arrayfun can be significantly slower than an explicit loop in matlab. Why?

Question

Consider the following simple speed test for arrayfun:

T = 4000;
N = 500;
x = randn(T, N);
Func1 = @(a) (3*a^2 + 2*a - 1);

tic
Soln1 = ones(T,          


        

Answer 1

You can get the idea by running other versions of your code. Consider explicitly writing out the computations, instead of using a function in your loop

tic
Soln3 = ones(T, N);
for t = 1:T
    for n = 1:N
        Soln3(t, n) = 3*x(t, n)^2 + 2*x(t, n) - 1;
    end
end
toc

Time to compute on my computer:

Soln1  1.158446 seconds.
Soln2  10.392475 seconds.
Soln3  0.239023 seconds.
Oli    0.010672 seconds.

Now, while the fully 'vectorized' solution is clearly the fastest, you can see that defining a function to be called for every x entry is a huge overhead. Just explicitly writing out the computation got us factor 5 speedup. I guess this shows that MATLABs JIT compiler does not support inline functions. According to the answer by gnovice there, it is actually better to write a normal function rather than an anonymous one. Try it.

Next step - remove (vectorize) the inner loop:

tic
Soln4 = ones(T, N);
for t = 1:T
    Soln4(t, :) = 3*x(t, :).^2 + 2*x(t, :) - 1;
end
toc

Soln4  0.053926 seconds.

Another factor 5 speedup: there is something in those statements saying you should avoid loops in MATLAB... Or is there really? Have a look at this then

tic
Soln5 = ones(T, N);
for n = 1:N
    Soln5(:, n) = 3*x(:, n).^2 + 2*x(:, n) - 1;
end
toc

Soln5   0.013875 seconds.

Much closer to the 'fully' vectorized version. Matlab stores matrices column-wise. You should always (when possible) structure your computations to be vectorized 'column-wise'.

We can go back to Soln3 now. The loop order there is 'row-wise'. Lets change it

tic
Soln6 = ones(T, N);
for n = 1:N
    for t = 1:T
        Soln6(t, n) = 3*x(t, n)^2 + 2*x(t, n) - 1;
    end
end
toc

Soln6  0.201661 seconds.

Better, but still very bad. Single loop - good. Double loop - bad. I guess MATLAB did some decent work on improving the performance of loops, but still the loop overhead is there. If you would have some heavier work inside, you would not notice. But since this computation is memory bandwidth bounded, you do see the loop overhead. And you will even more clearly see the overhead of calling Func1 there.

So what's up with arrayfun? No function inlinig there either, so a lot of overhead. But why so much worse than a double nested loop? Actually, the topic of using cellfun/arrayfun has been extensively discussed many times (e.g. here, here, here and here). These functions are simply slow, you can not use them for such fine-grain computations. You can use them for code brevity and fancy conversions between cells and arrays. But the function needs to be heavier than what you wrote:

tic
Soln7 = arrayfun(@(a)(3*x(:,a).^2 + 2*x(:,a) - 1), 1:N, 'UniformOutput', false);
toc

Soln7  0.016786 seconds.

Note that Soln7 is a cell now.. sometimes that is useful. Code performance is quite good now, and if you need cell as output, you do not need to convert your matrix after you have used the fully vectorized solution.

So why is arrayfun slower than a simple loop structure? Unfortunately, it is impossible for us to say for sure, since there is no source code available. You can only guess that since arrayfun is a general purpose function, which handles all kinds of different data structures and arguments, it is not necessarily very fast in simple cases, which you can directly express as loop nests. Where does the overhead come from we can not know. Could the overhead be avoided by a better implementation? Maybe not. But unfortunately the only thing we can do is study the performance to identify the cases, in which it works well, and those, where it doesn't.

Update Since the execution time of this test is short, to get reliable results I added now a loop around the tests:

for i=1:1000
   % compute
end

Some times given below:

Soln5   8.192912 seconds.
Soln7  13.419675 seconds.
Oli     8.089113 seconds.

You see that the arrayfun is still bad, but at least not three orders of magnitude worse than the vectorized solution. On the other hand, a single loop with column-wise computations is as fast as the fully vectorized version... That was all done on a single CPU. Results for Soln5 and Soln7 do not change if I switch to 2 cores - In Soln5 I would have to use a parfor to get it parallelized. Forget about speedup... Soln7 does not run in parallel because arrayfun does not run in parallel. Olis vectorized version on the other hand:

Oli  5.508085 seconds.

Answer 2

That because!!!!

x = randn(T, N); 

is not gpuarray type;

All you need to do is

x = randn(T, N,'gpuArray');