[R] Speedups with Ra and jit

From: <Bill.Venables_at_csiro.au>
Date: Fri, 02 May 2008 10:52:43 +1000


The topic of Ra and jit has come up on this list recently

(see http://www.milbo.users.sonic.net/ra/index.html)

so I thought people might be interested in this little demo. For it I used my machine, a 3-year old laptop with 2Gb memory running Windows XP, and the good old convolution example, the same one as used on the web page, (though the code on the web page has a slight glitch in it).

This is using Ra with R-2.7.0.

> conv1 <- function(a, b) {
> ### with Ra and jit

      require(jit)
      jit(1)
      ab <- numeric(length(a)+length(b)-1)
      for(i in 1:length(a))
        for(j in 1:length(b))
          ab[i+j-1] <- ab[i+j-1] + a[i]*b[j]
      ab

    }
>
> conv2 <- function(a, b) {
> ### with just Ra
      ab <- numeric(length(a)+length(b)-1)
      for(i in 1:length(a))
        for(j in 1:length(b))
          ab[i+j-1] <- ab[i+j-1] + a[i]*b[j]
      ab

    }
>
> x <- 1:2000
> y <- 1:500
> system.time(tst1 <- conv1(x, y))

   user system elapsed
   0.53 0.00 0.55
> system.time(tst2 <- conv2(x, y))

   user system elapsed
   9.49 0.00 9.56
> all.equal(tst1, tst2)

[1] TRUE
>
> 9.56/0.55

[1] 17.38182
>

However for this example you can achieve speed-ups like that or better just using vectorised code intelligently:

> conv3 <- local({

      conv <- function(a, b, na, nb) {
        r <- numeric(na + nb -1)
        ij <- 1:nb
        for(e in a) {
          r[ij] <- r[ij] + e*b
          ij <- ij + 1
        }
        r
      }
    
      function(a, b) {
        na <- length(a)
        nb <- length(b)
        if(na < nb) conv(a, b, na, nb) else
                    conv(b, a, nb, na)
      }

    })
>
> system.time(tst3 <- conv3(x, y))

   user system elapsed
   0.11 0.00 0.11
> all.equal(tst1, tst3)

[1] TRUE
> 0.55/0.11
[1] 5
> 9.56/0.11

[1] 86.90909

ie. a further 5-fold increase in speed, or about 87 times faster than the unassisted na´ve code.

I think the lesson here is if you really want to write R code as you might C code, then jit can help make it practical in terms of time. On the other hand, if you want to write R code using as much of the inbuilt operators as you have, then you can possibly still do things better.

Of course sometimes you don't have the right inbuilt operators. In that case you have a three-way choice: slow R code and wait, faster R code speeded up with Ra and jit, or, (the way it probably should be done), with dynamically loaded C or Fortran code. Portability decreases as you go, of course.

Bill Venables



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