[Pharo-dev] FloatArray

Jimmie Houchin jlhouchin at gmail.com
Mon May 20 19:53:34 EDT 2019


I wasn't worried about how to do sliding windows. My problem is that 
using LapackDGEMatrix in my example was 18x slower than FloatArray, 
which is slower than Numpy. It isn't what I was expecting.

What I didn't know is if I was doing something wrong to cause such a 
tremendous slow down.

Python and Numpy is not my favorite. But it isn't uncomfortable.

So I gave up and went back to Numpy.

Thanks.



On 5/20/19 5:17 PM, Nicolas Cellier wrote:
> Hi Jimmie,
> effectively I did not subsribe...
> Having efficient methods for sliding window average is possible, here 
> is how I would do it:
>
> "Create a vector with 100,000 rows filles with random values (uniform 
> distrubution in [0,1]"
> v := LapackDGEMatrix randUniform: #(100000 1).
>
> "extract values from rank 10001 to 20000"
> w1 := v atIntervalFrom: 10001 to: 20000 by: 1.
>
> "create a left multiplier matrix for performing average of w1"
> a := LapackDGEMatrix nrow: 1 ncol: w1 nrow withAll: 1.0 / w1 size.
>
> "get the average (this is a 1x1 matrix from which we take first element)"
> avg1 := (a * w1) at: 1.
>
> [ "select another slice of same size"
> w2 := v atIntervalFrom: 15001 to: 25000 by: 1.
>
> "get the average (we can recycle a)"
> avg2 := (a * w2) at: 1 ] bench.
>
> This gives:
>  '16,500 per second. 60.7 microseconds per run.'
> versus:
> [w2 sum / w2 size] bench.
>  '1,100 per second. 908 microseconds per run.'
>
> For max and min, it's harder. Lapack/Blas only provide max of absolute 
> value as primitive:
> [w2 absMax] bench.
>  '19,400 per second. 51.5 microseconds per run.'
>
> Everything else will be slower, unless we write new primitives in C 
> and connect them...
> [w2 maxOf: [:each | each]] bench.
>  '984 per second. 1.02 milliseconds per run.'
>
> Le dim. 19 mai 2019 à 14:58, Jimmie <jlhouchin at gmail.com 
> <mailto:jlhouchin at gmail.com>> a écrit :
>
>     On 5/16/19 1:26 PM, Nicolas Cellier wrote:> Any feedback on this?
>      > Did someone tried to use Smallapack in Pharo?
>      > Jimmie?
>      >
>
>     I am going to guess that you are not on pharo-users. My bad.
>     I posted this in pharo-users as I it wasn't Pharo development
>     question.
>
>     I probably should have posted here or emailed you directly.
>
>     All I really need is good performance with a simple array of
>     floats. No
>     matrix math. Nothing complicated. Moving Averages over a slice of the
>     array. A variety of different averages, weighted, etc. Max/min of the
>     array. But just a single simple array.
>
>     Any help greatly appreciated.
>
>     Thanks.
>
>
>     On 4/28/19 8:32 PM, Jimmie Houchin wrote:
>     Hello,
>
>     I have installed Smallapack into Pharo 7.0.3. Thanks Nicholas.
>
>     I am very unsure on my use of Smallapack. I am not a mathematician or
>     scientist. However the only part of Smallapack I am trying to use
>     at the
>     moment is something that would  be 64bit and compare to FloatArray so
>     that I can do some simple accessing, slicing, sum, and average on
>     the array.
>
>     Here is some sample code I wrote just to play in a playground.
>
>     I have an ExternalDoubleArray, LapackDGEMatrix, and a FloatArray
>     samples. The ones not in use are commented out for any run.
>
>     fp is a download from
>     http://ratedata.gaincapital.com/2018/12%20December/EUR_USD_Week1.zip
>     and unzipped to a directory.
>
>     fp := '/home/jimmie/data/EUR_USD_Week1.csv'
>     index := 0.
>     pricesSum := 0.
>     asum := 0.
>     ttr := [
>          lines := fp asFileReference contents lines allButFirst.
>          a := ExternalDoubleArray new: lines size.
>          "la := LapackDGEMatrix allocateNrow: lines size ncol: 1.
>          a := la columnAt: 1."
>          "a := FloatArray new: lines size."
>          lines do: [ :line || parts price |
>              parts := ',' split: line.
>              index := index + 1.
>              price := Float readFrom: (parts last).
>              a at: index put: price.
>              pricesSum := pricesSum + price.
>              (index rem: 100) = 0 ifTrue: [
>                  asum := a sum.
>           ]]] timeToRun.
>     { index. pricesSum. asum. ttr }.
>       "ExternalDoubleArray an Array(337588 383662.5627699992
>     383562.2956199993 0:00:01:59.885)"
>       "FloatArray  an Array(337588 383662.5627699992 383562.2954441309
>     0:00:00:06.555)"
>
>     FloatArray is not the precision I need. But it is over 18x faster.
>
>     I am afraid I must be doing something badly wrong. Python/Numpy is
>     over
>     4x faster than FloatArray for the above.
>
>     If I am using Smallapack incorrectly please help.
>
>     Any help greatly appreciated.
>
>     Thanks.
>
>
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