## [matlab] performance for-loops vs. vectorization vs. bsxfun

From time to time I explain my students certain concepts. To archive those and as an extended memory, I share them here. We also recently had some discussion on vectorization in our research group. e.g. in python and matlab. With the second link claiming for-loops in matlab are performing much better than before.

## Goal

Show that for-loops are still quite slow in matlab. Compare bsxfun against vectorized arithmetic expansion in matlab against bsxfun

## The contenders

- good old for-loop: Easy to understand, can be found everywhere, slow
- arithmetic expansion: medium difficulty, should be general used, fast
- bsxfun: somewhat difficult to understand, I use it regularily, fast (often)

## Comparisons

While demonstrating this to my student, I noticed that subsetting an array has interesting effects on the performance differences. The same is true for different array sizes. Therefore, I decided to systematically compare those.

I subtract one row from either a subset (first 50 rows, dashed line) or all rows of an [n x m] matrix with n= [100, 1000, 10 000] and m = [10, 100, 1000, 10 000]. Mean + SE

## Three take home messages:

- for loop is very slow
- vectorization is fastest for small first dimension, then equally fast as bsxfun
- bsxfun is fastest if one needs to subset a medium sized array (n x m >100 x 1000), but see update below!

## Update:

Prompted by Anne Urai, I redid the analysis with multiplication & devision. The pattern is the same. I did notice that allocating new matrices before doing the arithmetic expansion (vectorization) results in the same behaviour as bsxfun (but more lines of code)

A = data(ix,:); B = data(1,:); x = A./B;

## matlab code

tAll = []; for dim1 = [100 1000 10000] for dim2 = [10 100 1000 10000] tStart = tic; for subset = [0 1] if subset ix = 1:50; else ix = 1:dim1; end for run = 1:10 data = rand(dim1,dim2); % for-loop x = data; tic for k= 1:size(data,2) x(ix,k) = data(ix,k)-data(1,k); end t = toc; tAll = [tAll; table(dim1,dim2,subset,{'for-loop'},t)]; %vectorized tic x = data(ix,:)-data(1,:); t = toc; tAll = [tAll; table(dim1,dim2,subset,{'vectorization'},t)]; % bsxfun tic x= bsxfun(@minus,data(ix,:),data(1,:)); t = toc; tAll = [tAll; table(dim1,dim2,subset,{'bsxfun'},t)]; end end fprintf('finished dim1=%i,dim2=%i - took me %.2fs\n',dim1,dim2,toc(tStart)) end end % Plotting using the awesome GRAMM-toolbox % https://github.com/piermorel/gramm figure g = gramm('x',log10(tAll.dim2),'y',log10(tAll.t),'color',tAll.Var4,'linestyle',tAll.subset); g.facet_grid([],tAll.dim1) g.stat_summary() g.set_names('x','log10(second dimension [n x *M*])','y','log10(time) [log10(s)]','column','first dimension [ *N* x m]','linestyle','subset 1:50?') g.draw()