Calling a XS function many times makes overhead. I recommend to run a for-loop in XS. It makes 155% faster than original implementation. (I want to generate a lot of β dsitribution random numbers)
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January 25, 2017 06:38
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Bulk generate beta distribution random number generator in XS
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| use strict; | |
| use warnings; | |
| use Math::Random qw/random_beta/; | |
| use Benchmark qw/cmpthese/; | |
| use Carp; | |
| cmpthese( | |
| -1, { | |
| orig => sub { | |
| for my $n (1..1000) { | |
| random_beta_072(1, 0.1, 0.2); | |
| } | |
| }, | |
| xs => sub { | |
| random_beta(1000, 0.1, 0.2); | |
| }, | |
| } | |
| ); | |
| # Math::Random-0.72's original implementation | |
| sub random_beta_072 { # Arguments: ($n,$aa,$bb) | |
| croak "Usage: random_beta(\$n,\$aa,\$bb)" if scalar(@_) < 3; | |
| my($n, $aa, $bb) = @_; | |
| croak("($aa = \$aa < 1.0E-37) or ($bb = \$bb < 1.0E-37)\nin ". | |
| "random_beta(\$n,\$aa,\$bb)") | |
| if (($aa < 1.0E-37) or ($bb < 1.0E-37)); | |
| return Math::Random::genbet($aa,$bb) unless wantarray(); | |
| my $val; | |
| my @ans = (0) x $n; | |
| foreach $val (@ans) { $val = Math::Random::genbet($aa,$bb); } | |
| return @ans; | |
| } | |
| __END__ | |
| Benchmark result on my machine: | |
| Rate orig xs | |
| orig 1001/s -- -61% | |
| xs 2549/s 155% -- | |
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| diff --git Random.pm Random.pm | |
| index c268f56..8cfdc17 100755 | |
| --- Random.pm | |
| +++ Random.pm | |
| @@ -79,19 +79,6 @@ salfph(get_seed() || scalar(localtime)); | |
| # RANDOM DEVIATE GENERATORS # | |
| ##################################################################### | |
| -sub random_beta { # Arguments: ($n,$aa,$bb) | |
| - croak "Usage: random_beta(\$n,\$aa,\$bb)" if scalar(@_) < 3; | |
| - my($n, $aa, $bb) = @_; | |
| - croak("($aa = \$aa < 1.0E-37) or ($bb = \$bb < 1.0E-37)\nin ". | |
| - "random_beta(\$n,\$aa,\$bb)") | |
| - if (($aa < 1.0E-37) or ($bb < 1.0E-37)); | |
| - return genbet($aa,$bb) unless wantarray(); | |
| - my $val; | |
| - my @ans = (0) x $n; | |
| - foreach $val (@ans) { $val = genbet($aa,$bb); } | |
| - return @ans; | |
| -} | |
| - | |
| sub random_chi_square { # Arguments: ($n,$df) | |
| croak "Usage: random_chi_square(\$n,\$df)" if scalar(@_) < 2; | |
| my($n, $df) = @_; | |
| diff --git Random.xs Random.xs | |
| index eb4734c..afe7b50 100644 | |
| --- Random.xs | |
| +++ Random.xs | |
| @@ -67,6 +67,24 @@ get_seed() | |
| OUTPUT: | |
| RETVAL | |
| +void | |
| +random_beta(n, aa, bb) | |
| + PREINIT: | |
| + IV i; | |
| + INPUT: | |
| + IV n | |
| + NV aa | |
| + NV bb | |
| + PPCODE: | |
| + if ((aa < 1.0E-37) || (bb < 1.0E-37)) { | |
| + croak("($aa = %f < 1.0E-37) or ($bb = %f < 1.0E-37)\nin random_beta($n,$aa,$bb)", | |
| + aa, bb); | |
| + } | |
| + for (i=0; i<n; ++i) { | |
| + mXPUSHn(genbet(aa, bb)); | |
| + } | |
| + XSRETURN(n); | |
| + | |
| double | |
| genbet (aa,bb) | |
| INPUT: |
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