Does it make a difference if you start out with c = 1 (rather than c =
Integer(1) or c = ZZ(1))?

Aaron Meurer

On Wed, Apr 23, 2014 at 10:21 AM, Mateusz Paprocki <[email protected]> wrote:
> Hi,
>
> On 23 April 2014 07:36, Ondřej Čertík <[email protected]> wrote:
>> On Tue, Apr 22, 2014 at 9:52 PM, Aaron Meurer <[email protected]> wrote:
>>> On Tue, Apr 22, 2014 at 10:21 PM, Ondřej Čertík <[email protected]> 
>>> wrote:
>>>> On Tue, Apr 22, 2014 at 6:06 PM, Aaron Meurer <[email protected]> wrote:
>>>>> On Tue, Apr 22, 2014 at 12:05 PM, Ondřej Čertík <[email protected]> 
>>>>> wrote:
>>>>>> Hi Aaron,
>>>>>>
>>>>>> Those are good questions. Here are the answers:
>>>>>>
>>>>>> On Tue, Apr 22, 2014 at 10:13 AM, Aaron Meurer <[email protected]> 
>>>>>> wrote:
>>>>>>> I have some high level questions about CSymPy.
>>>>>>>
>>>>>>> - What are the goals of the project?
>>>>>>
>>>>>> The goals of the project are:
>>>>>>
>>>>>> * Fastest symbolic manipulation library, compared to other codes,
>>>>>> commercial or opensource
>>>>>> (Sage, GiNaC, Mathematica, ...).
>>>>>>
>>>>>> * Extension/complement to SymPy
>>>>>>
>>>>>> * If the above two goals allow, be able to also call it from other
>>>>>> languages easily and efficiently (Julia, Ruby, Mathematica, ...)
>>>>>>
>>>>>> As to technical solution: the core should be a C++ library, which can
>>>>>> depend on other compiled libraries if needed.
>>>>>> The core should not depend on Python or Ruby or Julia, but rather be
>>>>>> just one language, C++. That lowers the barrier
>>>>>> of entry significantly, compared to a big mix of C++, Cython and
>>>>>> Python, makes it easier to make things fast
>>>>>> (you don't need to worry about Python at all). The Python (and other
>>>>>> languages) wrappers should be just a thin
>>>>>> wrappers around the C++ core (=just better syntax).
>>>>>>
>>>>>> There might be other technical solutions to this, but I know that I
>>>>>> can deliver the above goals with this solution
>>>>>> (and I failed to deliver with other solutions, like writing the core
>>>>>> in Cython). So that's why we do it this way.
>>>>>>
>>>>>> Also, by being "just a C++ library", other people can use it in their
>>>>>> projects. I hope to get interest of much broader
>>>>>> community that way, who can contribute back (somebody will need fast
>>>>>> symbolic manipulation in Julia, so they
>>>>>> can just use CSymPy with Julia wrappers, and contribute improvements 
>>>>>> back).
>>>>>>
>>>>>>>
>>>>>>> - What are the things that should definitely go in CSymPy?
>>>>>>
>>>>>> At the moment: all things to make specific applications fast, in
>>>>>> particular PyDy. For that, it needs basic
>>>>>> manipulation, differentiation, series expansion (I think) and
>>>>>> matrices. That's all roughly either done, or
>>>>>> on the way. Of course, lots of polishing is needed.
>>>>>
>>>>> I think that's already too much. Why is the series expansion slow in
>>>>> SymPy? Is it because the algorithms are slow? If so, then implementing
>>>>> the same inefficient algorithms in CSymPy won't help. They will be
>>>>> faster, but for large enough expressions they will still slow down. Is
>>>>> it because the expression manipulation is slow? In that case, if
>>>>> CSymPy has faster expression manipulation, then just use those
>>>>> expressions, but use the SymPy series algorithms.
>>>>
>>>> My experience is that it will actually help to implement the same 
>>>> algorithm,
>>>> because there is a little overhead with any Python operation.
>>>
>>> Exactly. There is a "little" overhead. Not a huge overhead. It matters
>>> for the stuff that is in the inner loops, like addition and
>>> multiplication of terms, but for whole algorithms, which might be
>>> called only a few times (as opposed to a few hundred thousand times),
>>> it doesn't make a difference.
>>>
>>> This is all hypothetical without numbers (and btw, it would be awesome
>>> if you could provide real numbers here), but suppose these imaginary
>>> numbers were true:
>>>
>>> SymPy: 1x
>>> CSymPy with Python wrappers: 4x
>>> Raw CSymPy: 5x
>>>
>>> Then using CSymPy with Python would already be 4x faster than SymPy.
>>> Now doing everything in SymPy would only be 1.25 faster than that.
>>>
>>> Now, if CSymPy integrates flawlessly, so that it just works (at least
>>> as far as the user is concerned), there is little complexity cost of
>>> CSymPy + Python. Definitely little enough to warrant the 4x speedup.
>>> But as soon as you take that away, i.e., you implement more and more
>>> in C++, or CSymPy differs enough from SymPy that the user needs to
>>> care about it (which the more that is in CSymPy, the more likely this
>>> is to happen), then the complexity cost sky rockets. Maybe 4x would
>>> still be worth it here. But not 1.25x.
>>>
>>>>So if you do
>>>> a lot of them (like in series expansion, where you create intermediate
>>>> expressions
>>>> and so on --- and even if we use CSymPy, there is overhead in the
>>>> Python wrappers,
>>>> so essentially you don't want to be calling them too often, if you 
>>>> *really* care
>>>> about performance), they will add up.
>>>
>>> Sure, you could just implement a whole CAS in C++. That's what some
>>> people have done already. But you have to factor in the costs of
>>> everything, not just the speed. The costs of:
>>>
>>> - How much more complicated the code is
>>> - Code duplication (and all the associated issues that come with it)
>>> - The additional overhead needed for CSymPy to interop with SymPy. The
>>> more CSymPy does, the harder this is.
>>>
>>> Is series expansion slow? Is it an inner loop (i.e., will it matter to
>>> people if it is slow)? Is it simple to implement ('simple' being a
>>> relative term of course; obviously no part of a CAS is completely
>>> simple)?  If the answer to any of those is "no", I think you should
>>> seriously consider whether it's worth implementing.
>>>
>>>>
>>>>>
>>>>> My points are:
>>>>>
>>>>> - I think CSymPy should focus on making expression manipulation fast
>>>>> (i.e., the things that are the inner loop of any symbolic algorithm).
>>>>> It should not reimplement the symbolic algorithms themselves. Those
>>>>> are implemented in SymPy. If they use the CSymPy objects instead of
>>>>> the SymPy objects, they will be faster.
>>>>>
>>>>> - I would focus more on making CSymPy interoperate with SymPy and less
>>>>> on reimplementing things that are in SymPy in CSymPy. Once there is
>>>>> interoperation, we can see what is still slow, and then (and only
>>>>> then) implement it in C++.
>>>>
>>>> The interoperability is important and that is mostly the job of the
>>>> Python wrappers.
>>>> The C++ API underneath can change a lot, i.e. if we figure out a
>>>> faster way to represent
>>>> things, we'll switch. I will spend lots of time making the
>>>> interoperability work.
>>>> This summer though, I want to think hard about raw speed and making it work
>>>> for PyDy.
>>>>
>>>>>
>>>>>>
>>>>>>>
>>>>>>> - What are the things that should definitely not go in CSymPy?
>>>>>>
>>>>>> Things that don't need to be fast. Things like limits. Also things
>>>>>> that are in SymPy, where CSymPy can
>>>>>> be used as a drop in replacement for the engine: PyDy, some stuff in
>>>>>> physics, and so on. There is no need
>>>>>> to rewrite PyDy in C++. Also most user's code would stay in Python.
>>>>>> They can just optionally change
>>>>>> to CSymPy for some intensive calculation, then finish the thing with 
>>>>>> SymPy.
>>>>>>
>>>>>>>
>>>>>>> - How will CSymPy be architectured to allow things to happen in CSymPy
>>>>>>> when they can but fallback to SymPy when they cannot.
>>>>>>
>>>>>> Currently you can simply mix and match SymPy and CSymPy expressions.
>>>>>> So you simply
>>>>>> convert an expression to SymPy to do some advanced manipulation, and
>>>>>> convert to CSymPy
>>>>>> to do some fast manipulation. I am open to suggestions how to improve 
>>>>>> this.
>>>>>>
>>>>>>>
>>>>>>> My main concern here is that CSymPy has not clear separation from
>>>>>>> SymPy, and as a result it will end up growing larger and larger, until
>>>>>>> it becomes an independent CAS (which is fine if that's the goal, but
>>>>>>> my understanding was that it was supposed to be just a small fast
>>>>>>> core).
>>>>>>
>>>>>> The goals are written above. I am myself concentrating on speed,
>>>>>> that's what I really
>>>>>> want to nail down. And then enough features so that it's useful for
>>>>>> all the people who
>>>>>> found SymPy slow. However, let's say somebody comes and reimplements the 
>>>>>> Gruntz
>>>>>> algorithm in CSymPy. Should we reject such a PR? My answer is that if
>>>>>> the code is nice,
>>>>>> maintainable, much faster than SymPy and has the same or similar
>>>>>> features, I am ok
>>>>>> with merging it.  If the code is a mess, then not. But as I said, I am
>>>>>> spending my own
>>>>>> time on things which people need, and faster limits don't seem to be it.
>>>>>>
>>>>>>>
>>>>>>> In particular, if there is some feature of SymPy functions, how will
>>>>>>> CSymPy be architectured so that it can take advantage of it without
>>>>>>> having to completely reimplement that function in C++?
>>>>>>
>>>>>> You can convert any expression back and forth, so you keep it in SymPy
>>>>>> if you want to have some particular feature. See also the conversation
>>>>>> and specific examples here:
>>>>>>
>>>>>> https://github.com/sympy/csympy/issues/153
>>>>>>
>>>>>>>
>>>>>>> For instance, a current goal of CSymPy is to implement trig functions.
>>>>>>> But this can be quite complicated if you consider all the different
>>>>>>> things you can do with trig functions. Without even thinking about
>>>>>>> trig simplification, there are complicated evaluation issues (e.g.,
>>>>>>> consider sin(pi/7).rewrite(sqrt) in SymPy). It would be a shame to
>>>>>>> reimplement all this logic twice, especially it is not needed for
>>>>>>> performance.
>>>>>>
>>>>>> Agreed. On the other hand, we really need very fast trig functions.
>>>>>> The functionality
>>>>>> that we need is simplifications like sin(2*pi) -> 0, differentiation
>>>>>> and series expansion.
>>>>>
>>>>> Why do you need to implement those in C++? If the expression
>>>>> manipulation is fast, then won't it be fine to have the actual
>>>>> formulas/algorithms in SymPy?
>>>>
>>>> Maybe, that depends on this issue:
>>>>
>>>> https://github.com/sympy/csympy/issues/153
>>>>
>>>> The problem is that once you start thinking about Python+C++ at once
>>>> and performance, things get complex quickly. It's much easier
>>>> to think in terms of C++ only and how to write the fastest possible 
>>>> algorithm
>>>> (that is hard enough!). This sets the bar. Then one should try to see
>>>> if it is possible to match this with Python. Not the other way round,
>>>> because you need to set the bar first.
>>>>
>>>>
>>>>
>>>> On Tue, Apr 22, 2014 at 6:16 PM, Aaron Meurer <[email protected]> wrote:
>>>>> On Tue, Apr 22, 2014 at 4:58 PM, Joachim Durchholz <[email protected]> 
>>>>> wrote:
>>>>>> Hm.
>>>>>>
>>>>>> One:
>>>>>>> * Extension/complement to SymPy
>>>>>>
>>>>>> Two:
>>>>>>
>>>>>>
>>>>>>> That lowers the barrier
>>>>>>> of entry significantly, compared to a big mix of C++, Cython and
>>>>>>> Python, makes it easier to make things fast
>>>>>>> (you don't need to worry about Python at all).
>>>>>>
>>>>>>
>>>>>> That's not an extension nor a complement, it's a replacement.
>>>>>>
>>>>>>
>>>>>>> The Python (and other
>>>>>>>
>>>>>>> languages) wrappers should be just a thin
>>>>>>> wrappers around the C++ core (=just better syntax).
>>>>>>
>>>>>>
>>>>>> I.e. replace the engine if not the API.
>>>>>>
>>>>>> Not that I'm judging. I'm just pointing out perceived inconsistencies.
>>>>>>
>>>>>> The more SymPy itself turns into a set of simplification rulese, the less
>>>>>> significance this will have in the end.
>>>>>>
>>>>>>
>>>>>>>> - How will CSymPy be architectured to allow things to happen in CSymPy
>>>>>>>> when they can but fallback to SymPy when they cannot.
>>>>>>>
>>>>>>>
>>>>>>> Currently you can simply mix and match SymPy and CSymPy expressions.
>>>>>>> So you simply
>>>>>>> convert an expression to SymPy to do some advanced manipulation, and
>>>>>>> convert to CSymPy
>>>>>>> to do some fast manipulation. I am open to suggestions how to improve
>>>>>>> this.
>>>>>>
>>>>>>
>>>>>> The alternative would be to have a data structure that can be manipulated
>>>>>> from both the C++ and the Python side, but that's going to be unnatural 
>>>>>> for
>>>>>> at least one of the sides.
>>>>>>
>>>>>> Note that the data structures can become large-ish, and if the
>>>>>> simplification becomes complicated there may be a lot of back-and-forth.
>>>>>> It's possible that mixed execution will be slow for some algorithms or 
>>>>>> use
>>>>>> cases for that reason.
>>>>>>
>>>>>> I do not think that this can be determined in advance, it's something to
>>>>>> keep an eye out for during benchmarks.
>>>>>>
>>>>>>
>>>>>>>> My main concern here is that CSymPy has not clear separation from
>>>>>>>> SymPy, and as a result it will end up growing larger and larger, until
>>>>>>>> it becomes an independent CAS (which is fine if that's the goal, but
>>>>>>>> my understanding was that it was supposed to be just a small fast
>>>>>>>> core).
>>>>>>>
>>>>>>>
>>>>>>> The goals are written above. I am myself concentrating on speed,
>>>>>>> that's what I really
>>>>>>> want to nail down.
>>>>>>
>>>>>>
>>>>>> I'm somewhat sceptical about this.
>>>>>> A conversion to C++ will give a linear improvement.
>>>>>> Better algorithms can improve the big-Oh class.
>>>>>> Unless algorithmic improvements have been exhausted, this would be 
>>>>>> premature
>>>>>> optimization. (Are algorithmic improvements exhausted yet?)
>>>>>
>>>>> That is true. I usually prefer to use faster algorithms.
>>>>>
>>>>> But to be the devil's advocate, there are two issues with this line of 
>>>>> thinking:
>>>>>
>>>>> - Big O is basically useless. Consider the extreme effectiveness of
>>>>> SAT solvers (which solve an NP-complete problem), or the difference
>>>>> between the simplex and Khachiyan's algorithm, or AKS vs. more
>>>>> efficient deterministic primality testing algorithms. Asymptotic
>>>>> complexity is all fine, but at the end of the day, you don't care how
>>>>> fast your algorithm is for increasingly large inputs, you care how
>>>>> fast it is for *your* input.
>>>>>
>>>>> - Faster algorithms have a complexity cost. You can get closer to the
>>>>> metal in Python by being very careful about your use of data
>>>>> structures, and avoiding things that are slow in Python (like function
>>>>> calls), but the cost is high because you end up with code that is not
>>>>> only harder to read and maintain, but harder to keep in its fast
>>>>> state, because someone else who doesn't know all the little tricks
>>>>> might come along and change things in a way that seems equivalent but
>>>>> makes things slower.
>>>>
>>>> Precisely. That's why it's good to stick to just one language, C++, and 
>>>> nail
>>>> the speed. That sets the bar. Then one can try to match the speed with 
>>>> Python,
>>>> which sometimes is possible.
>>>>
>>>>>
>>>>> With that being said, C++ is itself enough of a complexity cost that
>>>>> doing this outweighs using it in many (most?) cases. (That's not just
>>>>> a knock on C++; using any second language to Python brings a cost,
>>>>> both because there are now two languages to think about, and because
>>>>> of interoperability questions)
>>>>
>>>> Yes, again the reason why to stick to just one language and only do thin
>>>> wrappers that allow to use it as a blackbox.
>>>>
>>>>
>>>>
>>>> On Tue, Apr 22, 2014 at 6:23 PM, Brian Granger <[email protected]> wrote:
>>>>> I too feel that csympy should implement the absolute minimum possible
>>>>> for it to be fast. All actual mathematical algorithms should remain in
>>>>> sympy. Trying to pull lots of algorithms into csympy will fail - not
>>>>> that many people want to write complex mathematical algorithms in C++.
>>>>
>>>>
>>>> I understand your worries. Both yours and Aaron's and other people in
>>>> the SymPy community.
>>>> Let's be frank about this, here they are:
>>>
>>> Thanks for your frankness. So I think you do understand the issues.
>>>
>>>>
>>>> * keep things simple, maintainable, in Python, not introducing other 
>>>> languages
>>>>
>>>> * especially not C++, which is notorious for being hilariously
>>>> complex. That's why we use Python, because it's better.
>>>
>>> Well, there are also languages that are fast and not C++, but we can
>>> have that discussion separately.
>>>
>>>>
>>>> * danger of splitting a community by introducing a separate CAS
>>>> (=wasting our resources, attention, developers, and so on), and we've
>>>> been on this path before, e.g. with with sympycore, or even Sage ---
>>>> any improvement to those codes does not benefit SymPy. That does not
>>>> mean that there is anything bad with those, but one has to try to
>>>> focus, in our case SymPy, and just get things done, make it a useful
>>>> library so that people can use it and benefit from it.
>>>>
>>>> * that we should concentrate on features, and sacrifice some
>>>> reasonable speed (maybe 100x or so).
>>>>
>>>> * We should not be reimplementing SymPy in C++, that would be a big waste.
>>>
>>> One of my worries is not listed here, which is that you are doing
>>> things completely backwards from good software design with CSymPy,
>>> which is getting speed first, and something that works later.
>>
>> The goal is to get something that works first, polished API later.
>> By "work" I mean fast and working for PyDy (at first).
>>
>>>
>>>>
>>>>
>>>> I thought about all these very deeply. And I can promise that I will
>>>> do my absolute best to make this work, with the SymPy community. I
>>>> might not have the best answer to all the worries, but I know that we
>>>> need to set the bar:
>>>>
>>>> * So implement trig functions in C++
>>>> * Benchmark against Mathematica, Sage, GiNaC
>>>> * Make sure it is as fast or faster
>>>> * See if we can match it with Python
>>>> * If so, great! If not, what is the penalty? 2x? 10x? 100x?
>>>
>>> That is exactly what I want to know.
>>>
>>>>
>>>> If we don't have this bar, then we miss on speed. And if we miss on
>>>> speed then there will always be reason why people would use other
>>>> software, because of speed. If, on the other hand, csympy is as fast
>>>> as state of the art, then it fixes the problem. And it will be
>>>> integrated with SymPy well, people can keep using SymPy.
>>>>
>>>> Ondrej
>>>
>>> I feel like without real numbers, we aren't going to get anywhere, so
>>> maybe you could provide some benchmarks. I'm not convinced about
>>> expand, because that relies pretty heavily on other things like
>>> multinomial coefficient generation. I'd rather see a benchmark that
>>> does the exact same expression manipulations everywhere.
>>>
>>> Feel free to suggest a better one. I'm just coming up with this from
>>> the seat of my pants, but something like
>>>
>>> a = x
>>> c = 1
>>> for i in range(1000): # Replace with larger numbers if necessary
>>>     a += c*i*x # If CSymPy expressions are mutable modify this accordingly
>>>     c *= -1
>>
>> Sure. Here is the code:
>>
>> from csympy import var, Integer
>> #from sympy import var, Integer
>> var("x")
>> a = x
>> c = Integer(1)
>> N = 10**5
>> for i in range(N):
>>     a += c*i*x
>>     c *= -1
>> print a
>>
>>
>> SymPy:
>>
>> $ time python a.py
>> -49999*x
>>
>> real 0m35.262s
>> user 0m34.870s
>> sys 0m0.300s
>>
>> CSymPy:
>>
>> $ time python a.py
>> -49999x
>>
>> real 0m0.860s
>> user 0m0.852s
>> sys 0m0.004s
>>
>
> Comparing sympy.polys and sympy.core:
>
> In [1]: R, x = ring("x", ZZ)
>
> In [2]: y = Symbol("y")
>
> In [3]: N, a, c = 10**5, x, ZZ(1)
>
> In [4]: %time for i in range(N): a += c*i*x; c *= -1
> CPU times: user 564 ms, sys: 4.85 ms, total: 569 ms
> Wall time: 555 ms
>
> In [5]: N, a, c = 10**5, y, Integer(1)
>
> In [6]: %time for i in range(N): a += c*i*y; c *= -1
> CPU times: user 20 s, sys: 133 ms, total: 20.1 s
> Wall time: 20 s
>
>>
>> So this particular one is 41x faster in CSymPy. You can modify this to
>> generate some long expressions, e.g.:
>>
>> from csympy import var, Integer
>> #from sympy import var, Integer
>> var("x")
>> a = x
>> c = Integer(1)
>> N = 3000
>> for i in range(N):
>>     a += c*x**i
>>     c *= -1
>>
>> SymPy:
>>
>> $ time python a.py
>>
>> real 0m37.890s
>> user 0m37.626s
>> sys 0m0.152s
>>
>> CSymPy:
>>
>> $ time python a.py
>>
>> real 0m1.032s
>> user 0m1.020s
>> sys 0m0.012s
>>
>
> Comparing sympy.polys and sympy.core:
>
> In [1]: R, x = ring("x", ZZ)
>
> In [2]: y = Symbol("y")
>
> In [3]: N, a, c = 3000, x, ZZ(1)
>
> In [4]: %time for i in range(N): a += c*x**i; c *= -1
> CPU times: user 148 ms, sys: 4.3 ms, total: 152 ms
> Wall time: 147 ms
>
> In [5]: N, a, c = 3000, y, Integer(1)
>
> In [6]: %time for i in range(N): a += c*y**i; c *= -1
> CPU times: user 20.6 s, sys: 42.6 ms, total: 20.6 s
> Wall time: 20.6 s
>
> So, what's the difference between CSymPy's +=, *=, *, **, etc.
> operators and SymPy's ones? Are they in-place? What are the underlying
> data structures? Do they use the same set of rewrite rules? Do they
> take assumptions into account? When comparing sympy.polys and
> sympy.core, it's obvious that sympy.polys will be faster because it
> simply does a lot less compared to sympy.core.
>
>>
>> This one is 37x faster. Sage takes about 3s on this benchmark. And so on.
>>
>> We need to also benchmark Mathematica and GiNaC.
>>
>>>
>>> This is a very basic test of how well terms are combined with
>>> addition. It also creates a lot of terms, which might penalize a
>>> system with too much caching (maybe it should be modified to not do
>>> that; I don't know).
>>>
>>> 1000 should really be replaced with a much larger number, say
>>> 10000000. Basically, if a benchmark runs in under a second, I'm weary
>>> of it. That means you're benchmarking things that might be irrelevant
>>> for larger expressions, when the speed really matters. I suppose
>>> really you should benchmark 10**N for some range of N and plot the
>>> results.
>>
>> Exactly, plot depending on N is the best.
>>
>> Ondrej
>>
>>>
>>> That's just one benchmark, that tests one thing. We need to benchmark
>>> all the major aspects of the core. A few others that come to mind:
>>>
>>> - x1*...*xn + x2*...*xn*x1 + ... (basically, test that large
>>> multiplications in different orders are efficiently canonicalized to
>>> the same thing)
>>> - (some large addition) - (the same addition, in a different order)
>>> - x**x**x**x**...**x (do some stuff with it; basically test that
>>> highly nested expressions don't kill things. You could also test
>>> sin(sin(sin(sin(...(x)...) or something)
>>> - (Huge complicated expression in x).subs(x, y) (CSymPy implements
>>> some kind of subs or xreplace natively, right?)
>>>
>>> It actually would be nice to have some kind of benchmarking site for
>>> SymPy, similar to http://speed.pypy.org/.
>>>
>>> Aaron Meurer
>>>
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> Mateusz
>
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