This documentation page of boost::math::tools::brent_find_minima says about its first argument:
The function to minimise: a function object (or C++ lambda) ... with no maxima occurring in that interval.
But what happens if this is not the case? (After all, this condition is rather difficult to pre-ensure, especially since the function is usually expensive to evaluate at many points.) Best would be to detect violations to this condition on the fly.
If this condition is violated, does boost throw an exception, or does it exhibit undefined behavior?
A workaround I am thinking of is to build the checking into the lambda ("function to minimize"), by capturing and maintaining a std::map<double,double> holding all the points that have been evaluated, and comparing each new evaluation with its nearest neighbor in each direction, to check whether there may be a local maximum. But I don't want to do all that if it isn't necessary.
There is no way for this to be done. If you read Corless's A Graduate Introduction to Numerical Methods, you'll read a very interesting point: All numerically defined functions are discontinuous halfway between representables, and have zero derivatives between representables. Basically they can be thought of as a sum of Heaviside functions.
So none of them are differentiable in the mathematical sense. Ok, maybe you think this is a bit unfair-the scale should be zoomed out. But how much? We know that |x-1| isn't differentiable at x=1, but how could a computer tell that? How does it know that there isn't some locally smooth mollifier that makes it differentiable between x=1-eps and x=1+eps? I don't think there's a good answer to this question.
One of the most difficult problems in this class arises in quadrature. Some of these methods work fast when the complex extension of the function has poles far from the real axis. Try to numerically determine that.
Function spaces are impossible to determine numerically. Users just have to get it right.
I'm porting some code, and the original author was evidently quite concerned with squeezing as much performance as possible out of the code.
Throughout (and there's hundreds of source files), there are lots of things like this:
float f = (float)(6);
type_float tf = (type_float)(0); //type_float is a typedef of float xor double
In short, the author tried to make the RHS of assignments equal to the variable being assigned into. The aim, I presume, was to coerce the compiler into making e.g. the 6 in the first example into 6.0f so that no conversion overhead happens when that value is copied into the variable.
This would actually be useful for something like the second example, where the proper form of the literal (one of {0.0f,0.0}) isn't known/can be changed from a line far away. However, I can see it being problematic if the literal is converted and stored into a temporary and then copied, instead of the conversion happening on copy.
Is this author onto something here? Are all these literals actually being stored with the intended type? Or is this just a massive waste of source file bits? What is the best way to handle these sorts of cases in modern code?
Note: I believe this applies to both C and C++, so I have applied both tags.
This is a complete waste. No modern optimizing compiler will keep any track of intermediate values, but directly initialize with the final correct value. There is really no point in it, default conversion should always do the right thing, here. And yes this should apply to both, C and C++, and they shouldn't differ much in behavior.
Is it faster to use ++(a = b); instead of a = b + 1;?
For my understanding, the first approach consists of the operations:
move the value of b to a
increment a in memory
while the second approach does:
push b and 1 to the stack
call add
pop the result to a register
move the register to a
Does it actually take less cycles? Or does the compiler (gcc for example) do an optimization so it does not make a difference?
edit: TIL that ++(a=b) is wrong illegal UB, at least in pre-C++11. Nevertheless, I'll discuss this assuming it's either legal or the compiler does what you expect.
Generally speaking, a = b + 1; is faster.
The optimizer will most surely make the same of both. If not, it is more likely to optimize the second version, because it is a very common thing to write, and omtimizers are more likely to recognize common things than weird corner cases.
Why do I say it should be the same after optimization, but the second is faster? Because of the fellow developers. Everyone recognizes a = b + 1; immediately. Noone really has to think about it. The other case is more likely to trigger a reaction in the likes of "wtf is he doing there, and why?". Many people will figure out eventually what you did there. Some will not. Some might even introduce bugs because of it. Few people will find out why you did it and nevertheless stumble each time they have to read that line. Everyone will lose time wondering while reading that line. That's why the other is faster.
Caveat: all this is written silently assuming that you are talking of builtin types, like ints or pointers. Your interpretation of what the two do supports that. If we're talking of UDTs, the two lines are not even guaranteed to do the same. It then depends completely on how operator=, operator++ and operator+ and maybe the conversion from int are implemented. Nevertheless, if the implementations make you conside to write ++(a=b), they are most likely bad implementations and should be improved rather than hacked around.
tl;dr: if I'd catch you doing ++(a=b) in any codebase I work on, we'd have to have a serious talk ;-)
There is no simple answer to this question. The question has been flagged with C++ so we have no way of knowing what this code is actually doing without knowing the precise type of all the operands. Also, the context within which the code appears will make a difference to the way the optimiser generates code - the compiler could alias the variables and move the increment into instructions further down the program, for example, into effective address calculations for the two variables.
But the real question is, why do you care? As Arne said above, readability is far more important and you've not posted a scenario whereby any difference would have a measurable effect.
Only worry about it if it is actually causing a problem.
With optimizations on, they generate exactly the same code for me so they will perform exactly the same. This shouldn't be a surprise as the effects of both statements are exactly the same.
++(a = b); is undefined behaviour because there are two unsequenced modifications to a.
Although the value computation of a in a = b is sequenced before the modification of a due ++, the side-effect of a = b (storage to a) is unsequenced relative to the side-effect of ++ (again, storage to a).
I've recently heard that in some cases, programmers believe that you should never use literals in your code. I understand that in some cases, assigning a variable name to a given number can be helpful (especially in terms of maintenance if that number is used elsewhere). However, consider the following case studies:
Case Study 1: Use of Literals for "special" byte codes.
Say you have an if statement that checks for a specific value stored in (for the sake of argument) a uint16_t. Here are the two code samples:
Version 1:
// Descriptive comment as to why I'm using 0xBEEF goes here
if (my_var == 0xBEEF) {
//do something
}
Version 2:
const uint16_t kSuperDescriptiveVarName = 0xBEEF;
if (my_var == kSuperDescriptiveVarName) {
// do something
}
Which is the "preferred" method in terms of good coding practice? I can fully understand why you would prefer version 2 if kSuperDescriptiveVarName is used more than once. Also, does the compiler do any optimizations to make both versions effectively the same executable code? That is, are there any performance implications here?
Case Study 2: Use of sizeof
I fully understand that using sizeof versus a raw literal is preferred for portability and also readability concerns. Take the two code examples into account. The scenario is that you are computing the offset into a packet buffer (an array of uint8_t) where the first part of the packet is stored as my_packet_header, which let's say is a uint32_t.
Version 1:
const int offset = sizeof(my_packet_header);
Version 2:
const int offset = 4; // good comment telling reader where 4 came from
Clearly, version 1 is preferred, but what about for cases where you have multiple data fields to skip over? What if you have the following instead:
Version 1:
const int offset = sizeof(my_packet_header) + sizeof(data_field1) + sizeof(data_field2) + ... + sizeof(data_fieldn);
Version 2:
const int offset = 47;
Which is preferred in this case? Does is still make sense to show all the steps involved with computing the offset or does the literal usage make sense here?
Thanks for the help in advance as I attempt to better my code practices.
Which is the "preferred" method in terms of good coding practice? I can fully understand why you would prefer version 2 if kSuperDescriptiveVarName is used more than once.
Sounds like you understand the main point... factoring values (and their comments) that are used in multiple places. Further, it can sometimes help to have a group of constants in one place - so their values can be inspected, verified, modified etc. without concern for where they're used in the code. Other times, there are many constants used in proximity and the comments needed to properly explain them would obfuscate the code in which they're used.
Countering that, having a const variable means all the programmers studying the code will be wondering whether it's used anywhere else, keeping it in mind as they inspect the rest of the scope in which it's declared etc. - the less unnecessary things to remember the surer the understanding of important parts of the code will be.
Like so many things in programming, it's "an art" balancing the pros and cons of each approach, and best guided by experience and knowledge of the way the code's likely to be studied, maintained, and evolved.
Also, does the compiler do any optimizations to make both versions effectively the same executable code? That is, are there any performance implications here?
There's no performance implications in optimised code.
I fully understand that using sizeof versus a raw literal is preferred for portability and also readability concerns.
And other reasons too. A big factor in good programming is reducing the points of maintenance when changes are done. If you can modify the type of a variable and know that all the places using that variable will adjust accordingly, that's great - saves time and potential errors. Using sizeof helps with that.
Which is preferred [for calculating offsets in a struct]? Does is still make sense to show all the steps involved with computing the offset or does the literal usage make sense here?
The offsetof macro (#include <cstddef>) is better for this... again reducing maintenance burden. With the this + that approach you illustrate, if the compiler decides to use any padding your offset will be wrong, and further you have to fix it every time you add or remove a field.
Ignoring the offsetof issues and just considering your this + that example as an illustration of a more complex value to assign, again it's a balancing act. You'd definitely want some explanation/comment/documentation re intent here (are you working out the binary size of earlier fields? calculating the offset of the next field?, deliberately missing some fields that might not be needed for the intended use or was that accidental?...). Still, a named constant might be enough documentation, so it's likely unimportant which way you lean....
In every example you list, I would go with the name.
In your first example, you almost certainly used that special 0xBEEF number at least twice - once to write it and once to do your comparison. If you didn't write it, that number is still part of a contract with someone else (perhaps a file format definition).
In the last example, it is especially useful to show the computation that yielded the value. That way, if you encounter trouble down the line, you can easily see either that the number is trustworthy, or what you missed and fix it.
There are some cases where I prefer literals over named constants though. These are always cases where a name is no more meaningful than the number. For example, you have a game program that plays a dice game (perhaps Yahtzee), where there are specific rules for specific die rolls. You could define constants for One = 1, Two = 2, etc. But why bother?
Generally it is better to use a name instead of a value. After all, if you need to change it later, you can find it more easily. Also it is not always clear why this particular number is used, when you read the code, so having a meaningful name assigned to it, makes this immediately clear to a programmer.
Performance-wise there is no difference, because the optimizers should take care of it. And it is rather unlikely, even if there would be an extra instruction generated, that this would cause you troubles. If your code would be that tight, you probably shouldn't rely on an optimizer effect anyway.
I can fully understand why you would prefer version 2 if kSuperDescriptiveVarName is used more than once.
I think kSuperDescriptiveVarName will definitely be used more than once. One for check and at least one for assignment, maybe in different part of your program.
There will be no difference in performance, since an optimization called Constant Propagation exists in almost all compilers. Just enable optimization for your compiler.
I am writing a C++ number crunching application, where the bottleneck is a function that has to calculate for double:
template<class T> inline T sqr(const T& x){return x*x;}
and another one that calculates
Base dist2(const Point& p) const
{ return sqr(x-p.x) + sqr(y-p.y) + sqr(z-p.z); }
These operations take 80% of the computation time. I wonder if you can suggest approaches to make it faster, even if there is some sort of accuracy loss
Thanks
First, make sure dist2 can be inlined (it's not clear from your post whether or not this is the case), having it defined in a header file if necessary (generally you'll need to do this - but if your compiler generates code at link time, then that's not necessarily the case).
Assuming x86 architecture, be sure to allow your compiler to generate code using SSE2 instructions (an example of an SIMD instruction set) if they are available on the target architecture. To give the compiler the best opportunity to optimize these, you can try to batch your sqr operations together (SSE2 instructions should be able to do up to 4 float or 2 double operations at a time depending on the instruction.. but of course it can only do this if you have the inputs to more than one operation on the ready). I wouldn't be too optimistic about the compiler's ability to figure out that it can batch them.. but you can at least set up your code so that it would be possible in theory.
If you're still not satisfied with the speed and you don't trust that your compiler is doing it best, you should look into using compiler intrinsics which will allow you to write potential parallel instructions explicitly.. or alternatively, you can go right ahead and write architecture-specific assembly code to take advantage of SSE2 or whichever instructions are most appropriate on your architecture. (Warning: if you hand-code the assembly, either take extra care that it still gets inlined, or make it into a large batch operation)
To take it even further, (and as glowcoder has already mentioned) you could perform these operations on a GPU. For your specific case, bear in mind that GPU's often don't support double precision floating point.. though if it's a good fit for what you're doing, you'll get orders of magnitude better performance this way. Google for GPGPU or whatnot and see what's best for you.
What is Base?
Is it a class with a non-explicit constructor? It's possible that you're creating a fair amount of temporary Base objects. That could be a big CPU hog.
template<class T> inline T sqr(const T& x){return x*x;}
Base dist2(const Point& p) const {
return sqr(x-p.x) + sqr(y-p.y) + sqr(z-p.z);
}
If p's member variables are of type Base, you could be calling sqr on Base objects, which will be creating temporaries for the subtracted coordinates, in sqr, and then for each added component.
(We can't tell without the class definitions)
You could probably speed it up by forcing the sqr calls to be on primitves and not using Base until you get to the return type of dist2.
Other performance improvement opportunities are to:
Use non-floating point operations, if you're ok with less precision.
Use algorithms which don't need to call dist2 so much, possibly caching or using the transitive property.
(this is probably obvious, but) Make sure you're compiling with optimization turned on.
I think optimising these functions might be difficult, you might be better off optimising the code that calls these functions to call them less, or to do things differently.
You don't say whether the calls to dist2 can be parallelised or not. If they can, then you could build a thread pool and split this work up into smaller chunks per thread.
What does your profiler tell you is happening inside dist2. Are you actually using 100% CPU all the time or are you cache missing and waiting for data to load?
To be honest, we really need more details to give you a definitive answer.
If sqr() is being used only on primitive types, you might try taking the argument by value instead of reference. That would save you an indirection.
If you can organise your data suitably then you may well be able to use SIMD optimisation here. For an efficient implementation you would probably want to pad your Point struct so that it has 4 elements (i.e. add a fourth dummy element for padding).
If you have a number of these to do, and you're doing graphics or "graphic like" tasks (thermal modeling, almost any 3d modeling) you might consider using OpenGL and offloading the tasks to a GPU. This would allow the computations to run in parallel, with highly optimized operational capacity. After all, you would expect something like distance or distancesq to have its own opcode on a GPU.
A researcher at a local univeristy offload almost all of his 3d-calculations for AI work to the GPU and achieved much faster results.
There are a lot of answers mentioning SSE already… but since nobody has mentioned how to use it, I'll throw another in…
Your code has most everything a vectorizer needs to work, except two constraints: aliasing and alignment.
Aliasing is the problem of two names referring two the same object. For example, my_point.dist2( my_point ) would operate on two copies of my_point. This messes with the vectorizer.
C99 defines the keyword restrict for pointers to specify that the referenced object is referenced uniquely: there will be no other restrict pointer to that object in the current scope. Most decent C++ compilers implement C99 as well, and import this feature somehow.
GCC calls it __restrict__. It may be applied to references or this.
MSVC calls it __restrict. I'd be surprised if support were any different from GCC.
(It is not in C++0x, though.)
#ifdef __GCC__
#define restrict __restrict__
#elif defined _MSC_VER
#define restrict __restrict
#endif
Base dist2(const Point& restrict p) const restrict
Most SIMD units require alignment to the size of the vector. C++ and C99 leave alignment implementation-defined, but C++0x wins this race by introducing [[align(16)]]. As that's still a bit in the future, you probably want your compiler's semi-portable support, a la restrict:
#ifdef __GCC__
#define align16 __attribute__((aligned (16)))
#elif defined _MSC_VER
#define align16 __declspec(align (16))
#endif
struct Point {
double align16 xyz[ 3 ]; // separate x,y,z might work; dunno
…
};
This isn't guaranteed to produce results; both GCC and MSVC implement helpful feedback to tell you what wasn't vectorized and why. Google your vectorizer to learn more.
If you really need all the dist2 values, then you have to compute them. It's already low level and cannot imagine speedups apart from distributing on multiple cores.
On the other side, if you're searching for closeness, then you can supply to the dist2() function your current miminum value. This way, if sqr(x-p.x) is already larger than your current minimum, you can avoid computing the remaining 2 squares.
Furthermore, you can avoid the first square by going deeper in the double representation. Comparing directly on the exponent value with your current miminum can save even more cycles.
Are you using Visual Studio? If so you may want to look at specifying the floating point unit control using /fp fast as a compile switch. Have a look at The fp:fast Mode for Floating-Point Semantics. GCC has a host of -fOPTION floating point optimisations you might want to consider (if, as you say, accuracy is not a huge concern).
I suggest two techniques:
Move the structure members into
local variables at the beginning.
Perform like operations together.
These techniques may not make a difference, but they are worth trying. Before making any changes, print the assembly language first. This will give you a baseline for comparison.
Here's the code:
Base dist2(const Point& p) const
{
// Load the cache with data values.
register x1 = p.x;
register y1 = p.y;
register z1 = p.z;
// Perform subtraction together
x1 = x - x1;
y1 = y - y1;
z1 = z - z2;
// Perform multiplication together
x1 *= x1;
y1 *= y1;
z1 *= z1;
// Perform final sum
x1 += y1;
x1 += z1;
// Return the final value
return x1;
}
The other alternative is to group by dimension. For example, perform all 'X' operations first, then Y and followed by Z. This may show the compiler that pieces are independent and it can delegate to another core or processor.
If you can't get any more performance out of this function, you should look elsewhere as other people have suggested. Also read up on Data Driven Design. There are examples where reorganizing the loading of data can speed up performance over 25%.
Also, you may want to investigate using other processors in the system. For example, the BOINC Project can delegate calculations to a graphics processor.
Hope this helps.
From an operation count, I don't see how this can be sped up without delving into hardware optimizations (like SSE) as others have pointed out. An alternative is to use a different norm, like the 1-norm is just the sum of the absolute values of the terms. Then no multiplications are necessary. However, this changes the underlying geometry of your space by rearranging the apparent spacing of the objects, but it may not matter for your application.
Floating point operations are quite often slower, maybe you can think about modifying the code to use only integer arithmetic and see if this helps?
EDIT: After the point made by Paul R I reworded my advice not to claim that floating point operations are always slower. Thanks.
Your best hope is to double-check that every dist2 call is actually needed: maybe the algorithm that calls it can be refactored to be more efficient? If some distances are computed multiple times, maybe they can be cached?
If you're sure all of the calls are necessary, you may be able to squeeze out a last drop of performance by using an architecture-aware compiler. I've had good results using Intel's compiler on x86s, for instance.
Just a few thoughts, however unlikely that I will add anything of value after 18 answers :)
If you are spending 80% time in these two functions I can imagine two typical scenarios:
Your algorithm is at least polynomial
As your data seem to be spatial maybe you can bring the O(n) down by introducing spatial indexes?
You are looping over certain set
If this set comes either from data on disk (sorted?) or from loop there might be possibility to cache, or use previous computations to calculate sqrt faster.
Also regarding the cache, you should define the required precision (and the input range) - maybe some sort of lookup/cache can be used?
(scratch that!!! sqr != sqrt )
See if the "Fast sqrt" is applicable in your case :
http://en.wikipedia.org/wiki/Fast_inverse_square_root
Look at the context. There's nothing you can do to optimize an operation as simple as x*x.
Instead you should look at a higher level: where is the function called from? How often? Why? Can you reduce the number of calls? Can you use SIMD instructions to perform the multiplication on multiple elements at a time?
Can you perhaps offload entire parts of the algorithm to the GPU?
Is the function defined so that it can be inlined? (basically, is its definition visible at the call sites)
Is the result needed immediately after the computation? If so, the latency of FP operations might hurt you. Try to arrange your code so dependency chains are broken up or interleaved with unrelated instructions.
And of course, examine the generated assembly and see if it's what you expect.
Is there a reason you are implementing your own sqr operator?
Have you tried the one in libm it should be highly optimized.
The first thing that occurs to me is memoization ( on-the-fly caching of function calls ), but both sqr and dist2 it would seem like they are too low level for the overhead associated with memoization to be made up for in savings due to memoization. However at a higher level, you may find it may work well for you.
I think a more detailed analysis of you data is called for. Saying that most of the time in the program is spent executing MOV and JUMp commands may be accurate, but it's not going to help yhou optimise much. The information is too low level. For example, if you know that integer arguments are good enough for dist2, and the values are between 0 and 9, then a pre-cached tabled would be 1000 elements--not to big. You can always use code to generate it.
Have you unrolled loops? Broken down matrix opration? Looked for places where you can get by with table lookup instead of actual calculation.
Most drastic would be to adopt the techniques described in:
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.115.8660&rep=rep1&type=pdf
though it is admittedly a hard read and you should get some help from someone who knows Common Lisp if you don't.
I'm curious why you made this a template when you said the computation is done using doubles?
Why not write a standard method, function, or just 'x * x' ?
If your inputs can be predictably constrained and you really need speed create an array that contains all the outputs your function can produce. Use the input as the index into the array (A sparse hash). A function evaluation then becomes a comparison (to test for array bounds), an addition, and a memory reference. It won't get a lot faster than that.
See the SUBPD, MULPD and DPPD instructions. (DPPD required SSE4)
Depends on your code, but in some cases a stucture-of-arrays layout might be more friendly to vectorization than an array-of-structures layout.