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https://issues.apache.org/jira/browse/MATH-1654?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17696498#comment-17696498
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Cyril de Catheu commented on MATH-1654:
---------------------------------------
PR here: https://github.com/apache/commons-math/pull/230
> 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
> Priority: Major
> Labels: pull-request-available
> 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 {{Array2DRowRealMatrix}}.
> At each getEntry, a costly {{MatrixUtils.checkMatrixIndex}} is performed.
> See flamegraph.
> {color}{color:#000000}!bobyqa_matrix_getentry_slow.png|width=865,height=263!{color}
>
> 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] --> 120 ± 5 ms/operations
> After: [^bobyqa_matrix_getEntry_withOpti.txt] --> 106 ± 8 ms/operations
> See [example fix commit
> here|https://github.com/cyrilou242/commons-math/commit/41b268ea6ebb165f978f2f8802c90401278653bd].{color}
> Other options:
> 1. replace {{matrix.getEntry(row, column)}} by
> {{matrix.getDataRef()[row][column]}} inside the Bobyqa implementation.
> According to my (very limited) benchmark results this is the fastest. But
> this would be specific to Bobyqa, and this makes the code harder to read, so
> this can be taken as a different task I guess.
> 2. add something like a {{fastGetEntry}} to the {{RealMatrix}} interface.
> This method would not perform the indexes checks. But I guess changing the
> interface is overkill.
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