Best Practices with Initialization or Pre-allocation - MATLAB - performance

My question doesn't depend expressly on one snippet of code, but is more conceptual.
Unlike some programming languages, MATLAB doesn't require variables to be initialized expressly before they're used. For example, this is perfectly valid to have halfway through a script file to define 'myVector':
myVector = vectorA .* vectorB
My question is: Is it faster to initialize variables (such as 'myVector' above) to zero and then assign values to them, or to keep initializing things throughout the program?
Here's a direct comparison of what I'm talking about:
Initializing throughout:
varA = 8;
varB = 2;
varC = varA - varB;
varD = varC * varB;
Initializing at start:
varA = 8;
varB = 2;
varC = 0;
varD = 0;
varC = varA - varB;
varD = varC * varB;
On one hand, it seems a bit of a waste to have these extra lines of code for no reason. On the other hand, though, it makes a little bit of sense that it would be faster to allocate all the memory for a program at once instead of spread out over the runtime.
Does anyone have a little insight?

Copy and paste your Initializing at start: code into MATLAB Editor Window and you would get this warning that looks like this -
And if you go into the Details, you would read this -
Explanation
The code does not appear to use the assignment to the indicated variable. This situation occurs when any of the following are true:
Another assignment overwrites the value of the variable before an operation uses it.
The specified argument value contains a typographical error, causing it to appear unused.
The code does not use all values returned by a function call...
In our case, the reason for this warning is The code does not use all values. So, this clarifies that initialization/pre-allocation won't help for that case.
When should we pre-allocate?
From my experience, pre-allocation helps when you need to later on index into part of it.
Thus, if you need to index into a portion of varC to store the results, pre-allocation would help. Hence, this would make more sense -
varC = zeros(...)
varD = zeros(...)
varC(k,:) = varA - varB;
varD(k,:) = varC * varB;
Again, while indexing if you are going beyond the size of varC, MATLAB would spend time trying to allocate more memory space for it, so that would slow things a bit. So, pre-allocate output variables to the maximum size which you think would be used for storing results. But, if you don't know the size of results, you are in a catch there and have to append results into the output variable(s) and that would slow down things for sure.

Alright! I've done some tests, and here are the results.
This is the code I used for the "throughout" variable assignments:
tic;
a = 1;
b = 2;
c = 3;
d = 4;
e = a - b;
f = e + c;
g = f - a;
h = g * c;
i = h - g;
j = 9 * i;
k = [j i h];
l = any(k);
b2(numel(b2) + 1) = toc
Here's the code for the "At Start" variable assignments:
tic;
a = 1;
b = 2;
c = 3;
d = 4;
e = 0;
f = 0;
g = 0;
h = 0;
i = 0;
j = 0;
k = 0;
l = 0;
e = a - b;
f = e + c;
g = f - a;
h = g * c;
i = h - g;
j = 9 * i;
k = [j i h];
l = any(k);
b1(numel(b1) + 1) = toc
I saved the time in the vectors 'b1' and 'b2'. Each was run with only MATLAB and Chrome open, and was the only script file open inside MATLAB. Each was run 201 times. Because the first time a program is run it compiles, I disregarded the first time value for both (I'm not interested in compile time).
To find the average, I used
mean(b1(2:201))
and
mean(b2(2:201))
The results:
"Throughout": 1.634311562062418e-05 seconds (0.000016343)
"At Start": 2.832598989758290e-05 seconds (0.000028326)
Interestingly (or perhaps not, who knows) defining variables only when needed, spread throughout the program was almost twice as fast.
I don't know whether this is because of the way MATLAB allocates memory (maybe it just grabs a huge chunk and doesn't need to keep allocating more every time you define a variable?) or if the allocation speed is just so fast that it's eclipsed by the extra lines of code.
NOTE: As Divakar points out, mileage may vary when using arrays. My testing should hold true for when the size of variables doesn't change, however.
tl;dr Setting variables to zero only to change it later is slow

Related

Image Processing: Algorithm taking too long in MATLAB

I am working in MATLAB to process two 512x512 images, the domain image and the range image. What I am trying to accomplish is the following:
Divide both domain and range images into 8x8 pixel blocks
For each 8x8 block in the domain image, I have to apply a linear transformations to it and compare each of the 4096 transformed blocks with each of the 4096 range blocks.
Compute error in each case between the transformed block and the range image block and find the minimum error.
Finally I'll have for each 8x8 range block, the id of the 8x8 domain block for which the error was minimum (error between the range block and the transformed domain block)
To achieve this, I have written the following code:
RangeImagecolor = imread('input.png'); %input is 512x512
DomainImagecolor = imread('input.png'); %Range and Domain images are identical
RangeImagetemp = rgb2gray(RangeImagecolor);
DomainImagetemp = rgb2gray(DomainImagecolor);
RangeImage = im2double(RangeImagetemp);
DomainImage = im2double(DomainImagetemp);
%For the (k,l)th 8x8 range image block
for k = 1:64
for l = 1:64
minerror = 9999;
min_i = 0;
min_j = 0;
for i = 1:64
for j = 1:64
%here I compute for the (i,j)th domain block, the transformed domain block stored in D_trans
error = 0;
D_trans = zeros(8,8);
R = zeros(8,8); %Contains the pixel values of the (k,l)th range block
for m = 1:8
for n = 1:8
R(m,n) = RangeImage(8*k-8+m,8*l-8+n);
%ApplyTransformation can depend on (k,l) so I can't compute the transformation outside the k,l loop.
[m_dash,n_dash] = ApplyTransformation(8*i-8+m,8*j-8+n);
D_trans(m,n) = DomainImage(m_dash,n_dash);
error = error + (R(m,n)-D_trans(m,n))^2;
end
end
if(error < minerror)
minerror = error;
min_i = i;
min_j = j;
end
end
end
end
end
As an example ApplyTransformation, one can use the identity transformation:
function [x_dash,y_dash] = Iden(x,y)
x_dash = x;
y_dash = y;
end
Now the problem I am facing is the high computation time. The order of computation in the above code is 64^5, which is of the order 10^9. This computation should take at the worst minutes or an hour. It takes about 40 minutes to compute just 50 iterations. I don't know why the code is running so slow.
Thanks for reading my question.
You can use im2col* to convert the image to column format so each block forms a column of a [64 * 4096] matrix. Then apply transformation to each column and use bsxfun to vectorize computation of error.
DomainImage=rand(512);
RangeImage=rand(512);
DomainImage_col = im2col(DomainImage,[8 8],'distinct');
R = im2col(RangeImage,[8 8],'distinct');
[x y]=ndgrid(1:8);
function [x_dash, y_dash] = ApplyTransformation(x,y)
x_dash = x;
y_dash = y;
end
[x_dash, y_dash] = ApplyTransformation(x,y);
idx = sub2ind([8 8],x_dash, y_dash);
D_trans = DomainImage_col(idx,:); %transformation is reduced to matrix indexing
Error = 0;
for mn = 1:64
Error = Error + bsxfun(#minus,R(mn,:),D_trans(mn,:).').^2;
end
[minerror ,min_ij]= min(Error,[],2); % linear index of minimum of each block;
[min_i min_j]=ind2sub([64 64],min_ij); % convert linear index to subscript
Explanation:
Our goal is to reduce number of loops as much as possible. For it we should avoid matrix indexing and instead we should use vectorization. Nested loops should be converted to one loop. As the first step we can create a more optimized loop as here:
min_ij = zeros(4096,1);
for kl = 1:4096 %%% => 1:size(D_trans,2)
minerror = 9999;
min_ij(kl) = 0;
for ij = 1:4096 %%% => 1:size(R,2)
Error = 0;
for mn = 1:64
Error = Error + (R(mn,kl) - D_trans(mn,ij)).^2;
end
if(Error < minerror)
minerror = Error;
min_ij(kl) = ij;
end
end
end
We can re-arrange the loops and we can make the most inner loop as the outer loop and separate computation of the minimum from the computation of the error.
% Computation of the error
Error = zeros(4096,4096);
for mn = 1:64
for kl = 1:4096
for ij = 1:4096
Error(kl,ij) = Error(kl,ij) + (R(mn,kl) - D_trans(mn,ij)).^2;
end
end
end
% Computation of the min
min_ij = zeros(4096,1);
for kl = 1:4096
minerror = 9999;
min_ij(kl) = 0;
for ij = 1:4096
if(Error(kl,ij) < minerror)
minerror = Error(kl,ij);
min_ij(kl) = ij;
end
end
end
Now the code is arranged in a way that can best be vectorized:
Error = 0;
for mn = 1:64
Error = Error + bsxfun(#minus,R(mn,:),D_trans(mn,:).').^2;
end
[minerror ,min_ij] = min(Error, [], 2);
[min_i ,min_j] = ind2sub([64 64], min_ij);
*If you don't have the Image Processing Toolbox a more efficient implementation of im2col can be found here.
*The whole computation takes less than a minute.
First things first - your code doesn't do anything. But you likely do something with this minimum error stuff and only forgot to paste this here, or still need to code that bit. Never mind for now.
One big issue with your code is that you calculate transformation for 64x64 blocks of resulting image AND source image. 64^5 iterations of a complex operation are bound to be slow. Rather, you should calculate all transformations at once and save them.
allTransMats = cell(64);
for i = 1 : 64
for j = 1 : 64
allTransMats{i,j} = getTransformation(DomainImage, i, j)
end
end
function D_trans = getTransformation(DomainImage, i,j)
D_trans = zeros(8);
for m = 1 : 8
for n = 1 : 8
[m_dash,n_dash] = ApplyTransformation(8*i-8+m,8*j-8+n);
D_trans(m,n) = DomainImage(m_dash,n_dash);
end
end
end
This serves to get allTransMat and is OUTSIDE the k, l loop. Preferably as a simple function.
Now, you make your big k, l, i, j loop, where you compare all the elements as needed. Comparison could be also done block-wise instead of filling a small 8x8 matrix, yet doing it per element for some reason.
m = 1 : 8;
n = m;
for ...
R = RangeImage(...); % This will give 8x8 output as n and m are vectors.
D = allTransMats{i,j};
difference = sum(sum((R-D).^2));
if (difference < minDifference) ...
end
Even though this is a simple no transformations case, this speeds up code a lot.
Finally, are you sure you need to compare each block of transformed output with each block in the source? Typically you compare block1(a,b) with block2(a,b) - blocks (or pixels) on the same position.
EDIT: allTransMats requires k and l too. Ouch. There is NO WAY to make this fast for a single iteration, as you require 64^5 calls to ApplyTransformation (or a vectorization of that function, but even then it might not be fast - we would have to see the function to help here).
Therefore, I will re-iterate my advice to generate all transformations and then perform lookup: this upper part of the answer with allTransMats generation should be changed to have all 4 loops and generate allTransMats{i,j,k,l};. It WILL be slow, there is no way around that as I mentioned in the upper part of edit. But, it is a cost you pay once, as after saving the allTransMats, all further image analyses will be able to simply load it instead of generating it again.
But ... what do you even do? Transformation that depends on source and destination block indices plus pixel indices (= 6 values total) sounds like a mistake somewhere, or a prime candidate to optimize instead of all the rest.

Speeding up simulation of the Levy motion algorithm

Here is my little script for simulating Levy motion:
clear all;
clc; close all;
t = 0; T = 1000; I = T-t;
dT = T/I; t = 0:dT:T; tau = T/I;
alpha = 1.5;
sigma = dT^(1/alpha);
mu = 0; beta = 0;
N = 1000;
X = zeros(N, length(I));
for k=1:N
L = zeros(1,I);
for i = 1:I-1
L( (i + 1) * tau ) = L(i*tau) + stable2( alpha, beta, sigma, mu, 1);
end
X(k,1:length(L)) = L;
end
q = 0.1:0.1:0.9;
quant = qlines2(X, q, t(1:length(X)), tau);
hold all
for i = 1:length(quant)
plot( t, quant(i) * t.^(1/alpha), ':k' );
end
Where stable2 returns a stable random variable with given parameters (you may replace it with normrnd(mu, sigma) for this case, it's not crucial); qlines2 returns quantiles needed for plotting.
But I don't want to talk about math here. My problem is that this implementation is pretty slow, and I would like to speed it up. Unfortunately, computer science is not my main field - I heard something about methods like memoization, vectorization and that there is a lot of other techniques, but I don't know how to use them.
For example, I'm pretty sure I should replace this filthy double for-loop somehow, but I'm not sure what to do instead.
EDIT: Maybe I should use (and learn...) another language (Python, C, any functional one)? I always though that Matlab/OCTAVE is designed for numerical computation, but if change, then for which one?
The crucial bit is, as you said, the for loops, Matlab does not like those, so vectorization is indeed the keyword. (Together with preallocating the space.
I just altered you for loop section somewhat so that you do not have to reset L over and over again, instead we save all Ls in a bigger matrix (also I elimiated the length(L) command).
L = zeros(N,I);
for k=1:N
for i = 1:I-1
L(k,(i + 1) * tau ) = L(k,i*tau) + normrnd(mu, sigma);
end
X(k,1:I) = L(k,1:I);
end
Now you can already see that X(k,1:I) = L(k,1:I); in the loop is obsolete and that also means that we can switch the order of the loops. This is crucial, because the i-steps are recursive (depend on the previous step) that means we cannot vectorize this loop, we can only vectorize the k-loop.
Now your original code needed 9.3 seconds on my machine, the new code still needs about the same time)
L = zeros(N,I);
for i = 1:I-1
for k=1:N
L(k,(i + 1) * tau ) = L(k,i*tau) + normrnd(mu, sigma);
end
end
X = L;
But now we can apply the vectorization, instead of looping throu all rows (the loop over k) we can instead eliminate this loop, and doing all rows at "once".
L = zeros(N,I);
for i = 1:I-1
L(:,(i + 1) * tau ) = L(:,i*tau) + normrnd(mu, sigma); %<- this is not yet what you want, see comment below
end
X = L;
This code need only 0.045 seconds on my machine. I hope you still get the same output, because I have no idea what you are calculating, but I also hope you could see how you go about vectorizing code.
PS: I just noticed that we now use the same random number in the last example for the whole column, this is obviously not what you want. Instad you should generate a whole vector of random numbers, e.g:
L = zeros(N,I);
for i = 1:I-1
L(:,(i + 1) * tau ) = L(:,i*tau) + normrnd(mu, sigma,N,1);
end
X = L;
PPS: Great question!

Least Squares Algorithm doesn't work

:) I'm trying to code a Least Squares algorithm and I've come up with this:
function [y] = ex1_Least_Squares(xValues,yValues,x) % a + b*x + c*x^2 = y
points = size(xValues,1);
A = ones(points,3);
b = zeros(points,1);
for i=1:points
A(i,1) = 1;
A(i,2) = xValues(i);
A(i,3) = xValues(i)^2;
b(i) = yValues(i);
end
constants = (A'*A)\(A'*b);
y = constants(1) + constants(2)*x + constants(3)*x^2;
When I use this matlab script for linear functions, it works fine I think. However, when I'm passing 12 points of the sin(x) function I get really bad results.
These are the points I pass to the function:
xValues = [ -180; -144; -108; -72; -36; 0; 36; 72; 108; 144; 160; 180];
yValues = [sind(-180); sind(-144); sind(-108); sind(-72); sind(-36); sind(0); sind(36); sind(72); sind(108); sind(144); sind(160); sind(180) ];
And the result is sin(165°) = 0.559935259380508, when it should be sin(165°) = 0.258819
There is no reason why fitting a parabola to a full period of a sinusoid should give good results. These two curves are unrelated.
MATLAB already contains a least square polynomial fitting function, polyfit and a complementary function, polyval. Although you are probably supposed to write your own, trying out something like the following will be educational:
xValues = [ -180; -144; -108; -72; -36; 0; 36; 72; 108; 144; 160; 180];
% you may want to experiment with different ranges of xValues
yValues = sind(xValues);
% try this with different values of n, say 2, 3, and 4
p = polyfit(xValues,yValues,n);
x = -180:36:180;
y = polyval(p,x);
plot(xValues,yValues);
hold on
plot(x,y,'r');
Also, more generically, you should avoid using loops as you have in your code. This should be equivalent:
points = size(xValues,1);
A = ones(points,3);
A(:,2) = xValues;
A(:,3) = xValues.^2; % .^ and ^ are different
The part of the loop involving b is equivalent to doing b = yValues; either name the incoming variable b or just use the variable yValues, there's no need to make a copy of it.

How can I vectorize these nested for-loops in Matlab?

I have a piece of code here I need to streamline as it is greatly increasing the runtime of my script:
size=300;
resultLength = (size+1)^3;
freqResult=zeros(1, resultLength);
inc=1;
for i=0:size,
for j=0:size,
for k=0:size,
freqResult(inc)=(c/2)*sqrt((i/L)^2+(j/W)^2+(k/H)^2);
inc=inc+1;
end
end
end
c, L, W, and H are all constants. As the size input gets over about 400, the runtime is too long to wait for, and I can watch my disk space draining by the gigabyte. Any advice?
Thanks!
What about this:
[kT, jT, iT] = ind2sub([size+1, size+1, size+1], [1:(size+1)^3]);
for indx = 1:numel(iT)
i = iT(indx) - 1;
j = jT(indx) - 1;
k = kT(indx) - 1;
freqResult1(indx) = (c/2)*sqrt((i/L)^2+(j/W)^2+(k/H)^2);
end
On my PC, for size = 400, version with 3 loops takes 136s and this one takes 19s.
For more "matlaby" way u could also even do as follows:
[kT, jT, iT] = ind2sub([size+1, size+1, size+1], [1:(size+1)^3]);
func = #(i, j, k) (c/2)*sqrt((i/L)^2+(j/W)^2+(k/H)^2);
freqResult2 = arrayfun(func, iT-1, jT-1, kT-1);
But for some reason, this is slower then the above version.
A faster solution can be (based on Marcin's answer):
[k, j, i] = ind2sub([size+1, size+1, size+1], [1:(size+1)^3]);
freqResult = (c/2)*sqrt(((i-1)/L).^2+((j-1)/W).^2+((k-1)/H).^2);
It takes about 5 seconds to run on my PC for size = 300
The following is even faster (but it doesn't look very good):
k = repmat(0:size,[1 (size+1)^2]);
j = repmat(kron(0:size, ones(1,size+1)),[1 (size+1)]);
i = kron(0:size, ones(1,(size+1)^2));
freqResult = (c/2)*sqrt((i/L).^2+(j/W).^2+(k/H).^2);
which takes ~3.5s for size = 300

Memory and excecution speed in Matlab

I am trying to create random lines and select some of them, which are really rare. My code is rather simple, but to get something that I can use I need to create very large vectors(i.e.: <100000000 x 1, tracks variable in my code). Is there any way to be able to creater larger vectors and to reduce the time needed for all those calculations?
My code is
%Initial line values
tracks=input('Give me the number of muon tracks: ');
width=1e-4;
height=2e-4;
Ystart=15.*ones(tracks,1);
Xstart=-40+80.*rand(tracks,1);
%Xend=-40+80.*rand(tracks,1);
Xend=laprnd(tracks,1,Xstart,15);
X=[Xstart';Xend'];
Y=[Ystart';zeros(1,tracks)];
b=(Ystart.*Xend)./(Xend-Xstart);
hot=0;
cold=0;
for i=1:tracks
if ((Xend(i,1)<width/2 && Xend(i,1)>-width/2)||(b(i,1)<height && b(i,1)>0))
plot(X(:, i),Y(:, i),'r');%the chosen ones!
hold all
hot=hot+1;
else
%plot(X(:, i),Y(:, i),'b');%the rest of them
%hold all
cold=cold+1;
end
end
I am also using and calling a Laplace distribution generator made my Elvis Chen which can be found here
function y = laprnd(m, n, mu, sigma)
%LAPRND generate i.i.d. laplacian random number drawn from laplacian distribution
% with mean mu and standard deviation sigma.
% mu : mean
% sigma : standard deviation
% [m, n] : the dimension of y.
% Default mu = 0, sigma = 1.
% For more information, refer to
% http://en.wikipedia.org./wiki/Laplace_distribution
% Author : Elvis Chen (bee33#sjtu.edu.cn)
% Date : 01/19/07
%Check inputs
if nargin < 2
error('At least two inputs are required');
end
if nargin == 2
mu = 0; sigma = 1;
end
if nargin == 3
sigma = 1;
end
% Generate Laplacian noise
u = rand(m, n)-0.5;
b = sigma / sqrt(2);
y = mu - b * sign(u).* log(1- 2* abs(u));
The result plot is
As you indicate, your problem is two-fold. On the one hand, you have memory issues because you need to do so many trials. On the other hand, you have performance issues, because you have to process all those trials.
Solutions to each issue often have a negative impact on the other issue. IMHO, the best approach would be to find a compromise.
More trials are only possible of you get rid of those gargantuan arrays that are required for vectorization, and use a different strategy to do the loop. I will give priority to the possibility of using more trials, possibly at the cost of optimal performance.
When I execute your code as-is in the Matlab profiler, it immediately shows that the initial memory allocation for all your variables takes a lot of time. It also shows that the plot and hold all commands are the most time-consuming lines of them all. Some more trial-and-error shows that there is a disappointingly low maximum value for the trials you can do before OUT OF MEMORY errors start appearing.
The loop can be accelerated tremendously if you know a few things about its limitations in Matlab. In older versions of Matlab, it used to be true that loops should be avoided completely in favor of 'vectorized' code. In recent versions (I believe R2008a and up), the Mathworks introduced a piece of technology called the JIT accelerator (Just-in-Time compiler) which translates M-code into machine language on the fly during execution. Simply put, the JIT accelerator allows your code to bypass Matlab's interpreter and talk much more directly with the underlying hardware, which can save a lot of time.
The advice you'll hear a lot that loops should be avoided in Matlab, is no longer generally true. While vectorization still has its value, any procedure of sizable complexity that is implemented using only vectorized code is often illegible, hard to understand, hard to change and hard to upkeep. An implementation of the same procedure that uses loops, often has none of these drawbacks, and moreover, it will quite often be faster and require less memory.
Unfortunately, the JIT accelerator has a few nasty (and IMHO, unnecessary) limitations that you'll have to learn about.
One such thing is plot; it's generally a better idea to let a loop do nothing other than collect and manipulate data, and delay any plotting commands etc. until after the loop.
Another such thing is hold; the hold function is not a Matlab built-in function, meaning, it is implemented in M-language. Matlab's JIT accelerator is not able to accelerate non-builtin functions when used in a loop, meaning, your entire loop will run at Matlab's interpretation speed, rather than machine-language speed! Therefore, also delay this command until after the loop :)
Now, in case you're wondering, this last step can make a HUGE difference -- I know of one case where copy-pasting a function body into the upper-level loop caused a 1200x performance improvement. Days of execution time had been reduced to minutes!).
There is actually another minor issue in your loop (which is really small, and rather inconvenient, I will immediately agree with) -- the name of the loop variable should not be i. The name i is the name of the imaginary unit in Matlab, and the name resolution will also unnecessarily consume time on each iteration. It's small, but non-negligible.
Now, considering all this, I've come to the following implementation:
function [hot, cold, h] = MuonTracks(tracks)
% NOTE: no variables larger than 1x1 are initialized
width = 1e-4;
height = 2e-4;
% constant used for Laplacian noise distribution
bL = 15 / sqrt(2);
% Loop through all tracks
X = [];
hot = 0;
ii = 0;
while ii <= tracks
ii = ii + 1;
% Note that I've inlined (== copy-pasted) the original laprnd()
% function call. This was necessary to work around limitations
% in loops in Matlab, and prevent the nececessity of those HUGE
% variables.
%
% Of course, you can still easily generalize all of this:
% the new data
u = rand-0.5;
Ystart = 15;
Xstart = 800*rand-400;
Xend = Xstart - bL*sign(u)*log(1-2*abs(u));
b = (Ystart*Xend)/(Xend-Xstart);
% the test
if ((b < height && b > 0)) ||...
(Xend < width/2 && Xend > -width/2)
hot = hot+1;
% growing an array is perfectly fine when the chances of it
% happening are so slim
X = [X [Xstart; Xend]]; %#ok
end
end
% This is trivial to do here, and prevents an 'else' in the loop
cold = tracks - hot;
% Now plot the chosen ones
h = figure;
hold all
Y = repmat([15;0], 1, size(X,2));
plot(X, Y, 'r');
end
With this implementation, I can do this:
>> tic, MuonTracks(1e8); toc
Elapsed time is 24.738725 seconds.
with a completely negligible memory footprint.
The profiler now also shows a nice and even distribution of effort along the code; no lines that really stand out because of their memory use or performance.
It's possibly not the fastest possible implementation (if anyone sees obvious improvements, please, feel free to edit them in). But, if you're willing to wait, you'll be able to do MuonTracks(1e23) (or higher :)
I've also done an implementation in C, which can be compiled into a Matlab MEX file:
/* DoMuonCounting.c */
#include <math.h>
#include <matrix.h>
#include <mex.h>
#include <time.h>
#include <stdlib.h>
void CountMuons(
unsigned long long tracks,
unsigned long long *hot, unsigned long long *cold, double *Xout);
/* simple little helper functions */
double sign(double x) { return (x>0)-(x<0); }
double rand_double() { return (double)rand()/(double)RAND_MAX; }
/* the gateway function */
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
int
dims[] = {1,1};
const mxArray
/* Output arguments */
*hot_out = plhs[0] = mxCreateNumericArray(2,dims, mxUINT64_CLASS,0),
*cold_out = plhs[1] = mxCreateNumericArray(2,dims, mxUINT64_CLASS,0),
*X_out = plhs[2] = mxCreateDoubleMatrix(2,10000, mxREAL);
const unsigned long long
tracks = (const unsigned long long)mxGetPr(prhs[0])[0];
unsigned long long
*hot = (unsigned long long*)mxGetPr(hot_out),
*cold = (unsigned long long*)mxGetPr(cold_out);
double
*Xout = mxGetPr(X_out);
/* call the actual function, and return */
CountMuons(tracks, hot,cold, Xout);
}
// The actual muon counting
void CountMuons(
unsigned long long tracks,
unsigned long long *hot, unsigned long long *cold, double *Xout)
{
const double
width = 1.0e-4,
height = 2.0e-4,
bL = 15.0/sqrt(2.0),
Ystart = 15.0;
double
Xstart,
Xend,
u,
b;
unsigned long long
i = 0ul;
*hot = 0ul;
*cold = tracks;
/* seed the RNG */
srand((unsigned)time(NULL));
/* aaaand start! */
while (i++ < tracks)
{
u = rand_double() - 0.5;
Xstart = 800.0*rand_double() - 400.0;
Xend = Xstart - bL*sign(u)*log(1.0-2.0*fabs(u));
b = (Ystart*Xend)/(Xend-Xstart);
if ((b < height && b > 0.0) || (Xend < width/2.0 && Xend > -width/2.0))
{
Xout[0 + *hot*2] = Xstart;
Xout[1 + *hot*2] = Xend;
++(*hot);
--(*cold);
}
}
}
compile in Matlab with
mex DoMuonCounting.c
(after having run mex setup :) and then use it in conjunction with a small M-wrapper like this:
function [hot,cold, h] = MuonTrack2(tracks)
% call the MEX function
[hot,cold, Xtmp] = DoMuonCounting(tracks);
% process outputs, and generate plots
hot = uint32(hot); % circumvents limitations in 32-bit matlab
X = Xtmp(:,1:hot);
clear Xtmp
h = NaN;
if ~isempty(X)
h = figure;
hold all
Y = repmat([15;0], 1, hot);
plot(X, Y, 'r');
end
end
which allows me to do
>> tic, MuonTrack2(1e8); toc
Elapsed time is 14.496355 seconds.
Note that the memory footprint of the MEX version is slightly larger, but I think that's nothing to worry about.
The only flaw I see is the fixed maximum number of Muon counts (hard-coded as 10000 as the initial array size of Xout; needed because there are no dynamically growing arrays in standard C)...if you're worried this limit could be broken, simply increase it, change it to be equal to a fraction of tracks, or do some smarter (but more painful) dynamic array-growing tricks.
In Matlab, it is sometimes faster to vectorize rather than use a for loop. For example, this expression:
(Xend(i,1) < width/2 && Xend(i,1) > -width/2) || (b(i,1) < height && b(i,1) > 0)
which is defined for each value of i, can be rewritten in a vectorised manner like this:
isChosen = (Xend(:,1) < width/2 & Xend(:,1) > -width/2) | (b(:,1) < height & b(:,1)>0)
Expessions like Xend(:,1) will give you a column vector, so Xend(:,1) < width/2 will give you a column vector of boolean values. Note then that I have used & rather than && - this is because & performs an element-wise logical AND, unlike && which only works on scalar values. In this way you can build the entire expression, such that the variable isChosen holds a column vector of boolean values, one for each row of your Xend/b vectors.
Getting counts is now as simple as this:
hot = sum(isChosen);
since true is represented by 1. And:
cold = sum(~isChosen);
Finally, you can get the data points by using the boolean vector to select rows:
plot(X(:, isChosen),Y(:, isChosen),'r'); % Plot chosen values
hold all;
plot(X(:, ~isChosen),Y(:, ~isChosen),'b'); % Plot unchosen values
EDIT: The code should look like this:
isChosen = (Xend(:,1) < width/2 & Xend(:,1) > -width/2) | (b(:,1) < height & b(:,1)>0);
hot = sum(isChosen);
cold = sum(~isChosen);
plot(X(:, isChosen),Y(:, isChosen),'r'); % Plot chosen values

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