Searching for an idea how to avoid using loop in my Matlab code, I found following comments under one question on SE:
The statement "for loops are slow in Matlab" is no longer generally true since Matlab...euhm, R2008a?
and
Have you tried to benchmark a for loop vs what you already have? sometimes it is faster than vectorized code...
So I would like to ask, is there commonly used way to test the speed of a process in Matlab? Can user see somewhere how much time the process takes or the only way is to extend the processes for several minutes in order to compare the times between each other?
The best tool for testing the performance of MATLAB code is Steve Eddins' timeit function, available here from the MATLAB Central File Exchange.
It handles many subtle issues related to benchmarking MATLAB code for you, such as:
ensuring that JIT compilation is used by wrapping the benchmarked code in a function
warming up the code
running the code several times and averaging
Update: As of release R2013b, timeit is part of core MATLAB.
Update: As of release R2016a, MATLAB also includes a performance testing framework that handles the above issues for you in a similar way to timeit.
You can use the profiler to assess how much time your functions, and the blocks of code within them, are taking.
>> profile on; % Starts the profiler
>> myfunctiontorun( ); % This can be a function, script or block of code
>> profile viewer; % Opens the viewer showing you how much time everything took
Viewer also clears the current profile data for next time.
Bear in mind, profile does tend to slow execution a bit, but I believe it does so in a uniform way across everything.
Obviously if your function is very quick, you might find you don't get reliable results so if you can run it many times or extend the computation that would improve matters.
If it's really simple stuff you're testing, you can also just time it using tic and toc:
>> tic; % Start the timer
>> myfunctionname( );
>> toc; % End the timer and display elapsed time
Also if you want multiple timers, you can assign them to variables:
>> mytimer = tic;
>> myfunctionname( );
>> toc(mytimer);
Finally, if you want to store the elapsed time instead of display it:
>> myresult = toc;
I think that I am right to state that many of us time Matlab by wrapping the block of code we're interested in between tic and toc. Furthermore, we take care to ensure that the total time is of the order of 10s of seconds (rather than 1s of seconds or 100s of seconds) and repeat it 3 - 5 times and take some measure of central tendency (such as the mean) and draw our conclusions from that.
If the piece of code takes less than, say 10s, then repeat it as many times as necessary to bring it into the range, being careful to avoid any impact of one iteration on the next. And if the code naturally takes 100s of seconds or longer, either spend longer on the testing or try it with artificially small input data to run more quickly.
In my experience it's not necessary to run programs for minutes to get data on average run time with acceptably low variance. If I run a program 5 times and one (or two) of the results is wildly different from the mean I'll re-run it.
Of course, if the code has any features which make its run time non-deterministic then it's a different matter.
Related
function w=oja(X, varargin)
% get the dimensionality
[m n] = size(X);
% random initial weights
w = randn(m,1);
options = struct( ...
'rate', .00005, ...
'niter', 5000, ...
'delta', .0001);
options = getopt(options, varargin);
success = 0;
% run through all input samples
for iter = 1:options.niter
y = w'*X;
for ii = 1:n
% y is a scalar, not a vector
w = w + options.rate*(y(ii)*X(:,ii) - y(ii)^2*w);
end
end
if (any(~isfinite(w)))
warning('Lost convergence; lower learning rate?');
end
end
size(X)= 400 153600
This code implements oja's rule and runs slow. I am not able to vectorize it any more. To make it run faster I wanted to do computations on the GPU, therefore I changed
X=gpuArray(X)
But the code instead ran slower. The computation used seems to be compatible with GPU. Please let me know my mistake.
Profile Code Output:
Complete details:
https://drive.google.com/file/d/0B16PrXUjs69zRjFhSHhOSTI5RzQ/view?usp=sharing
This is not a full answer on how to solve it, but more an explanation why GPUs does not speed up, but actually enormously slow down your code.
GPUs are fantastic to speed up code that is parallel, meaning that they can do A LOT of things at the same time (i.e. my GPU can do 30070 things at the same time, while a modern CPU cant go over 16). However, GPU processors are very slow! Nowadays a decent CPU has around 2~3Ghz speed while a modern GPU has 700Mhz. This means that a CPU is much faster than a GPU, but as GPUs can do lots of things at the same time they can win overall.
Once I saw it explained as: What do you prefer, A million dollar sports car or a scooter? A million dolar car or a thousand scooters? And what if your job is to deliver pizza? Hopefully you answered a thousand scooters for this last one (unless you are a scooter fan and you answered the scooters in all of them, but that's not the point). (source and good introduction to GPU)
Back to your code: your code is incredibly sequential. Every inner iteration depends in the previous one and the same with the outer iteration. You can not run 2 of these in parallel, as you need the result from one iteration to run the next one. This means that you will not get a pizza order until you have delivered the last one, thus what you want is to deliver 1 by 1, as fast as you can (so sports car is better!).
And actually, each of these 1 line equations is incredibly fast! If I run 50 of them in my computer I get 13.034 seconds on that line which is 1.69 microseconds per iteration (7680000 calls).
Thus your problem is not that your code is slow, is that you call it A LOT of times. The GPU will not accelerate this line of code, because it is already very fast, and we know that CPUs are faster than GPUs for these kind of things.
Thus, unfortunately, GPUs suck for sequential code and your code is very sequential, therefore you can not use GPUs to speed up. An HPC will neither help, because every loop iteration depends in the previous one (no parfor :( ).
So, as far I can say, you will need to deal with it.
I've been experimenting with the GPU support of Matlab (v2014a). The notebook I'm using to test my code has a NVIDIA 840M build in.
Since I'm new to GPU computing with Matlab, I started out with a few simple examples and observed a strange scalability behavior. Instead of increasing the size of my problem, I simply put a forloop around my computation. I expected the time for the computation, to scale with the number of iterations, since the problem size itself does not increase. This was also true for smaller numbers of iterations, however at a certain point the time does not scale as expected, instead I observe a huge increase in computation time. Afterwards, the problem continues to scale again as expected.
The code example started from a random walk simulation, but I tried to produce an example that is easy and still shows the problem.
Here's what my code does. I initialize two matrices as sin(alpha)and cos(alpha). Then I loop over the number of iterations from 2**1to 2**15. I then repead the computation sin(alpha)^2 and cos(alpha)^2and add them up (this was just to check the result). I perform this calculation as often as the number of iterations suggests.
function gpu_scale
close all
NP = 10000;
NT = 1000;
ALPHA = rand(NP,NT,'single')*2*pi;
SINALPHA = sin(ALPHA);
COSALPHA = cos(ALPHA);
GSINALPHA = gpuArray(SINALPHA); % move array to gpu
GCOSALPHA = gpuArray(COSALPHA);
PMAX=15;
for P = 1:PMAX;
for i=1:2^P
GX = GSINALPHA.^2;
GY = GCOSALPHA.^2;
GZ = GX+GY;
end
end
The following plot, shows the computation time in a log-log plot for the case that I always double the number of iterations. The jump occurs when doubling from 1024 to 2048 iterations.
The initial bump for two iterations might be due to initialization and is not really relevant anyhow.
I see no reason for the jump between 2**10 and 2**11 computations, since the computation time should only depend on the number of iterations.
My question: Can somebody explain this behavior to me? What is happening on the software/hardware side, that explains this jump?
Thanks in advance!
EDIT: As suggested by Divakar, I changed the way I time my code. I wasn't sure I was using gputimeit correctly. however MathWorks suggests another possible way, namely
gd= gpuDevice();
tic
% the computation
wait(gd);
Time = toc;
Using this way to measure my performance, the time is significantly slower, however I don't observe the jump in the previous plot. I added the CPU performance for comparison and keept both timings for the GPU (wait / no wait), which can be seen in the following plot
It seems, that the observed jump "corrects" the timining in the direction of the case where I used wait. If I understand the problem correctly, then the good performance in the no wait case is due to the fact, that we do not wait for the GPU to finish completely. However, then I still don't see an explanation for the jump.
Any ideas?
The algorithm repeats the same thing again-and-again. I expected to get the same time in each trial but I got very unexpected times for the four identical trials
in which I expected the curves to be identical but they act totally differently. The reason is probably in the tic/toc precision.
What kind of profiling/timing tools should I use in Matlab?
What am I doing wrong in the below code? How reliable is the tic/toc profiling?
Anyway to guarantee consistent results?
Algorithm
A=[];
for ii=1:25
tic;
timerval=tic;
AlgoCalculatesTheSameThing();
tElapsed=toc(timerval);
A=[A,tElapsed];
end
You should try timeit.
Have a look at this related question:
How to benchmark Matlab processes?
A snippet from Sam Roberts answer to the other question:
It handles many subtle issues related to benchmarking MATLAB code for you, such as:
ensuring that JIT compilation is used by wrapping the benchmarked code in a function
warming up the code
running the code several times and averaging
Have a look at this question for discussion regarding warm up:
Why does Matlab run faster after a script is "warmed up"?
Update:
Since timeit was first submitted at the fileexchange, the source code is available here and can be studied and analyzed (as opposed to most other MATLAB functions).
From the header of timeit.m:
% TIMEIT handles automatically the usual benchmarking procedures of "warming
% up" F, figuring out how many times to repeat F in a timing loop, etc.
% TIMEIT also compensates for the estimated time-measurement overhead
% associated with tic/toc and with calling function handles. TIMEIT returns
% the median of several repeated measurements.
You can go through the function step-by-step. The comments are very good and descriptive in my opinion. It is of course possible that Mathworks has changed parts of the code, but the overall functionality is there.
For instance, to account for the time it takes to run tic/toc:
function t = tictocTimeExperiment
% Call tic/toc 100 times and return the average time required.
It is later substracted from the total time.
The following is said regarding number of computations:
function t = roughEstimate(f, num_f_outputs)
% Return rough estimate of time required for one execution of
% f(). Basic warmups are done, but no fancy looping, medians,
% etc.
This rough estimate is used to determine how many times the computations should run.
If you want to change the number of computation times, you can modify the timeit function yourself, as it is available. I would recommend you to save it as my_timeit, or something else, so that you avoid overwriting the built-in version.
Qualitatively there are large differences between the same runs. I did the same four trials as in the question and tested them with the methods suggested so far and I created my own version of the timeit timeitH because the timeit has too large standard deviation between different trials. The timeitH returns far more robust results to other methods because it warm ups the code similarly to the timeit and then it has increased the amount of outer loops in the original timeit from 11 to 50.
The below has the four trials done with the three different methods. The closer the curves are to each other, the better.
TimeitH: results pretty good!
Some observations.
timeit: result smoothed but bumps
tic/toc: easy to adjust for larger cases to get the standard deviation smaller in computation times but no warming up
timeitH: download the code and change 60th line to num_outer_iterations = 50; to get smoother results
In summarum
I think the timeitH is the best candidate here, yet only tested in evaluating sparse polynomials. The timeit and tic/toc like 500 times do not result into robust results.
Timeit
500 trials and average with tic/toc
Algorithm for the 500 trials with tic/toc
for ii=1:25
numTrials = 500;
tic;
for ii=1:numTrials
AlgoCalculatesTheSameThing();
end
tTotal = toc;
tElapsed = tTotal/numTrials;
A=[A,tElapsed];
end
Is the time for AlgoCalculatesTheSameThing() relatively short (fractions of sec or a few sec) or long (multi-minutes or hours)? If the former I would suggest doing it more like this: move your timing functions outside your loop, then compute averages:
A=[];
numTrials = 25;
tic;
for ii=1:numTrials
AlgoCalculatesTheSameThing();
end
tTotal = toc;
tAvg = tTotal/numTrials;
If the event is short enough (fraction of sec) then you should also increase the value of numTrials to 100s or even 1000s.
You have to consider that with any timing function there will be error bars (like in any other measurement). If the event your timing is short enough, the uncertainties in your measurement can be relatively big, keeping in mind that the resolution of tic and toc also has some finite value.
More discussion on the accuracy of tic and toc can be found here.
You need to work out these uncertainties for your specific application, so do experiments: perform averages over a number of trials and then compute the standard deviation to get a sense of the "scatter" or uncertainly in your results.
I am wondering about the big performance difference of a fft and a simple addition on a GPU using Matlab. I would expect that a fft is slower on the GPU than a simple addition. But why is it the other way around? Any suggestions?
a=rand(2.^20,1);
a=gpuArray(a);
b=gpuArray(0);
c=gpuArray(1);
tic % should take a long time
for k=1:1000
fft(a);
end
toc % Elapsed time is 0.085893 seconds.
tic % should be fast, but isn't
for k=1:1000
b=b+c;
end
toc % Elapsed time is 1.430682 seconds.
It is also interesting to note that the computational time for the addition (second loop) decreases if I reduce the length of the vetor a.
EDIT
If I change the order of the two loops, i.e. if the addition is done first, the addition takes 0.2 seconds instead of 1.4 seconds. The FFT time is still the same.
I'm guessing that Matlab isn't actually running the fft because the output is not used anywhere. Also, in your simple addition loop, each iteration depends on the previous one, so it has to run serially.
I don't know why the order of the loops matters. Maybe it has something to do with cleaning up the GPU memory after the first loop. You could try calling pause(1) between the loops to let your computer get back to an idle state before the second loop. That may make your timing more consistent.
I don't have a 2012b MATLAB with GPU to hand to check this but I think that you are missing a wait() command. In 2012a, MATLAB introduced asynchronous GPU calculations. So, when you send something to the GPU it doesn't wait until its finished before moving on in code. Try this:
mygpu=gpuDevice(1);
a=rand(2.^20,1);
a=gpuArray(a);
b=gpuArray(0);
c=gpuArray(1);
tic % should take a long time
for k=1:1000
fft(a);
end
wait(mygpu); %Wait until the GPU has finished calculating before moving on
toc
tic % should be fast
for k=1:1000
b=b+c;
end
wait(mygpu); %Wait until the GPU has finished calculating before moving on
toc
The computation time of the addition should no longer depend on when its carried out. Would you mind checking and getting back to me please?
Recently, I implemented parallelisation in my MATLAB program, much to the suggestions offered in Slow xlsread in MATLAB. However, implementing the parallelism has cropped up another problem - non-linearly increasing processing time with increasing scale.
The culprit seems to be the java.util.concurrent.LinkedBlockingQueue method as can be seen from the attached images of profiler and the corresponding condensed graphs.
Problem: How do I remove this non-linearity as my work involves processing more than 1000 sheets in single run - which would take an insanely long time?
Note: The parallelised part of the program involves just reading all the .xls files and storing them in matrices, after which I start the remainder of my program. dlmwrite is used towards the end of the program and optimization on its time is not really required, although could also be suggested.
Culprit:
Code being parallelised:
parfor i = 1:runs
sin = 'Sheet';
sno = num2str(i);
sna = strcat(sin, sno);
data(i, :, :) = xlsread('Processes.xls', sna, '' , 'basic');
end
Doing parallel IO operation is likely to be a problem (could be slower in fact) unless maybe if you keep everything on an SSD. If you are always reading the same file and it's not enormous, you may want to try reading it prior to your loop and just doing your data manipulation in parallel.