我在Julia 0.4-prerelease中尝试以下代码,它以两种不同的方式执行矩阵求幂(精确vs系列扩展)。我尝试使用多种方法来获取数组维n
并设置单位矩阵eye( n )
。
function test()
A = [ 1.0 -1.0 ; -1.0 1.0 ]
lam, U = eig( A ) # diagonalization: A U = U diagm(lam)
Bref = U * diagm( exp(lam) ) * U' # Bref = exp(A) (in matrix sense)
#[ Get the dimension n ]
n = length( lam ) # slow (1a)
# const n = length( lam ) # slow (1b)
# n::Int = length( lam ) # fast (1c)
# const n::Int = length( lam ) # fast (1d)
# n = size( A, 1 ) # fast (1e)
#[ Set unit matrices to B and X ]
B = eye( n ); X = eye( n ) # slow with (1a) (2-1)
# B = eye( 2 ); X = eye( 2 ) # fast (2-2)
# B = eye( n::Int ); X = eye( n::Int ) # fast (2-3)
# B::Array{Float64,2} = eye( n ); X::Array{Float64,2} = eye( n ) # fast (2-4)
# B = eye( A ); X = eye( A ) # fast (2-5)
#[ Calc B = exp(A) with Taylor expansion ]
@time for k = 1:20
X[:,:] = X * A / float( k )
B[:,:] += X
end
#[ Check error ]
@show norm( B - Bref )
end
test()
这里我观察到当n是动态变量(没有类型注释)时,代码变得比其他情况慢得多。例如,(1a)和(2-1)的组合给出 "慢"结果如下,而其他组合给出了快速"结果(超过1000倍)。
slow case => elapsed time: 0.043822985 seconds (1 MB allocated)
fast case => elapsed time: 1.1702e-5 seconds (16 kB allocated)
这是因为"类型不稳定"在for-loop里面发生?我感到困惑,因为eye( n )
总是Array{Float64,2}
(仅用于初始化),似乎没有(隐式)类型的更改。同样令人困惑的是(1e)和(2-1)的组合很快,其中动态n
设置为size()而不是length()。总的来说,为了获得良好的性能,明确地注释数组维度变量是否更好?
答案 0 :(得分:5)
我认为差异主要来自编译时间。如果我再放两个test()
,我会得到以下内容:
2-1
和1a
:
73.599 milliseconds (70583 allocations: 3537 KB)
norm(B - Bref) = 4.485301019485633e-14
15.165 microseconds (200 allocations: 11840 bytes)
norm(B - Bref) = 4.485301019485633e-14
10.844 microseconds (200 allocations: 11840 bytes)
norm(B - Bref) = 4.485301019485633e-14
2-2
和1a
:
8.662 microseconds (180 allocations: 11520 bytes)
norm(B - Bref) = 4.485301019485633e-14
7.968 microseconds (180 allocations: 11520 bytes)
norm(B - Bref) = 4.485301019485633e-14
7.654 microseconds (180 allocations: 11520 bytes)
norm(B - Bref) = 4.485301019485633e-14
编译时间的差异来自于编译的不同代码。那个,以及剩下的一些时间差异,实际上来自于类型的不稳定性。查看@code_warntype test()
版本1a
的这一部分:
GenSym(0) = (Base.LinAlg.__eig#214__)(GenSym(19),A::Array{Float64,2})::Tuple{Any,Any}
#s8 = 1
GenSym(22) = (Base.getfield)(GenSym(0),1)::Any
GenSym(23) = (Base.box)(Base.Int,(Base.add_int)(1,1)::Any)::Int64
lam = GenSym(22)
#s8 = GenSym(23)
GenSym(24) = (Base.getfield)(GenSym(0),2)::Any
GenSym(25) = (Base.box)(Base.Int,(Base.add_int)(2,1)::Any)::Int64
U = GenSym(24)
#s8 = GenSym(25) # line 7:
Bref = U * (Main.diagm)((Main.exp)(lam)::Any)::Any * (Main.ctranspose)(U)::Any::Any # line 9:
n = (Main.length)(lam)::Any # line 11:
B = (Main.eye)(n)::Any # line 11:
X = (Main.eye)(n)::Any # line 13: # util.jl, line 170:
我读到这是因为类型推断未能找出eig
的返回类型。然后传播到B和X.如果添加n::Int
,最后一行将变为
n = (top(typeassert))((top(convert))(Main.Int,(Main.length)(lam)::Any)::Any,Main.Int)::Int64 # line 11:
B = (Base.eye)(Base.Float64,n::Int64,n::Int64)::Array{Float64,2} # line 11:
X = (Base.eye)(Base.Float64,n::Int64,n::Int64)::Array{Float64,2} # line 13: # util.jl, line 170:
因此B
和X
输入正确。 An issue about this exact subject was raised recently - 如果您希望获得最佳效果,除了自己注释之外,它似乎并没有多少选择。