Re: [Boost-Users] Newbie: uBLAS slow?

From: Kresimir Fresl (fresl_at_[hidden])
Date: 2002-09-12 08:38:52

Thomas Willhalm wrote:

> I'm new to ublas, so it's easily possible that I overlooked something 
> obvious. The first thing I tried to calculate was the following line:
> 
> numerics::matrix<double> M(dimension,n);
> numerics::matrix<double> Covariance 
>    = numerics::prod(M,numerics::trans(M))/n;
> 
> where dimension is 50 and n is 8000.
> 
> Unfortunately. it turned out that the following "stupid" code actually 
> performs better:
> 
> numerics::matrix<double> Covariance(dimension,dimension);
> for (int i=0; i<dimension; ++i) 
>    for (int j=0; j<dimension; ++j) {
>       Covariance(i,j)=0;
>       for (int k=0; k<n; ++k) 
>          Covariance(i,j) += M(i,k)*M(j,k);
>       Covariance(i,j) /= n;
>    }
> 
> What am I doing wrong?
> 
> I'm using gcc 2.95.3 under Linux 2.4.18 on a mobile Pentium III, if it 
> matters.

First of all, it seems that you have fairly old version of ublas.
New version is in namespace `boost::numeric::ublas'.
But I don't think that this influences the performance ;o)

You must define NDEBUG. Otherwise expression templates
are not enabled. You can also try to compile with -O2 or -O3.

For the following test program, compiled with gcc 3.2, I got:

without -DNDEBUG:
    ublas: 9.36
    loop: 5.74

with -DNDEBUG:
    ublas: 5.6
    loop: 4.37

with -DNDEBUG -O3:
    ublas: 0.9
    loop: 1.59

with -DNDEBUG -O3 -funroll-loops:
    ublas: 0.81
    loop: 1.6

Test program:
=============================================
#include <iostream>
#include <boost/timer.hpp>
#include <boost/numeric/ublas/matrix.hpp>

int main() {

   int dimension = 50;
   int n = 8000;

   boost::numeric::ublas::matrix<double> M (dimension, n);
   for (int i = 0; i < dimension; ++i)
     for (int j = 0; j < n; ++j)
       M(i,j) = i+j;

   boost::timer t;
   boost::numeric::ublas::matrix<double> Covariance1
      = boost::numeric::ublas::prod (M, boost::numeric::ublas::trans 
(M)) / n;

   std::cout << "ublas: " << t.elapsed() << std::endl;

   t.restart();
   boost::numeric::ublas::matrix<double> Covariance (dimension, dimension);
   for (int i=0; i<dimension; ++i)
     for (int j=0; j<dimension; ++j) {
       Covariance(i,j)=0;
       for (int k=0; k<n; ++k)
         Covariance(i,j) += M(i,k)*M(j,k);
       Covariance(i,j) /= n;
     }

   std::cout << "loop: " << t.elapsed() << std::endl;
}
====================================================

Sincerely,

fres