[Gretl-devel] Re: Speed of matrix "block" operations

On Sat, 12 Oct 2019, Marcin Błażejowski wrote: I'm attaching a modified verson of your script which may clarify things. The relative execution times of your variants are mostly a function of how much excess indexation arithmetic you're doing. Do as little arithmetic as possible in the inner loop in particular. Your first variant does 160000 additions/subtractions where 2 will do just fine. That said, copying element-by-element by row -- as in all your variants -- is very inefficient for two reasons. First, gretl matrices are in column-major order: column elements are adjacent in memory, row elements are separated by the number of rows in the matrix. So go by columns whenever possible. Second, one should uses ranges rather than single-element indices whenever possible. If the data in the given range are contiguous in memory, libgretl will use the C library's memcpy() to copy a chunk of data in one call. Here are my timings for the 6 variants in my version of your script (on i7, Arch Linux): loop 1: 5.3523 (add/sub = 160000) loop 2: 4.6882 (add/sub = 80000) loop 3: 4.9248 (add/sub = 80000) loop 4: 4.5084 (add/sub = 40001) loop 5: 3.3973 (add/sub = 2) loop 6: 0.0109 (add/sub = 2; column chunks) Note the huge speed-up when copying columns as chunks. Allin