Matlab - faster scripts
Matlab is easy to use, but the easiest method might not be the
fastest. Fortunately, some of the simpler ways to improve the speed
of matlab programs are also amongst the most effective, leading to
order-of-magnitude improvements.
Firstly, make sure you're not writing unnecessary code. Each new
version of matlab has new functions that might be useful, and
functions that have been made faster. Remember that some of
matlab's commands are scripts and some are built-in functions which
are going to be faster than anything you can write. Use the
which command to find out whether or not a function is a
script (cumsum for example, isn't).
Also make sure you're up to date with matlab's newer features:
Some (like cells and structures) might make your code tidier but
slower; others (like the newer visualisation routines) may speed up
your code considerably.
Matlab 6.5 introduced the "JIT-Accelerator" which greatly speeds
up some scripts with big simple "for" loops. If you have pre-2006
matlabs it might be worth use the profile routine to help
you adapt your code to take advantage of it. Newer matlabs don't
show JIT information in the profile output, but it's still
worth helping the JIT-Accelerator. The JIT-Accelerator example shows how programs can run 10 times
faster if tweaked. Not all of the tweaks are obvious - indeed, some
of them would nearly halve the speed of the program were it
not for the JIT-Accelerator.
Then go through this checklist of issues to consider. Some
directly affect speed. Others affect memory usage, which in turn
affects speed.
Some matlab routines are *.m files, others are compiled
into matlab (built-in) and are much faster. Try to use
built-ins where possible. Use type
functionname to see if a function is a
built-in.
There are 2 sorts of M-files - functions
and scripts.
When you call an M-file function MATLAB parses it and stores it in
memory, so that on subsequent calls it runs faster. The difference
isn't much, but functions are better than scripts anyway - they
make use of their own local variables and accept input arguments.
Look up the function
command to find out how to write functions.
You can convert a function into matlab's internal form yourself
using the pcode
command, but it's hardly worth it.
Matlab has the ability to increase the size of a matrix on
demand. If you know the maximum size of a matrix beforehand, it's
worth creating the matrix with this size initially rather than
making the matrix grow incrementally. Speed-up factors of 500 are
possible using this method.
Matlab has 2 ways of storing matrices - full and
sparse.
Full matrices store their all of their elements in a block of
memory; sparse matrices keep a list of the non-zero elements. If
matrices aren't dense, using sparse matrices saves memory and
increases speed. If you save the following text as
spdemo.m you can experiment with using different matrix
sizes and densities. For example, spdemo(100,.1) compares
multiplication for full and sparse matrices of size 100 by 100 and
density .1.
function sp = spdemo(arg1, arg2)
% Comparison of sparse vs full matrices
if (nargin ~= 2)
error('Give order and density');
return
end
S = sprandn(arg1,arg1,arg2);
F = full(S);
% Compare speed.
t0=cputime;
B = S * S;
stime=cputime-t0;
t0=cputime;
C = F * F;
ftime=cputime-t0;
sprintf('Order %d matrix, density %f: Full=%f, Sparse=%f', arg1, ...
arg2, ftime, stime)
Structures of arrays are faster than arrays of structures.
Note that if you're processing a 2D array, it's faster to scan
down the columns than along the rows.
The clear command lets memory associated with variables
be recycled. Such space get recycled anyway in many circumstances
(e.g. the variables created in a function are cleared when
the function ends), but you may have to explicitly use
clear, especially in long programs. One particular
scenario to beware of is the following
for i =1;1000
a=ones(1000*i);
% lots more code
end
Here a is being recreated in each iteration, but while
the a=ones(1000*i) command is being executed there's a
moment when the new a has been constructed, but the old
one hasn't been destroyed. If both arrays are big this will result
in a sudden peak in memory usage. Putting clear a before
the a=ones(1000*i) line will solve the problem.
Before you start spending a lot of time on optimising it's
useful to find out where the main bottlenecks are. The
profile command can do this for you, providing text or
graphical output. For example, this is how you could profile
spdemo.m
profile on
spdemo(100, .1)
profile off
profile viewer
You'll need to click on the function names displayed by the
viewer in order to get detailed information. Within the department
one particular diagnostic session led to a speedup of 3000 times
(to several hours to several seconds) when it turned out that the
same huge .mat file was being loaded on every iteration of
a loop.
Matlab scripts can be written using fortran/C-style
"for" loops, but to make the most of matlab's abilities
you should try whenever possible to treat matrices as a single
entity rather than a bundle of elements. A separate document deals
with vectorisation tricks
Matlab routines deal with general cases. If your data has a
special feature (matrices are symmetrical, for instance) you may be
able to implement an algorithm which is tuned to your special case.
See Mex
files - an example.
It's possible to combine the ease of writing M-files with the
speed provided by writing in C or Fortran. Compilers (Mathworks'
mcc
or the free matcom) convert M-files into compiled C code.
Our Signal Processing
& Communications group have used mcc successfully. However,
mcc isn't free. Also speed improvements depend strongly on
the particular application. In some cases, performance improves by
more than 200 times, while other files show little or no
improvement. Note also that the compiler is rather expensive, and
users will need to have a big file installed before the matlab
application will work.
Whether or not you use a compiler, it's worth using other
optimisation techniques too.
If 1 CPU isn't enough, you could use more. You may have a
multi-CPU machine or access to several machines. Note that the
current version of matlab uses 1 CPU by default, but you can change
that behaviour - see our Matlab parallelisation section. You might even be able to use a
graphics accelerator board to speed matlab up. Options include
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