be 1 at the end of the first iteration and the for loop would break....
Surely that would make more sense?
Or is there any particular reason as to why that is not the case?
The main reason why numerical for loops limits are computed only once is most certainly for performance.
With the current behavior, you can place arbitrary complex expressions in for loops limits without a performance penalty, including function calls. For example:
local prod = 1
for i = computeStartLoop(), computeEndLoop(), computeStep() do
prod = prod * i
end
The above code would be really slow if computeEndLoop and computeStep required to be called at each iteration.
If the standard Lua interpreter and most notably LuaJIT are so fast compared to other scripting languages, it is because a number of Lua features have been designed with performance in mind.
In the rare cases where the single evaluation behavior is undesirable, it is easy to replace the for loop with a generic loop using while end or repeat until.
local prod = 1
local i = computeStartLoop()
while i <= computeEndLoop() do
prod = prod * i
i = i + computeStep()
end
The length is computed once, at the time the for loop is initialized. It is not re-computed each time through the loop - a for loop is for iterating from a starting value to an ending value. If you want the 'loop' to terminate early if the array is re-assigned to, you could write your own looping code:
local a = {"first", "second", "third", "fourth"}
function process_array (fn)
local inner_fn
inner_fn =
function (ii)
if ii <= #a then
fn(ii,a)
inner_fn(1 + ii)
end
end
inner_fn(1, a)
end
process_array(function (ii)
print(ii.."th iteration: "..a[ii])
a = {"first"}
end)
Performance is a good answer but I think it also makes the code easier to understand and less error-prone. Also, that way you can (almost) be sure that a for loop always terminates.
Think about what would happen if you wrote that instead:
local a = {"first","second","third","fourth"}
for i=1,#a do
print(i.."th iteration")
if i > 1 then a = {"first"} end
end
How do you understand for i=1,#a? Is it an equality comparison (stop when i==#a) or an inequality comparison (stop when i>=#a). What would be the result in each case?
You should see the Lua for loop as iteration over a sequence, like the Python idiom using (x)range:
a = ["first", "second", "third", "fourth"]
for i in range(1,len(a)+1):
print(str(i) + "th iteration")
a = ["first"]
If you want to evaluate the condition every time you just use while:
local a = {"first","second","third","fourth"}
local i = 1
while i <= #a do
print(i.."th iteration")
a = {"first"}
i = i + 1
end