Cyril de Catheu created MATH-1654:
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Summary: Matrix implementations of getEntry are slow
Key: MATH-1654
URL: https://issues.apache.org/jira/browse/MATH-1654
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.6.1, 4.X
Environment: master branch
3.6.1
Reporter: Cyril de Catheu
Attachments: bobyqa_matrix_getEntry_current.txt,
bobyqa_matrix_getEntry_withOpti.txt, bobyqa_matrix_getentry_slow.png
Inspecting BOBYQA performance, I see a lot of the time is spent into the
[getEntry](https://github.com/apache/commons-math/blob/889d27b5d7b23eaf1ee984e93b892b5128afc454/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/linear/Array2DRowRealMatrix.java#L300)
method of `{color:#000000}Array2DRowRealMatrix`.
At each getEntry, a costly `MatrixUtils.checkMatrixIndex(this, row, column);`
is performed.
See flamegraph.
{color}{color:#000000}!bobyqa_matrix_getentry_slow.png!
{color}
{color:#000000}It seems other implementations of `RealMatrix` also start by the
`checkMatrixIndex`.
I did not check for complex matrices.
It is very likely using a try and catch IndexOutOfBoundsException will be way
faster in the nominal case than checking indexes before accessing the array.
All consumers of `RealMatrix#getEntry` could benefit from this optimization.
See
[benchmark](https://github.com/cyrilou242/commons-math/commit/241e89f23574660d1fbaa7cdb567552c1a26a7f6)
for a simple BOBYQA workload.
For this workload the performance gain is ~10%.
Before: [^bobyqa_matrix_getEntry_current.txt]
After: [^bobyqa_matrix_getEntry_withOpti.txt]
See [example fix commit
here](https://github.com/cyrilou242/commons-math/commit/41b268ea6ebb165f978f2f8802c90401278653bd).
(not final)
{color}
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