[R] Why is looping in R inefficient, but in C not?

Patrick Burns pburns at pburns.seanet.com
Sun Jun 26 09:47:40 CEST 2011


Probably the easiest way to think
about it is that most of the extra
time is the overhead of calling a
function.  So counting the number
of calls to R functions is going to
tell you how much overhead there is.
(Remember that functions call other
functions.)

On 26/06/2011 08:21, Jeff Newmiller wrote:
> For the same reason the Cray XMP was fast at numerical computations... a loop written in a low level language can be optimized to work faster than one written in a higher level language. The XMP optimized loops into hardware, but R just optimizes them in C code, exposed to the R programmer as vector operations.
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> Alexander Engelhardt<alex at chaotic-neutral.de>  wrote:
>
> Hey,
> I just read another post about calling R from C. Someone on
> stackoverflow (DWin makes me suspect its David W.?) referenced this:
> http://www.math.univ-montp2.fr/~pudlo/R_files/call_R.pdf
> Which made me think: Why is a loop in R bad, but in C not?
>
> And where exactly does looping cost the most? I wrote a piece of code
> for my bachelor's thesis where I loop from 1 to 500, and estimate a
> boosted model in every iteration. The procedure takes 2-6 minutes. In
> this example the loop (instead of some kind of apply()) shouldn't cost
> too much time, right?
> I suspect it's way worse if someone would loop from 1 to 10000 and
> perform only a small task (a mean(), for example) in each loop. Can
> someone confirm this?
>
> Regards,
> Alex
>
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-- 
Patrick Burns
pburns at pburns.seanet.com
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
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(home of 'Some hints for the R beginner'
and 'The R Inferno')



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