view scripts/testfun/speed.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7854d5752dd2
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 2000-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 3 of the License, or
## (at your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {} speed (@var{f}, @var{init}, @var{max_n}, @var{f2}, @var{tol})
## @deftypefnx {} {[@var{order}, @var{n}, @var{T_f}, @var{T_f2}] =} speed (@dots{})
##
## Determine the execution time of an expression (@var{f}) for various input
## values (@var{n}).
##
## The @var{n} are log-spaced from 1 to @var{max_n}.  For each @var{n}, an
## initialization expression (@var{init}) is computed to create any data needed
## for the test.  If a second expression (@var{f2}) is given then the
## execution times of the two expressions are compared.  When called without
## output arguments the results are printed to stdout and displayed
## graphically.
##
## @table @code
## @item @var{f}
## The code expression to evaluate.
##
## @item @var{max_n}
## The maximum test length to run.  The default value is 100.  Alternatively,
## use @code{[min_n, max_n]} or specify the @var{n} exactly with
## @code{[n1, n2, @dots{}, nk]}.
##
## @item @var{init}
## Initialization expression for function argument values.  Use @var{k} for
## the test number and @var{n} for the size of the test.  This should compute
## values for all variables used by @var{f}.  Note that @var{init} will be
## evaluated first for @math{k = 0}, so things which are constant throughout
## the test series can be computed once.  The default value is
## @code{@var{x} = randn (@var{n}, 1)}.
##
## @item @var{f2}
## An alternative expression to evaluate, so that the speed of two
## expressions can be directly compared.  The default is @code{[]}.
##
## @item @var{tol}
## Tolerance used to compare the results of expression @var{f} and expression
## @var{f2}.  If @var{tol} is positive, the tolerance is an absolute one.
## If @var{tol} is negative, the tolerance is a relative one.  The default is
## @code{eps}.  If @var{tol} is @code{Inf}, then no comparison will be made.
##
## @item @var{order}
## The time complexity of the expression @math{O(a*n^p)}.  This is a
## structure with fields @code{a} and @code{p}.
##
## @item @var{n}
## The values @var{n} for which the expression was calculated @strong{AND}
## the execution time was greater than zero.
##
## @item @var{T_f}
## The nonzero execution times recorded for the expression @var{f} in seconds.
##
## @item @var{T_f2}
## The nonzero execution times recorded for the expression @var{f2} in seconds.
## If required, the mean time ratio is simply @code{mean (T_f ./ T_f2)}.
##
## @end table
##
## The slope of the execution time graph shows the approximate power of the
## asymptotic running time @math{O(n^p)}.  This power is plotted for the
## region over which it is approximated (the latter half of the graph).  The
## estimated power is not very accurate, but should be sufficient to
## determine the general order of an algorithm.  It should indicate if, for
## example, the implementation is unexpectedly @math{O(n^2)} rather than
## @math{O(n)} because it extends a vector each time through the loop rather
## than pre-allocating storage.  In the current version of Octave, the
## following is not the expected @math{O(n)}.
##
## @example
## speed ("for i = 1:n, y@{i@} = x(i); endfor", "", [1000, 10000])
## @end example
##
## @noindent
## But it is if you preallocate the cell array @code{y}:
##
## @example
## @group
## speed ("for i = 1:n, y@{i@} = x(i); endfor", ...
##        "x = rand (n, 1); y = cell (size (x));", [1000, 10000])
## @end group
## @end example
##
## An attempt is made to approximate the cost of individual operations, but
## it is wildly inaccurate.  You can improve the stability somewhat by doing
## more work for each @code{n}.  For example:
##
## @example
## speed ("airy(x)", "x = rand (n, 10)", [10000, 100000])
## @end example
##
## When comparing two different expressions (@var{f}, @var{f2}), the slope of
## the line on the speedup ratio graph should be larger than 1 if the new
## expression is faster.  Better algorithms have a shallow slope.  Generally,
## vectorizing an algorithm will not change the slope of the execution time
## graph, but will shift it relative to the original.  For example:
##
## @example
## @group
## speed ("sum (x)", "", [10000, 100000], ...
##        "v = 0; for i = 1:length (x), v += x(i); endfor")
## @end group
## @end example
##
## The following is a more complex example.  If there was an original version
## of @code{xcorr} using for loops and a second version using an FFT, then
## one could compare the run speed for various lags as follows, or for a fixed
## lag with varying vector lengths as follows:
##
## @example
## @group
## speed ("xcorr (x, n)", "x = rand (128, 1);", 100,
##        "xcorr_orig (x, n)", -100*eps)
## speed ("xcorr (x, 15)", "x = rand (20+n, 1);", 100,
##        "xcorr_orig (x, n)", -100*eps)
## @end group
## @end example
##
## Assuming one of the two versions is in xcorr_orig, this would compare their
## speed and their output values.  Note that the FFT version is not exact, so
## one must specify an acceptable tolerance on the comparison @code{100*eps}.
## In this case, the comparison should be computed relatively, as
## @code{abs ((@var{x} - @var{y}) ./ @var{y})} rather than absolutely as
## @code{abs (@var{x} - @var{y})}.
##
## Type @kbd{example ("speed")} to see some real examples or
## @kbd{demo ("speed")} to run them.
##
## @end deftypefn

## Programming Note: All variables for speed must use the internal prefix "__".
## Shared variables are eval'ed into the current workspace and therefore might
## collide with the names used in the speed.m function itself.

## FIXME: consider two dimensional speedup surfaces for functions like kron.
function [__order, __test_n, __tnew, __torig] = speed (__f1, __init, __max_n = 100, __f2 = "", __tol = eps)

  if (nargin < 1)
    print_usage ();
  endif

  if (nargin < 2 || isempty (__init))
    __init = "x = randn (n, 1)";
  endif

  if (isempty (__max_n))
    __max_n = 100;
  endif

  __numtests = 15;

  ## Let user specify range of n.
  if (isscalar (__max_n))
    __min_n = 1;
    assert (__max_n > __min_n);
    __test_n = logspace (0, log10 (__max_n), __numtests);
  elseif (length (__max_n) == 2)
    [__min_n, __max_n] = deal (__max_n(1), __max_n(2));
    assert (__min_n >= 1);
    assert (__max_n > __min_n);
    __test_n = logspace (log10 (__min_n), log10 (__max_n), __numtests);
  else
    assert (all (__max_n > 0));
    __test_n = __max_n;
  endif
  ## Force n to be an integer.
  __test_n = unique (round (__test_n));
  assert (__test_n >= 1);

  __torig = __tnew = zeros (size (__test_n));

  ## Print and plot the data if no output is requested.
  do_display = (nargout == 0);

  if (do_display)
    disp (["testing " __f1 "\ninit: " __init]);
  endif

  ## Add semicolon closure to all code fragments in case user has not done so.
  __init(end+1) = ";";
  __f1(end+1) = ";";
  if (! isempty (__f2))
    __f2(end+1) = ";";
  endif

  ## Make sure the functions are freshly loaded by evaluating them at
  ## test_n(1); first have to initialize the args though.
  n = 1;
  k = 0;
  eval (__init);
  eval (__f1);
  if (! isempty (__f2))
    eval (__f2);
  endif

  ## Run the tests.
  for k = 1:length (__test_n)
    n = __test_n(k);
    eval (__init);

    if (do_display)
      printf ("n%i = %i  ", k, n);
      fflush (stdout);
    endif

    eval (["__tid = tic();" __f1 "__v1=ans; __t = toc(__tid);"]);
    if (__t < 0.25)
      eval (["__tid = tic();" __f1 "__t2 = toc(__tid);"]);
      eval (["__tid = tic();" __f1 "__t3 = toc(__tid);"]);
      __t = min ([__t, __t2, __t3]);
    endif
    __tnew(k) = __t;

    if (! isempty (__f2))
      eval (["__tid = tic();" __f2 "__v2=ans; __t = toc(__tid);"]);
      if (__t < 0.25)
        eval (["__tid = tic();" __f2 "__t2 = toc(__tid);"]);
        eval (["__tid = tic();" __f2 "__t3 = toc(__tid);"]);
        __t = min ([__t, __t2, __t3]);
      endif
      __torig(k) = __t;
      if (! isinf (__tol))
        assert (__v1, __v2, __tol);
      endif
    endif

  endfor

  ## Drop times of zero.
  if (isempty (__f2))
    zidx = (__tnew < 100*eps);
    __test_n(zidx) = [];
    __tnew(zidx) = [];
  else
    zidx = (__tnew < 100*eps | __torig < 100*eps);
    __test_n(zidx) = [];
    __tnew(zidx) = [];
    __torig(zidx) = [];
  endif

  if (isempty (__test_n))
    error (["speed: All running times were zero.\n",
            "error: speed: Choose larger MAX_N or do more work per function evaluation"]);
  endif

  ## Approximate time complexity and return it if requested.
  tailidx = ceil (length (__test_n)/2):length (__test_n);
  p = polyfit (log (__test_n(tailidx)), log (__tnew(tailidx)), 1);
  if (nargout > 0)
    __order.p = p(1);
    __order.a = exp (p(2));
  endif

  if (do_display)
    figure ();
    ## Strip semicolon added to code fragments before displaying
    __init(end) = "";
    __f1(end) = "";
    if (! isempty (__f2))
      __f2(end) = "";
    endif
  endif

  if (do_display && isempty (__f2))

    loglog (__test_n, __tnew*1000, "*-g;execution time;");
    xlabel ("test length");
    ylabel ("best execution time (ms)");
    title ({__f1, ["init: " __init]});

  elseif (do_display)

    subplot (1, 2, 1);
    semilogx (__test_n, __tnew ./ __torig, "-*g",
              __test_n, __torig ./ __tnew, "-*r");
    legend ({[strrep(__f1, ";", ".") " / " strrep(__f2, ";", ".")],
             [strrep(__f2, ";", ".") " / " strrep(__f1, ";", ".")]},
            "location", "northwest");
    title ("Speedup Ratio");
    xlabel ("test length");
    ylabel ("speedup ratio");

    subplot (1, 2, 2);
    loglog (__test_n, __tnew*1000, "*-g",
            __test_n, __torig*1000, "*-r");
    legend ({strrep(__f1,";","."),
             strrep(__f2,";",".")},
            "location", "northwest");
    title ({"Execution Times", ["init: " __init]});
    xlabel ("test length");
    ylabel ("best execution time (ms)");

    ratio = mean (__torig ./ __tnew);
    printf ("\n\nMean runtime ratio = %.3g for '%s' vs '%s'\n",
            ratio, __f2, __f1);

  endif

  if (do_display)

    ## Plot time complexity approximation (using milliseconds).
    figure;   # Open second plot window

    order = round (10*p(1))/10;
    if (order >= 0.1)
      order = sprintf ("O(n^%g)", order);
    else
      order = "O(1)";
    endif
    v = polyval (p, log (__test_n(tailidx)));

    loglog (__test_n(tailidx), exp (v) * 1000, sprintf ("b;%s;", order));
    title ({"Time Complexity", __f1});
    xlabel ("test length");

    ## Get base time to 1 digit of accuracy.
    dt = exp (p(2));
    dt = floor (dt/10^floor (log10 (dt)))*10^floor (log10 (dt));
    if (log10 (dt) >= -0.5)
      time = sprintf ("%g s", dt);
    elseif (log10 (dt) >= -3.5)
      time = sprintf ("%g ms", dt*1e3);
    elseif (log10 (dt) >= -6.5)
      time = sprintf ("%g us", dt*1e6);
    else
      time = sprintf ("%g ns", dt*1e9);
    endif

    ## Display nicely formatted complexity.
    printf ("\nFor %s:\n", __f1);
    printf ("  asymptotic power: %s\n", order);
    printf ("  approximate time per operation: %s\n", time);

  endif

endfunction


## FIXME: Demos with declared functions do not work.  See bug #31815.
##        A workaround has been hacked by not declaring the functions
##        but using eval to create them in the proper context.
##        Unfortunately, we can't remove them from the user's workspace
##        because of another bug (#34497).
%!demo
%! fstr_build_orig = cstrcat (
%!   "function x = build_orig (n)\n",
%!   "  ## extend the target vector on the fly\n",
%!   "  for i=0:n-1, x([1:100]+i*100) = 1:100; endfor\n",
%!   "endfunction");
%! fstr_build = cstrcat (
%!   "function x = build (n)\n",
%!   "  ## preallocate the target vector\n",
%!   "  x = zeros (1, n*100);\n",
%!   "  for i=0:n-1, x([1:100]+i*100) = 1:100; endfor\n",
%!   "endfunction");
%!
%! disp ("-----------------------");
%! disp (fstr_build_orig);
%! disp ("-----------------------");
%! disp (fstr_build);
%! disp ("-----------------------");
%!
%! ## Eval functions strings to create them in the current context
%! eval (fstr_build_orig);
%! eval (fstr_build);
%!
%! disp ("Preallocated vector test.\nThis takes a little while...");
%! speed ("build (n)", "", 1000, "build_orig (n)");
%! clear -f build build_orig
%! disp ("-----------------------");
%! disp ("Note how much faster it is to pre-allocate a vector.");
%! disp ("Notice the peak speedup ratio.");

%!demo
%! fstr_build_orig = cstrcat (
%!   "function x = build_orig (n)\n",
%!   "  for i=0:n-1, x([1:100]+i*100) = 1:100; endfor\n",
%!   "endfunction");
%! fstr_build = cstrcat (
%!   "function x = build (n)\n",
%!   "  idx = [1:100]';\n",
%!   "  x = idx(:,ones (1,n));\n",
%!   "  x = reshape (x, 1, n*100);\n",
%!   "endfunction");
%!
%! disp ("-----------------------");
%! disp (fstr_build_orig);
%! disp ("-----------------------");
%! disp (fstr_build);
%! disp ("-----------------------");
%!
%! ## Eval functions strings to create them in the current context
%! eval (fstr_build_orig);
%! eval (fstr_build);
%!
%! disp ("Vectorized test.\nThis takes a little while...");
%! speed ("build (n)", "", 1000, "build_orig (n)");
%! clear -f build build_orig
%! disp ("-----------------------");
%! disp ("This time, the for loop is done away with entirely.");
%! disp ("Notice how much bigger the speedup is than in example 1.");

## FIXME: Tests may fail on operating systems with low resolution timers such
##        as MinGW.  If a failure is reported, it might be better to either
##        force the tests to do more work, or use %!testif to check the OS.
%!test
%! [order, n, T_f1, T_f2] = speed ("airy (x)", "x = rand (n, 10)", [100, 1000]);
%! assert (isstruct (order));
%! assert (size (order), [1, 1]);
%! assert (fieldnames (order), {"p"; "a"});
%! assert (isnumeric (n));
%! assert (length (n) > 10);
%! assert (isnumeric (T_f1));
%! assert (size (T_f1), size (n));
%! assert (isnumeric (T_f2));
%! assert (length (T_f2) > 10);

%!test
%! [order, n, T_f1, T_f2] = speed ("sum (x)", "", [100, 1000], ...
%!                            "v = 0; for i = 1:length (x), v += x(i); endfor");
%! assert (isstruct (order));
%! assert (size (order), [1, 1]);
%! assert (fieldnames (order), {"p"; "a"});
%! assert (isnumeric (n));
%! assert (length (n) > 10);
%! assert (isnumeric (T_f1));
%! assert (size (T_f1), size (n));
%! assert (isnumeric (T_f2));
%! assert (length (T_f2) > 10);

## Test input validation
%!error <Invalid call> speed ()