Skip to main content

compile - Speeding up this recursive function



I have a recursive function defined like this:


Clear[MyFnc];
MyFnc[X_] := Block[{n, val, Xm, Xmn},
n = Length[X]; If[n == 1, Return[{2, 1}]];
Xm[mm_] := X[[1 ;; mm]];
Xmn[mm_, nn_] := X[[mm + 1 ;; nn]];
val = Table[Block[{XmT = Total[Xm[m]], XmnT = Total[Xmn[m, n]]},
(XmT.XmnT)/(XmT.XmT)*{m^2, 2 m}*(MyFnc[Xm[m]][[1]])*(MyFnc[Xmn[m,n]][[2]])],
{m, 1, n - 1}] // Total;
Return[val/{n^2, n}]];


Function takes a list of vectors of arbitrary length $n$, e.g. for $n=5$ and 3D vectors;


arg := Table[RandomReal[{-1, 1}, 3], {5}]

and gives a list of two numbers, i.e. MyFnc[arg] gives for example {0.24443, 1.10547}.


Since this function is to be used as an integrand in numerical integration, it would need to be called many times. So evaluation time is important,


(Table[MyFnc[arg], {10^4}] // AbsoluteTiming)[[1]]  

(* ==> 18.5959 *)


Is there a way to significantly speed up this function? Can such recursive functions be compiled efficiently?



Answer



You can get it through Compile as below. Note that I have not tested for correctness.


myFncC = Compile[{{X, _Real, 2}}, Block[
{n, val},
n = Length[X];
If[n == 1, Return[{2., 1.}]];
val = Total[
Table[
Block[

{XmT = Total[X[[1 ;; m]]], XmnT = Total[X[[m + 1 ;; n]]],
mFm = myFncC[X[[1 ;; m]]], mFmn = myFncC[X[[m + 1 ;; n]]]},
(XmT.XmnT)/(XmT.XmT)*{m^2, 2 m}*mFm[[1]]*mFmn[[2]]], {m, 1,
n - 1}]];
val/{n^2, n}]];

arg := Table[RandomReal[{-1, 1}, 3], {5}]
(Table[myFncC[arg], {10^4}] // AbsoluteTiming)[[1]]

(* Out[67]= 1.13199 *)


Adding "CompilationTarget" -> "C" brings it down a hair more, to .75 seconds.


Comments

Popular posts from this blog

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...

dynamic - How can I make a clickable ArrayPlot that returns input?

I would like to create a dynamic ArrayPlot so that the rectangles, when clicked, provide the input. Can I use ArrayPlot for this? Or is there something else I should have to use? Answer ArrayPlot is much more than just a simple array like Grid : it represents a ranged 2D dataset, and its visualization can be finetuned by options like DataReversed and DataRange . These features make it quite complicated to reproduce the same layout and order with Grid . Here I offer AnnotatedArrayPlot which comes in handy when your dataset is more than just a flat 2D array. The dynamic interface allows highlighting individual cells and possibly interacting with them. AnnotatedArrayPlot works the same way as ArrayPlot and accepts the same options plus Enabled , HighlightCoordinates , HighlightStyle and HighlightElementFunction . data = {{Missing["HasSomeMoreData"], GrayLevel[ 1], {RGBColor[0, 1, 1], RGBColor[0, 0, 1], GrayLevel[1]}, RGBColor[0, 1, 0]}, {GrayLevel[0], GrayLevel...