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Re: st: Weird problem with nested functions in Mata


From   wgould@stata.com (William Gould, Stata)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Weird problem with nested functions in Mata
Date   Wed, 12 Apr 2006 14:08:08 -0500

Ben Jann <ben.jann@soz.gess.ethz.ch> has done an experiment in Mata and
observed execution times:

	: 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))

test1() does something.  test2() does the same something, and so do 
test3(), test4(), and so on.  And yet, when Ben Jann writes down 
execution times, he gets strange results, with execution speeds speeding up
and slowing down.  He writes,

> This really puzzles me. What would be the logic behind this? Does anyone
> have an explanation?

I have repeated Ben's experiment, and I do not get the see-saw pattern 
of timings that Ben reports.  My timings are:

        . mata: z = x:*x:*x:*x:*x
	r; t=0.30 13:50:17
 
        . mata: z = test1(x)
	r; t=0.31 13:50:18
 
        . mata: z = test2(x)
	r; t=0.30 13:50:18
 
        . mata: z = test3(x)
	r; t=0.30 13:50:18
 
        . mata: z = test4(x)
	r; t=0.30 13:50:18
 
        . mata: z = test5(x)
	r; t=0.31 13:50:19
 
	. mata: z = test6(x)
	r; t=0.30 13:50:19

If Ben really wishes to measure the time of nesting (it is close to zero), 
Ben needs to set up experiments where the *SAME* routine is called 
over and over again, and he will need the number of calls to be in the 
1,000s, or more.

That's because the time required to execute a function call is much greater
the first time than subsequent times.  The first time a function is called,
Mata must look up its address based on the function's name.  After that, Mata
remembers it.

For example:

         real colvector test5(x) return(text4(x))

The first time you call test5(), the function test4() will need to be looked
up by name.  That linkage information (an address) is then stored with
test5()'s compiled code, so that the next time test5() is called, the lookup
can be skipped.

That happens within an execution.  So if test6() called test5() a thousand 
times, the first call linkage would be slow, but the remaining 999 would 
be instant.

When Mata comes back to a prompt, all that linkage information is thrown away,
and Mata starts rebuilding it from scratch.  Why?  Because, at the prompt, you
might throw away the current test4() and write a new one.  The way to ensure
that test5()'s table is updated to invalidate all the information in all the
tables.

-- Bill
wgould@stata.com
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