Skip to main content

performance tuning - How to speed up calculation of this equation (FindRoot)


I have come up with the following functions, and I need to calculate a value, in order to have a condition valid. In my problem, all data are given, and I need to calculate variable l. I am using findroot, and I give an initial value of 25 (plausible assumption) in order to get what I need. Although my calculation is correct, it is really time consuming (I am using an i7 -3720 qm) and it takes almost 8-9 seconds. My question is, how can I speed up evaluation speed.


f1[x_, y_] := 
PDF[NormalDistribution[l, 3.975], x]*

PDF[NormalDistribution[53.559 - l, 3.975], y];
p = (1 - Sum[f1[i, i], {i, 0, 50}])/(1 -
Sum[f1[i, i], {i, 0, 50}]*1.4317884120211488);



f2[x_, y_] := If[x == y, f1[x, y]*1.4317884120211488`,
f1[x, y]/p];

A = SessionTime[];

sexpNEW =
FindRoot[Sum[f2[i, j], {i, 0, 50}, {j, 0, i - 6.5}] ==
0.4605263157894738, {l, 25}]
B = SessionTime[];

My results:


{l->29.8104}

{ speed:,8.6508650,seconds}




consider the following example, which is based on my previous, but this time some variables are unknown, lets call them u1, u2, u3


f1[x_,y_]:=PDF[NormalDistribution[u1,2.1],x]*PDF[NormalDistribution[u2,2.05],y];

p=(1-Sum[f1[i,i],{i,0,20}])/(1-Sum[f1[i,i],{i,0,50}]*u3);

f2[x_,y_]:=If[x==y,f1[x,y]*u3,f1[x,y]/p];

limit1=20.5;




FindRoot[
Sum[f2[i, j], {i, 0, limit1}, {j, 0, limit1 - i}] ==
0.4285714285714286`
&& Sum[f2[i, j], {i, 1, 20}, {j, 0, i - 1}] == 0.47417677642980943`
&& Sum[f2[i, j], {j, 1, 20}, {i, 0, j - 1}] ==
0.2558058925476603`, {u1, 12}, {u2, 12}, {u3,
1}] // AbsoluteTiming


{8.18311, {u1 -> 11.0489, u2 -> 10.0626, u3 -> 2.10168}}

How would I use compile as you did @xzczd, in order to use findroot for a 3*3 system?




edit: (26/2/2016)


I am studying compile and I have a question regarding its applications. Could I use it in recursive functions too? I am using memoization, but even though I gain in speed, I was thinking that compile could improve my speeds further. My question is, how could I define the following function with compile? I tried to do so, but when I call my function, it keeps running forever.


This is my original function


f[t_, d_] := 
f[t, d] =
If[t > 80, 0,

If[d == A && t == B, 1,
p7h*f[t + 1, d - 7] + p5h*f[t + 1, d - 5] +
p3h*f[t + 1, d - 3] + p7a*f[t + 1, d + 7] +
p5a*f[t + 1, d + 5] + p3a*f[t + 1, d + 3] +
pns*f[t + 1, d]]]

and this is how i tried to rewrite it using Compile


fC=
Compile[{t, d},
If[t > 80, 0,

If[d == A && t == B, 1,
p7h*fC[t + 1, d - 7] + p5h*fC[t + 1, d - 5] +
p3h*fC[t + 1, d - 3] + p7a*fC[t + 1, d + 7] +
p5a*fC[t + 1, d + 5] + p3a*fC[t + 1, d + 3] +
pns*fC[t + 1, d]]]
]

t,d are intenger variables, and so are A and B. Thank you in advance.



Answer



You need Compile, with option "EvaluateSymbolically" -> False:



cf = Compile[{l}, #, RuntimeOptions -> "EvaluateSymbolically" -> False] &@
Sum[f2[i, j], {i, 0, 50}, {j, 0, i - 6.5}];

FindRoot[cf@l == 0.4605263157894738, {l, 25}] // AbsoluteTiming


{0.015624, {l -> 29.8104}}



Update:



The method I showed above is fully applicable to the new added sample:


cfgenerator = 
Compile[{u1, u2, u3}, #, RuntimeOptions -> "EvaluateSymbolically" -> False] &;

{cf1, cf2, cf3} = cfgenerator /@ {Sum[f2[i, j], {i, 0, limit1}, {j, 0, limit1 - i}],
Sum[f2[i, j], {i, 1, 20}, {j, 0, i - 1}],
Sum[f2[i, j], {j, 1, 20}, {i, 0, j - 1}]};

FindRoot[cf1[u1, u2, u3] == 0.4285714285714286` &&
cf2[u1, u2, u3] == 0.47417677642980943` &&

cf3[u1, u2, u3] == 0.2558058925476603`, {u1, 12}, {u2, 12}, {u3, 1}] // AbsoluteTiming


{0.052929, {u1 -> 11.0489, u2 -> 10.0626, u3 -> 2.10168}}

Then I'd like to talk a little about why this method works. Simply speaking, your original code is slow because those Sums are very big, and Compile is a way to speed up the evaluation of big expressions that are formed by relatively low level functions.


Well, to be honest, before answering, I hesitate for a while, because Compile isn't really a easy-to-use function (see here for more information) and personaly I don't recommond not-that-experienced Mathematica user jumping into the world of compiling. However, your Sums can (luckily) evaluate to compilable algebraic expressions and are so suitable for Compile that I can't help posting this answer. If you want to learn more about Compile (as mentioned above, currently I don't recommend you to! ) , you can consider starting from here.


Comments

Popular posts from this blog

plotting - Plot 4D data with color as 4th dimension

I have a list of 4D data (x position, y position, amplitude, wavelength). I want to plot x, y, and amplitude on a 3D plot and have the color of the points correspond to the wavelength. I have seen many examples using functions to define color but my wavelength cannot be expressed by an analytic function. Is there a simple way to do this? Answer Here a another possible way to visualize 4D data: data = Flatten[Table[{x, y, x^2 + y^2, Sin[x - y]}, {x, -Pi, Pi,Pi/10}, {y,-Pi,Pi, Pi/10}], 1]; You can use the function Point along with VertexColors . Now the points are places using the first three elements and the color is determined by the fourth. In this case I used Hue, but you can use whatever you prefer. Graphics3D[ Point[data[[All, 1 ;; 3]], VertexColors -> Hue /@ data[[All, 4]]], Axes -> True, BoxRatios -> {1, 1, 1/GoldenRatio}]

plotting - Filling between two spheres in SphericalPlot3D

Manipulate[ SphericalPlot3D[{1, 2 - n}, {θ, 0, Pi}, {ϕ, 0, 1.5 Pi}, Mesh -> None, PlotPoints -> 15, PlotRange -> {-2.2, 2.2}], {n, 0, 1}] I cant' seem to be able to make a filling between two spheres. I've already tried the obvious Filling -> {1 -> {2}} but Mathematica doesn't seem to like that option. Is there any easy way around this or ... Answer There is no built-in filling in SphericalPlot3D . One option is to use ParametricPlot3D to draw the surfaces between the two shells: Manipulate[ Show[SphericalPlot3D[{1, 2 - n}, {θ, 0, Pi}, {ϕ, 0, 1.5 Pi}, PlotPoints -> 15, PlotRange -> {-2.2, 2.2}], ParametricPlot3D[{ r {Sin[t] Cos[1.5 Pi], Sin[t] Sin[1.5 Pi], Cos[t]}, r {Sin[t] Cos[0 Pi], Sin[t] Sin[0 Pi], Cos[t]}}, {r, 1, 2 - n}, {t, 0, Pi}, PlotStyle -> Yellow, Mesh -> {2, 15}]], {n, 0, 1}]

plotting - Mathematica: 3D plot based on combined 2D graphs

I have several sigmoidal fits to 3 different datasets, with mean fit predictions plus the 95% confidence limits (not symmetrical around the mean) and the actual data. I would now like to show these different 2D plots projected in 3D as in but then using proper perspective. In the link here they give some solutions to combine the plots using isometric perspective, but I would like to use proper 3 point perspective. Any thoughts? Also any way to show the mean points per time point for each series plus or minus the standard error on the mean would be cool too, either using points+vertical bars, or using spheres plus tubes. Below are some test data and the fit function I am using. Note that I am working on a logit(proportion) scale and that the final vertical scale is Log10(percentage). (* some test data *) data = Table[Null, {i, 4}]; data[[1]] = {{1, -5.8}, {2, -5.4}, {3, -0.8}, {4, -0.2}, {5, 4.6}, {1, -6.4}, {2, -5.6}, {3, -0.7}, {4, 0.04}, {5, 1.0}, {1, -6.8}, {2, -4.7}, {3, -1....