combinatorial exercise in C++ seeing speed decrement vs VBA - c++

Question

just for recreation I thought I'd model a combinatorial problem with a monte carlo implementation. I did an implementation in VBA, and then as an exercise I thought I'd try and write it in C++ (am a complete novice) to check speed differences etc. Other than my not knowing advanced coding techniques/tricks, I had naively thought that as long as the model was faithfully transferred to C++ with mirroring functions / loops / variable types as far as possible etc that other than for minor tweaks the power of C++ would give me an immediate speed improvement as am running a lot of sims with lots of embedded sorting etc. Well, quite the opposite is occurring so, so there must be something seriously wrong with the C++ implementation, which is about half as fast at best depending on parameters. They both converge to the same answer so am happy mathematically that they work.
The problem:
Suppose you have N days in which to allocate k exams randomly with, eg 2 exam slots per day (AM/PM). What is the probability that say 2 days are full exam days? I think I have a closed form for this which I believe for now, so anyway wanted to test with MC.
Algorithm Heuristic:
Quite simply, say we have 18 days, 6 exams, 2 slots a day, and we want to know the probability we'll have 2 full days.
(i) simulate 6 uniforms U_i
(ii) allocate slots to the exams by randomly allocating them amongst remaining slots using the uniforms adjusting for slots already allotted. As as example if Exam 4 got allocated slot 4 in 34-slot space but 3 and 5 were already taken, then in 36-slot space Exam_4 would be allotted slot 6 (that would be the first free slot after rebasing). Have implemented this with some embedded sorting (in VB Bubblesort/quicksort has negligible diff, so far in C++ just using bubblesort).
(iii) just convert the slots into days, then count the sims that hit the target.
Phew - that's just there for background. The spirit of this is not really to optimise the algorithm, just to help me understand what I've done wrong to make it so much slower when 'mirrored' in C++!!
The Code!
// monte carlo
#include "stdafx.h"
#include"AllocateSlots.h"
#include<vector>
#include<string>
#include<iostream>
#include<cmath>
#include<ctime>
using namespace std;
int main()
{
int i, j, k, m;
int days, exams, slotsperday, filledslotsperday, targetfulldays, filleddays;
long sims, count, simctr;
cout << "Days?: ";cin >> days;
cout << "Exams?: ";cin >> exams;
cout << "Slots Per Day?: ";cin >> slotsperday;
cout << "Filled Slots?: ";cin >> filledslotsperday;
cout << "Target Full Days?: ";cin >> targetfulldays;
cout << "No. of sims?: ";cin >> sims;
system("PAUSE");
//timer
clock_t start;
start = clock();
double randomvariate;
//define intervals for remaining slots
vector <double> interval(exams);
int totalslots = (days * slotsperday);
for (k = 1; k <= exams; k++)
{
interval[k-1] = 1 / (static_cast <double> (totalslots - k + 1));
}
vector <int> slots(exams); //allocated slots
vector <int> previousslots(exams); //previously allocated slots
vector <int> slotdays(exams); //days on which slots fall
srand((int) time(0)); //generates seed on current system time
count = 0;
for (simctr = 1; simctr <= sims; simctr++)
{
vector<int> daycounts(days); //initialised at 0
for (i = 1; i <= exams;i++)
{
//rand() generates integers in [0.0,32767]
randomvariate = (static_cast <double> (rand()+1))/ (static_cast <double> (RAND_MAX+1));
j = 1;
while (j <= totalslots - i + 1)
{
if (randomvariate < j*interval[i - 1]) break;
j++;
}
slots[i - 1] = j;
}
for (i = 2; i <= exams;i++)
{
previousslots.resize(i - 1);
for (m = 1; m <= i - 1; m++)
{
previousslots[m - 1] = slots[m - 1];
}
BubbleSort(previousslots);
for (k = 1; k <= i - 1;k++)
{
if (slots[i - 1] >= previousslots[k - 1])
{
slots[i - 1]++ ;
}
}
}
//convert slots into days
for (i = 1; i <= exams;i++)
{
slotdays[i - 1] = SlottoDays(slots[i - 1], slotsperday);
}
//calculate the filled days
filleddays = 0;
for (j = 1; j <= days; j++)
{
for (k = 1; k <= exams; k++)
{
if (slotdays[k - 1] == j)
{
daycounts[j - 1]++;
}
}
if (daycounts[j - 1] == filledslotsperday)
{
filleddays++;
}
}
//check if target is hit
if (filleddays == targetfulldays)
{
count++;
}
}
cout << count << endl;
cout << "Time: " << (clock() - start) / (double)(CLOCKS_PER_SEC) << " s" << endl;
//cout << (static_cast<double>(count)) / (static_cast<double>(sims));
system("PAUSE");
return 0;
}
And the 2 ancillary functions:
#include "stdafx.h"
#include"AllocateSlots.h"
#include<iostream>
#include<cmath>
#include<vector>
using namespace std;
//returns day for a given slot
int SlottoDays(int &examslot, int &slotsperday)
{
return((examslot % slotsperday == 0) ? examslot/ slotsperday: examslot/ slotsperday + 1);
}
//BubbleSort Algorithm
vector <int> BubbleSort(vector <int> &values)
{
int i;
int j;
int tmpSort;
int N = values.size();
for (i = 0; i < N;i++)
{
for (j = i + 1; j < N; j++)
{
if (values[i] > values[j])
{
tmpSort = values[j];
values[j] = values[i];
values[i] = tmpSort;
}
}
}
return values;
}
So there it is - like I say the algorithm is common to C++ and VBA, happy to post the VBA but in the first instance just wondered if there was glaringly thing glaringly obvious in the above. Pretty much first time have done this, used vectors etc etc, unaided, self 'taught' so have definitely screwed something up even though have managed to make it run by some miracle! Be very grateful for some words of wisdom - trying to teach myself C++ with exercises like this but what I really want to get to is speed (and mathematical accuracy of course!) for much larger projects.
Fyi in my example of 18 days, 6 exams, 2 slots per day, 2 days to get filled it should converge to about 3.77%, which it does with 1mm sims in 38s in VBA and 145s in the implementation above on my duocore 2.7G i7 4GB RAM laptop on x64 windows7.

Answer 1

From the discussion in comments it sounds like you may be running your program in Debug mode. This turns off a number of optimisations and even generates some extra code.
To run in Release mode look for the Solution Configurations drop down in the Standard Tool Bar and use the drop down to change from Debug to Release.
Then rebuild your Solution and rerun your tests.
To explore program performance further in Visual Studio you'll want to use the Performance Profiler tool. There's a tutorial on using the Performance Profiler (including a video) on the Microsoft documentation site: Profile application performance in Visual Studio. There's also Quickstart: First look at profiling tools and a whole bunch more: all under the Profiling in Visual Studio section.