I observed a very strange problem in Mata. Nesting functions
can have weird effects on execution times although only
objects' addresses are passed from function to function. Here
is an example:
. mata:
------------
: real colvector test1(x) return(x:*x:*x:*x:*x)
: real colvector test2(x) return(test1(x))
: real colvector test3(x) return(test2(x))
: real colvector test4(x) return(test3(x))
: real colvector test5(x) return(test4(x))
: real colvector test6(x) return(test5(x))
: end
------------
r; t=0.02 16:22:27
. mata: x = uniform(1000000,1)
r; t=0.04 16:22:27
. mata: z = x:*x:*x:*x:*x
r; t=0.24 16:22:27
. mata: z = test1(x)
r; t=0.38 16:22:28
. mata: z = test2(x)
r; t=0.23 16:22:28
. mata: z = test3(x)
r; t=0.39 16:22:28
. mata: z = test4(x)
r; t=0.23 16:22:28
. mata: z = test5(x)
r; t=0.40 16:22:29
. mata: z = test6(x)
r; t=0.23 16:22:2
Executing operation "x:*x:*x:*x:*x" directly is fast (t=0.24).
However, executing the same operation within a function is
slow (t=0.38). Why is this? It comes worse: Executing the
operation within a function that is nested within another
function is fast again! However, adding another level of
nesting makes the operation slow again, and so on: fast -
slow - fast - slow ... This really puzzles me. What would be
the logic behind this? Does anyone have an explanation?
ben
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