Techniques of common subexpression elimination, disorganization in MATLAB, etc..
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Yesterday I posed a question about performance gain in matlab by using techniques of common subexpression elimination (CSE). CSE, loosely seaking, refers to reducing computational burden by not repeating an algebraic operation in an algebraic expression. Apparently, finding an optimal CSE seems to be an open problem in science (correct me if I am wrong. I wish I am wrong). My question was "Does matlab have any capability to perform CSE in a systematic way prior to doing the calculations?" If you want to evaluate simple expressions like a^2+2*a*b+b^2 then the optimal CSE is to first evaluate t1=a+b and then t2=t1^2 which is just 2 arithmatic operatrions instead of 6 operations a naive man would do. When expressions get much longer it becomes very difficult to perform CSE ourselves and clearly there is a need for an advanced algorithm which does this for us.
After struggling a lot with this problem I noticed that matlab does have some, perhaps elementary, capabilities to do CSE. The problem is that it does not do this automatically (which I do not understand why???). To me this seems a bug in matlab. I explain this with a concrete example.
I am attaching 3 files now. EZ.txt is a text file showing you a long expression. EZ.m is an mfile which is directly calculated by applying the command 'matlabFunction'. EZ1.m is the same function handle I created by typing
matlabFunction(EZ, 'File', 'EZ1', 'Vars', [Dm0, Dm1, Dm2, Ds0, Ds1, Ds2], 'Outputs', 'EZ');
Now, I do the following performance test:
A = EZ(Dm0,Dm1,Dm2,Ds0,Ds1,Ds2);
B = EZ1(Dm0,Dm1,Dm2,Ds0,Ds1,Ds2);
vpa([t1 t2 t1/t2])
[0.0033211724199999998960453062579745, 0.00038401423999999997590040767825315, 8.6485657927685188894884049659595]
So, on average the mfile EZ1 is 8 times faster than EZ. I have expressions which are 20-30 times longer. When I repeat this test to another expression which is just 2-3 times longer I get 10-15 times performance gain! Now, my questions in bellow:
1) Isn't this a bug in matlab? Especially for people like me (who are just mathematicians with rather low knowledge of computer science) who
are not an expert in matlab. I do expect matlab to always implement CSE no matter how I make the function handle. I simply showed you a rather stupid and crazy example where people suffer from low performance and do not know how to fix it while the problem can be easily fixed if matlab developers would create a better 'communication' between naive users, like me, and matlab by simply displaying a message like "You can get better performance gain if you ..."
2) I feel that matlab should, or might, have 'better' capabilities to translate long expressions into nicer expressions (in terms of performance gain) using CSE techniques that I might not be aware of. Let me know if you are aware of any.
Thanks for your patience!