优化这种“统计巧合”查找算法

Question

Goal

The code below is designed to take in a vector<vector<float> > of random numbers from a Gaussian distribution, and perform the following:

1. Iterate simultaneously through all n columns of the vector until you encounter the first value such exceeding some threshold.

2. Continue iterating until either a) you encounter a second value exceeding that threshold such that that value comes from a different column that the first found value, or b) you exceed some maximum number of iterations.

3. In the case of a), continue iterating until either c) you find a third value exceeding the threshold such that the value comes from a different column than the first found value and the second found value, or b) you exceed some maximum number of iterations from the first found value. In the case of b) start over again, except this time start iterating at one row after the first found value.

4. In the case of c), add one to a counter, and jump forward some x rows. In the case of d), start over, except this time start iterating at one row after the first found value.

How I accomplish this:

In my opinion, the most challenging part is making sure all three values are contributed by a unique column. To tackle this, I used std::set . I iterate through each row of the vector<vector<float> > , then iterate through each column of that row. I check each column for a value exceeding the threshold, and store it's columnar number in an std::set.

I continue iterating. If I reach max_iterations , I jump back to one after the first-found value, empty the set, and reset the counter. If the std::set has size 3 , I add one to the counter.

My issue:

This code will need to run on multidimensional vectors of sizes on the order of tens of columns and hundreds of thousands to millions of rows. As of now, that's excruciatingly slow. I'd like to improve performance significantly, if possible.

My code:

void findRate(float thresholdVolts){

    set<size_t> cache;
    vector<size_t> index;

    size_t count = 0, found = 0;

    for(auto rowItr = waveform.begin(); rowItr != waveform.end(); ++rowItr){

        auto &row = *rowItr;

        for(auto colnItr = row.begin(); colnItr != row.end(); ++colnItr){

            auto &cell = *colnItr;

            if(abs(cell/rmsVoltage) >= (thresholdVolts/rmsVoltage)){
                cache.insert(std::distance(row.begin(), colnItr));
                index.push_back(std::distance(row.begin(), colnItr));
            }

        }

        if(cache.size() == 0) count == 0;

        if(cache.size() == 3){

            ++found;
            cache.clear();

            if(std::distance(rowItr, output.end()) > ((4000 - count) + 4E+6)){
                std::advance(rowItr, ((4000 - count) + 4E+6));
            }

        }


    }

}

Answer 1

One thing you could do right away, in your inner loop. I understand that rmsVoltage is an external variable that is constant durng execution of the function.

    for(auto colnItr = row.begin(); colnItr != row.end(); ++colnItr){

        auto &cell = *colnItr;
      
        // you can remove 2 divisions here.  Divisions are the slowest
        // arithmetic instructions on any cpu
        //
        //  this: 
        //    if(abs(cell/rmsVoltage) >= (thresholdVolts/rmsVoltage)){
        //
        // becomes this
        if (abs(cell) >= thresholdVolts) {
            cache.insert(std::distance(row.begin(), colnItr));
            index.push_back(std::distance(row.begin(), colnItr));
        }

And a bit below: why are you adding a floating point constant to a size_t?? This may cause unnecessary conversions of size_t to double and then back to size_t, some compilers may hande this, but definitely not all.

These are relatively costly operations.

        // this:
        //  if(std::distance(rowItr, output.end()) > ((4000 - count) + 4E+6)){
        //    std::advance(rowItr, ((4000 - count) + 4E+6));
        //  }

        if (std::distance(rowItr, output.end()) > (4'004'000 - count))
            std::advance(rowItr, 4'004'000 - count);

Also, after observing the needs in memory for your function, you should preallocate some reasonable space for containers cache and index, using vector<>::reserve(), and set<>::reserve().

Did you give us the entire algorithm? The contents of container index are not used anywhere.

Please let me know how much time you've gained with these changes.