UNB/ CS/ David Bremner/ teaching/ cs2613/ labs/ Lab 19

Before the lab

Linear Algebra

One of the main features of Octave we will discuss is vectorization. To understand it, we need some background material on Linear Algebra. If you've taken a linear algebra course recently, this should be easy, otherwise you will probably need to review

Octave

Background

We will mainly rely on the Octave Interpreter Reference. A more tutorial style guide is the Gnu Octave Beginner's Guide, which is available in ebook form from the UNB library.

We'll refer to the online text by Robert Beezer for linear algebra background. We can happily ignore the stuff about complex numbers.


Running Octave

Time
5 minutes
Activity
Demo / discussion

Recursive Fibonacci

Time
10 minutes
Activity
Demo/Group programming.

In L11 we discovered that caching (also known as memoization) could make some recursive functions much faster. We will (re)consider the same example in Octave. Here is a JavaScript recursive function for Fibonacci (slightly modified from L11).

function fib(n) {
    if (n<=0)
        return 0;
    if (n<=2)
        return 1;
    else
        return fib(n-1)+fib(n-2);
}

Let's translate this line by line into an Octave function.

Save the following in ~/cs2613/labs/L19/recfib.m; the name of the file must match the name of the function.

function ret = recfib(n)
  if (n <= 0)
    ret = 0;
  elseif (n <= 2)
    ret = 1;
  else
    ret = recfib(n-1) + recfib(n-2);
  endif
endfunction

Like the other programming languages we covered this term, there is a built in unit-test facility that we will use. Add the following to your function

%!assert (recfib(0) == 0);
%!assert (recfib(1) == 1);
%!assert (recfib(2) == 1);
%!assert (recfib(3) == 2);
%!assert (recfib(4) == 3);
%!assert (recfib(5) == 5);

Questions for your journal

Table based Fibonacci

Time
25 minutes
Activity
Programming puzzle

We saw in Lab 11 saving previously computing results can give big speedups. The approach of Lab 11 still incurs the overhead of recursive function calls, which in some languages is quite expensive. A more problem specific approach (sometimes called dynamic programming) is to fill in values in a table.

Save the following in ~/cs2613/labs/L19/tabfib.m. Complete the missing line by comparing with the recursive version, and thinking about the array indexing.

function ret = tabfib(n)
  table = [0,1];
  for i = 3:(n+1)
    table(i)=
  endfor
  ret = table(n+1);
endfunction

%!assert (tabfib(0) == 0);
%!assert (tabfib(1) == 1);
%!assert (tabfib(2) == 1);
%!assert (tabfib(3) == 2);
%!assert (tabfib(4) == 3);
%!assert (tabfib(5) == 5);

Questions for your journal

Performance comparison

Time
10 minutes
Activity
Demo / discussion

Let's measure how much of a speedup we get by using a table.

Of course, the first rule of performance tuning is to carefully test any proposed improvement. The following code gives an extensible way to run simple timing tests, in a manner analogous to the Python timeit method, whose name it borrows.

# Based on an example from the Julia microbenchmark suite.

function timeit(func, argument, reps)
    times = zeros(reps, 1);

    for i=1:reps
      tic(); func(argument); times(i) = toc();
    end

    times = sort(times);
    fprintf ('%s\tmedian=%.3fms mean=%.3fms total=%.3fms\n',func2str(func), median(times)*1000,
             mean(times)*1000, sum(times)*1000);
endfunction

We can either use timeit from the octave command line, or build a little utility function like

function bench
  timeit(@recfib, 25, 10)
  timeit(@tabfib, 25, 10)
endfunction

Questions for your journal


Using a constant amount of storage.

Time
25 minutes
Activity
Programming puzzle

As a general principle we may want to reduce the amount of storage used so that it doesn't depend on the input. This way we are not vulnerable to e.g. a bad input crashing our interpreter by running out of memory. We can improve tabfib by observing that we never look more than 2 back in the table. Fill in each blank in the following with one variable (remember, ret is a variable too).

function ret = abfib(n)
  a = 0;
  b = 1;
  for i=0:n
    ret = _ ;
    a = _ ;
    b = _  + b ;
  endfor
endfunction

%!assert (abfib(0) == 0);
%!assert (abfib(1) == 1);
%!assert (abfib(2) == 1);
%!assert (abfib(3) == 2);
%!assert (abfib(4) == 3);
%!assert (abfib(5) == 5);
function bench2
  timeit(@tabfib, 42, 10000)
  timeit(@abfib, 42, 10000)
endfunction

Fibonaccci as matrix multiplication

Time
25 minutes
Activity
Implement formula in Octave

The following is a well known identity about the Fibonacci numbers F(i).

[ 1, 1;
  1, 0 ]^n = [ F(n+1), F(n);
               F(n),   F(n-1) ]

Since matrix exponentiation is built-in to octave, this is particularly easy to implement in octave

Save the following as ~/cs2613/labs/L19/matfib.m, fill in the two matrix operations needed to complete the algorithm

function ret = matfib(n)
  A = [1,1; 1,0];


endfunction

%!assert (matfib(0) == 0);
%!assert (matfib(1) == 1);
%!assert (matfib(2) == 1);
%!assert (matfib(3) == 2);
%!assert (matfib(4) == 3);
%!assert (matfib(5) == 5);
%!assert (matfib(6) == 8);
%!assert (matfib(25) == 75025);

We can expect the second Fibonacci implementation to be faster for two distinct reasons

function bench3
  timeit(@abfib, 42, 10000)
  timeit(@matfib, 42, 10000)
endfunction

Questions for your journal

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