Re: Octave interpreter slowness

[Keith Goodman]

On 3/15/06, John Swensen <address@hidden> wrote:
> In some recent work, I wasn't able to get our companies' only Matlab
> Statistics toolbox license, so I switched to octave for a week or two.
> I noticed that the poisson random function in octave took orders of
> magnitude longer than Matlab's implementation.  This led me to do a
> simple experiment.  I ran the following script on the same computer with
> both Matlab and Octave (WinXP with Cygwin Octave release vs. Matlab
> 7.something), with very interesting results.
> -------------------------------
> tic
> size = 1000000;
> var = zeros(1,size);
> for i = 1:size
>   var(i) = rand();
> end
> sum(var)
> ElapsedTime = toc
> -------------------------------
>
> Matlab (10 runs) - Ave = 2.0818 seconds
> Octave (10 runs) - Ave = 19.911 seconds
>
> Since this is a fairly simple script with a lot of iterations, does this
> indicate that the discrepency is caused somewhere in the parsing
> portions of Octave?  I tried the test again with the rand() call
> eliminated with similar differences in execution times.  I then tried
> the script in Octave on a faster PC running Ubuntu with some
> improvements (15 seconds per).

For loops are slow in Octave.

When most of the time of a single for loop iteration is spent in
matrix operations, the slowness of the for looping is not noticeable.
But when most of the time is spent in looping, it is very noticeable.

For example

a = randn(N);
tic
for i = 1:1000
   x = a*a';
end
toc

As you increase N, the ratio of the slowness decreases.

If N is small, the trick is either to vectorize or compile your
function with mkoctfile.



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