public VectorParameterExpression GetParameter <T>(NArray <T> array)
{
var local = array as ILocalNArray;
if (local != null)
{
return(_localParameters[local.Index] as VectorParameterExpression);
}
else
{
// if the array is a scalar and not an independent variable of any derivative calculation, we do not care where it came from; do not
// add to argument list
if (array.IsScalar && !IsIndependentVariable(array))
{
return(new ConstantExpression <T>(array.First()));
}
VectorParameterExpression argument;
// is this fast enough?
if (!_argumentLookup.TryGetValue(array, out argument))
{
argument = array.IsScalar ? new ReferencingVectorParameterExpression <T>(array.First(), ParameterType.Argument, _argumentLookup.Count)
: new ReferencingVectorParameterExpression <T>(array, ParameterType.Argument, _argumentLookup.Count);
_argumentLookup.Add(array, argument);
}
return(argument);
}
}
public NArray BinaryExpression(NArray operand1, NArray operand2,
Func<Expression, Expression, BinaryExpression> operation)
{
CheckNArrays(operand1, operand2);
NArray result;
ParameterExpression parameterExpression;
NewLocal(out result, out parameterExpression);
Expression arg1, arg2;
arg1 = (operand1.IsScalar) ? (Expression)GetConstant(operand1.First()) : (Expression)GetNArray(operand1);
arg2 = (operand2.IsScalar) ? (Expression)GetConstant(operand2.First()) : (Expression)GetNArray(operand2);
_expressions.Add(
Expression.Assign(parameterExpression,
operation(arg1, arg2)
));
return result;
}
public NArray BinaryExpression(NArray operand1, NArray operand2,
Func <Expression, Expression, BinaryExpression> operation)
{
CheckNArrays(operand1, operand2);
NArray result;
ParameterExpression parameterExpression;
NewLocal(out result, out parameterExpression);
Expression arg1, arg2;
arg1 = (operand1.IsScalar) ? (Expression)GetConstant(operand1.First()) : (Expression)GetNArray(operand1);
arg2 = (operand2.IsScalar) ? (Expression)GetConstant(operand2.First()) : (Expression)GetNArray(operand2);
_expressions.Add(
Expression.Assign(parameterExpression,
operation(arg1, arg2)
));
return(result);
}
/// <summary>
/// Test of efficiency for a large number of simple vector operations.
/// In particular, tests enhanced recycling of locals.
/// </summary>
public void SimpleTest()
{
// create 500 random vectors
var vectorLength = 5000;
var vectors = new NArray[500];
using (var randomStream = new RandomNumberStream(StorageLocation.Host, RandomNumberGeneratorType.MRG32K3A, 111))
{
var normalDistribution = new Normal(randomStream, 0, 1);
for (int i = 0; i < vectors.Length; ++i)
{
vectors[i] = NArray.CreateRandom(vectorLength, normalDistribution);
}
}
var watch = new System.Diagnostics.Stopwatch(); watch.Start();
var result = NArray.CreateLike(vectors.First());
for (int i = 0; i < vectors.Length; ++i)
{
for (int j = 0; j < vectors.Length; ++j)
{
result.Add(vectors[i] * vectors[j] * 123);
//result = result + vectors[i] * vectors[j] * 123;
}
}
watch.Stop();
Console.WriteLine(watch.ElapsedMilliseconds);
var arrays = vectors.Select(v => (v.Storage as ManagedStorage <double>).Array).ToArray();
watch.Restart();
var arrayResult = new double[vectors.First().Length];
for (int i = 0; i < vectors.Length; ++i)
{
for (int j = 0; j < vectors.Length; ++j)
{
for (int k = 0; k < arrayResult.Length; ++k)
{
arrayResult[k] += arrays[i][k] * arrays[j][k] * 123;
}
}
}
watch.Stop();
Console.WriteLine(watch.ElapsedMilliseconds);
watch.Restart();
result = NArray.CreateLike(vectors.First());
for (int i = 0; i < vectors.Length; ++i)
{
var batch = NArray.Evaluate(() =>
{
NArray res = NArray.CreateScalar(0);
for (int j = 0; j < vectors.Length; ++j)
{
res = res + vectors[i] * vectors[j] * 123;
}
return(res);
});
result += batch;
}
watch.Stop();
Console.WriteLine(watch.ElapsedMilliseconds);
}