[R] Timings of function execution in R [was Re: R in Industry]
Douglas Bates
bates at stat.wisc.edu
Fri Feb 9 00:00:15 CET 2007
On 2/8/07, Albrecht, Dr. Stefan (AZ Private Equity Partner)
<stefan.albrecht at apep.com> wrote:
> Dear all,
>
> Thanks a lot for your comments.
>
> I very well agree with you that writing efficient code is about optimisation. The most important rules I know would be:
> - vectorization
> - pre-definition of vectors, etc.
> - use matrix instead of data.frame
> - do not use named objects
> - use pure matrix instead of involved S4 (perhaps also S3) objects (can have enormous effects)
> - use function instead of expression
> - use compiled code
> - I guess indexing with numbers (better variables) is also much faster than with text (names) (see also above)
> - I even made, for example, my own min, max, since they are slow, e.g.,
>
> greaterOf <- function(x, y){
> # Returns for each element of x and y (numeric)
> # x or y may be a multiple of the other
> z <- x > y
> z*x + (!z)*y
That's an interesting function. I initially was tempted to respond
that you have managed to reinvent a specialized form of the ifelse
function but then I decided to do the timings just to check (always a
good idea). The enclosed timings show that your function is indeed
faster than a call to ifelse. A couple of comments:
- I needed to make the number of components in the vectors x and y
quite large before I could get reliable timings on the system I am
using.
- The recommended way of doing timings is with system.time function,
which makes an effort to minimize the effects of garbage collection on
the timings.
- Even when using system.time there is often a big difference in
timing between the first execution of a function call that generates a
large object and subsequent executions of the same function call.
[additional parts of the original message not relevant to this
discussion have been removed]
-------------- next part --------------
> x <- rnorm(1000000)
> y <- rnorm(1000000)
> system.time(r1 <- greaterOf(x, y))
user system elapsed
0.255 0.023 0.278
> system.time(r1 <- greaterOf(x, y))
user system elapsed
0.054 0.029 0.084
> system.time(r1 <- greaterOf(x, y))
user system elapsed
0.057 0.028 0.086
> system.time(r1 <- greaterOf(x, y))
user system elapsed
0.083 0.040 0.124
> system.time(r1 <- greaterOf(x, y))
user system elapsed
0.099 0.026 0.124
> system.time(r2 <- ifelse(x > y, x, y))
user system elapsed
0.805 0.109 0.913
> system.time(r2 <- ifelse(x > y, x, y))
user system elapsed
0.723 0.113 0.835
> system.time(r2 <- ifelse(x > y, x, y))
user system elapsed
0.641 0.116 0.757
> system.time(r2 <- ifelse(x > y, x, y))
user system elapsed
0.647 0.111 0.757
> all.equal(r1,r2)
[1] TRUE
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