为什么我的Matlab for循环代码比我的矢量化版本更快

Question

我一直听说向量化代码比MATLAB中的循环运行得更快。但是，当我尝试向量化我的MATLAB代码时，它似乎运行得更慢。

我使用tic和toc来衡量时间。我只更改了程序中单个函数的实现。我的矢量化版本在47.228801秒内运行，我的for-loop版本在16.962089秒内运行。

同样在我的主程序中，我使用大数字表示N，N = 1000000，DataSet的大小为1 301，我为每个版本运行了几次相同大小的不同数据集和N。

为什么矢量化的速度要慢得多，如何才能进一步提高速度？

＆＃34;矢量化＆＃34;版本

function [RNGSet] = RNGAnal(N,DataSet)
%Creates a random number generated set of numbers to check accuracy overall
%   This function will produce random numbers and normalize a new Data set
%   that is derived from an old data set by multiply random numbers and
%   then dividing by N/2
randData = randint(N,length(DataSet));
tempData = repmat(DataSet,N,1);
RNGSet = randData .* tempData;
RNGSet = sum(RNGSet,1) / (N/2); % sum and normalize by the N
end

＆＃34; for-loop＆＃34;版本

function [RNGData] = RNGAnsys(N,Data)
%RNGAnsys This function produces statistical RNG data using a for loop
%   This function will produce RNGData that will be used to plot on another
%   plot that possesses the actual data
multData = zeros(N,length(Data));
for i = 1:length(Data)
    photAbs = randint(N,1); % Create N number of random 0's or 1's
    multData(:,i) = Data(i) * photAbs; % multiply each element in the molar data by the random numbers
end

sumData = sum(multData,1); % sum each individual energy level's data point
RNGData = (sumData/(N/2))'; % divide by n, but account for 0.5 average by n/2
end

Answer 1

矢量

首先看一下for循环代码告诉我们，由于photAbs是一个二进制数组，其每列都根据Data的每个元素进行缩放，因此这个二进制特征可用于向量化。这在代码中被滥用 -

function RNGData = RNGAnsys_vect1(N,Data)

%// Get the 2D Matrix of random ones and zeros
photAbsAll = randint(N,numel(Data));

%// Take care of multData internally by summing along the columns of the
%// binary 2D matrix and then multiply each element of it with each scalar 
%// taken from Data by performing elementwise multiplication
sumData = Data.*sum(photAbsAll,1);

%// Divide by n, but account for 0.5 average by n/2
RNGData = (sumData./(N/2))'; %//'

return;

分析后，似乎瓶颈是随机二进制数组创建部分。因此，使用this smart solution中建议的更快的随机二进制数组创建器，可以进一步优化上述函数 -

function RNGData = RNGAnsys_vect2(N,Data)

%// Create a random binary array and sum along the columns on the fly to
%// save on any variable space that would be required otherwise. 
%// Also perform the elementwise multiplication as discussed before.
sumData = Data.*sum(rand(N,numel(Data))<0.5,1);

%// Divide by n, but account for 0.5 average by n/2
RNGData = (sumData./(N/2))'; %//'

return;

使用智能二进制随机数组创建器，原始代码也可以进行优化，稍后将用于优化的for-loop和矢量化代码之间的公平基准测试。这里列出了优化的for循环代码 -

function RNGData = RNGAnsys_opt1(N,Data)

multData = zeros(N,numel(Data));
for i = 1:numel(Data)

    %// Create N number of random 0's or 1's using a smart approach
    %// Then, multiply each element in the molar data by the random numbers
    multData(:,i) = Data(i) * rand(N,1)<.5; 
end

sumData = sum(multData,1); % sum each individual energy level's data point
RNGData = (sumData/(N/2))'; % divide by n, but account for 0.5 average by n/2
return;

基准

基准代码

N = 15000; %// Kept at this value as it going out of memory with higher N's.
           %// Size of dataset is more important anyway as that decides how
           %// well is vectorized code against a for-loop code

DS_arr = [50 100 200 500 800 1500 5000]; %// Dataset sizes
timeall = zeros(2,numel(DS_arr));

for k1 = 1:numel(DS_arr)
    DS = DS_arr(k1);
    Data = rand(1,DS);

    f = @() RNGAnsys_opt1(N,Data);%// Optimized for-loop code
    timeall(1,k1) = timeit(f);
    clear f

    f = @() RNGAnsys_vect2(N,Data);%// Vectorized Code
    timeall(2,k1) = timeit(f);
    clear f
end

%// Display benchmark results
figure,hold on, grid on
plot(DS_arr,timeall(1,:),'-ro')
plot(DS_arr,timeall(2,:),'-kx')
legend('Optimized for-loop code','Vectorized code')
xlabel('Dataset size ->'),ylabel('Time(sec) ->')
avg_speedup = mean(timeall(1,:)./timeall(2,:))
title(['Average Speedup with vectorized code = ' num2str(avg_speedup) 'x'])

<强>结果

结束语

根据我迄今为止使用MATLAB的经验，循环和矢量化技术都不适合所有情况，但一切都是针对具体情况的。

Answer 2

尝试使用matlab探查器确定哪一行或多行代码占用的时间最多。通过这种方式，您可以了解repmat函数是否会降低您的速度。让我们知道你发现了什么，我感兴趣！

Answer 3

randData = randint（N，length（DataSet））;

分配1.2GB阵列。 （4 * 301 * 1000000）。隐式地，你在程序中最多创建了4个这样的怪物，导致连续的缓存未命中。

你的for循环代码几乎可以在处理器缓存中运行（或者在更大的xeons上运行）。