st: Good programming practice in Mata

[Gordon Hughes <G.A.Hughes@ed.ac.uk>]

This is a rather belated follow-up to some advice posted on May 16th 
by Bill Gould in response to a query about compiling Mata subroutines 
from an ado file.  The link is:

http://www.stata.com/statalist/archive/2012-05/msg00712.html

The gist of the advice, as I understand it, is that it is more 
efficient to embed Mata functions in an ado file rather than 
precompile them and access them through .mo files or .mlib 
libraries.  Now, I am probably older than Bill and I learned to 
program in Fortran on large IBM mainframes, so this advice caused my 
eyebrows to head skywards since it runs completely counter to 
traditional good practice.

There are many reasons for developing libraries of separate 
subroutines that can be re-used or maintained more easily as discrete 
bits of code rather than being embedded in one large and perhaps 
poorly-documented program file.  So, I assume that this advice does 
not apply to the process of developing new programs.  On the other 
hand, I can understand that a big advantage of embedding Mata 
functions in the ado file which calls them is that all of the 
function names are private, thus avoiding potential conflicts with 
functions with the same name that do something different.

However, I understand the advice as suggesting that Stata will 
execute a program more efficiently if  the production version takes 
the form of a single - or small number - of ado-files with embedded 
Mata functions and no associated .mo or .mlib files.

Is my understanding correct?  And, if so, why?  Is it just that 
just-in-time compilation of Mata code is so fast that the overhead of 
compiling the functions when they are first called is very small 
relative to the overhead of searching for the routines in the .mo or 
.mlib files?  Finally, if this is best way of producing production 
versions of programs, then it might be helpful to publicise the 
advice as I cannot recall having seen it previously in any Stata 
manual or, for exampling, in Kit Baum's book on Stata Programming.

Gordon Hughes
g.a.hughes@ed.ac.uk

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