C# Performance - should I write the computation heavy methods in c++?

Question

I am building a prototype for a quantitative library that does some signal analysis using image processing techniques. I built the initial prototype entirely in C#, but the performance is not as good as expected. Most of the computation is done through heavy matrix calculations, and these are taking up most of the time.

I am wondering if it is worth it to write a C++/CLI interface to unmanaged C++ code. Has anyone ever gone through this? Other suggestions for optimizing C# performance is welcome.

Answer 1

There was a time where it would definitely be better to write in C/C++, but the C# optimizer and JIT is so good now, that for pure math, there's probably no difference.

The difference comes when you have to deal with memory and possibly arrays. Even so, I'd still work with C# (or F#) and then optimize hotspots. The JIT is really good at optimizing away small, short-lived objects.

With arrays, you have to worry about C# doing bounds-checks on each access. Read this:

http://blogs.msdn.com/b/clrcodegeneration/archive/2009/08/13/array-bounds-check-elimination-in-the-clr.aspx

Test it yourself -- I've been finding C# to be comparable -- sometimes faster.

Answer 2

It's hard to give a definitive answer here, but if performance is an issue I'd find a time-tested library with the performance you need and wrap it.

Something simple like multiplication or division is not much different between c++ and c# - the c++ compiler has an optimizer, and the CLR runtime has the on-demand JITer that does optimizations. So in theory, the c++ would outperform c# only on the first call.

However, theory and practice are not the same. With more complicated algorithms you also run into the differences between memory managers, and the maturity of the optimization techniques. If you want anecdotal evidence, you can find some math-heavy comparisons here .

Personally, I find doing the heavy computations in a native library and using c++/CLI to call it gives a good boost when the computations are the biggest bottleneck . As always, make sure that's the case before doing any optimization.

Answer 3

Matrix math is best done in native code in my opinion. Even the C++ libraries typically allow binding to a lower-level implementation like LAPACK .

There is a C# LAPACK port here (also C# BLAS on the same site) which you could try but I'd be surprised if this is faster than native code.

Answer 4

I've done a lot of image processing work in C# and, yes, I usually do use native code for heavy duty code where performance matters but I used just PInvokes and not the C++/CLI interface. A lot of time this is not needed, though.

There's quite a few good .NET profilers. The Red Gate one is my personal favorite. It might help you to visualize where the bottlenecks are.

Answer 5

The only reasonable language benchmark out there: http://shootout.alioth.debian.org/

See for yourself.

Answer 6

You should write computational heavy programs in C++, you cannot reach anywhere near to C++ performance by optimizing C#. The overhead of calling wrappers is negligible assuming the computation takes considerable time. I have done coding in both C++ and C# and have never seen any occasion where .NET framework code come comparable to C++. There are a few instances where C# where runs better, but it was better because of lack of appropriate libraries or bad coding in C++. If you can write code equally well in C# and C++, I would write performance code in C++ and everything else is C#.

If x is the world best C++ programmer and y is the best C# programmer then most of the times x can write faster code than y. However, y can finish the coding faster than x most of the times.

Answer 7

Performance for mathematical computation is pretty poor in C#. I was gobbsmacked to find how slow mathematical calculations are in C#. Just write a loop in C# and C++ having a few Multiplication, Sin, Cos, ... and the difference is immense.

I do not know Managed C++ but imlpementing it all in unmanaged C++ abd I would umagine exposing granular interfaces through P/Invoke should have little perfromance hit.

That is what I have done for heavy real-time image processing.

Answer 8

I built the initial prototype entirely in C#, but the performance is not as good as expected.

then you have two options:

Build another prototype in C++, and see how that compares, or optimize your C# code. No matter what language you write in, your code won't be fast until you've profiled and optimized and profiled and optimized it. That is especially true in C++. If you write the fastest possible implementation in C# and compare it to the fastest possible implementation in C++, then the C++ version will most likely be faster. But it will come at a cost in terms of development time. It's not trivial to write efficient C++ code. If you are new to the language then you will most likely write very inefficient code, especially if you are coming from C# or Java, where things are done differently and have different costs.

If you just write a working implementation, without worrying too much about performance, then I'm guessing that the C# version will probably be faster.

But it really depends on what kind of performance you're after (and not least, how expensive the operations you need to perform are. There's an overhead associated with the transition from managed to native code, so it is not worth it for short operations that are executed often.

Number-crunching code in C++ can be as fast as code written in Fortran (give or take a few percent), but to achieve that, you need to use a lot of advanced techniques (expression templates and lots of metaprogramming) or some fairly complex libraries which implement it for you.

Is that worth it? Or can C# be made fast enough for your needs?