Speeding up "accumulation" code in large matrix calc?

[...]

Summary of results

Nrow <- 100
Ncol <- 1000
A <- matrix((runif(Ncol*Nrow)<0.2)+0, nrow=Nrow)
print(rbind(z1,z2,z3,z4,z5,z6))

   user.self sys.self elapsed user.child sys.child
z1     0.543    0.005   0.551          0         0
z2     0.299    0.004   0.304          0         0
z3     0.070    0.012   0.082          0         0
z4     0.112    0.002   0.114          0         0
z5     0.263    0.007   0.271          0         0
z6     0.062    0.009   0.070          0         0

[...]

The original function (t1) benefits a lot from compiling to byte code.
The function that operates on columns (t3) seems to be always the quickest in this experiment.

Hi.

Let me include one more solution operating on rows to the test.

  t4 <- function(A, outcome) {
      oneRow <- function(x, outcome)
      {
          n <- length(x)
          y <- 1:n
          z <- y
          z[c(FALSE, x[-n] != outcome)] <- 0
          y - cummax(z)
      }
      t(apply(A, 1, oneRow, outcome=outcome))
  }

  library(compiler)
  t1.c <- cmpfun(t1)
  t3.c <- cmpfun(t3)
  t4.c <- cmpfun(t4)
 
  Nrow <- 100
  Ncol <- 1000
  A <- matrix((runif(Ncol*Nrow)<0.2)+0, nrow=Nrow)
 
  library(rbenchmark)
  benchmark(t1(A,outcome=1),
            t3(A,outcome=1),
            t4(A,outcome=1),
            t1.c(A,outcome=1),
            t3.c(A,outcome=1),
            t4.c(A,outcome=1),
            columns=c("test", "user.self", "sys.self", "relative"),
            replications=1)

                    test user.self sys.self relative
  1   t1(A, outcome = 1)     0.744        0  46.5000
  4 t1.c(A, outcome = 1)     0.284        0  17.6875
  2   t3(A, outcome = 1)     0.076        0   4.7500
  5 t3.c(A, outcome = 1)     0.072        0   4.6250
  3   t4(A, outcome = 1)     0.016        0   1.0000
  6 t4.c(A, outcome = 1)     0.020        0   1.1250

Here, t4(), t4.c() is faster than t3(), t3.c().

With

  Nrow <- 20000
  Ncol <- 50
  A <- matrix((runif(Ncol*Nrow)<0.2)+0, nrow=Nrow)

i get

                    test user.self sys.self  relative
  1   t1(A, outcome = 1)     7.444        0 20.233696
  4 t1.c(A, outcome = 1)     2.740        0  7.442935
  2   t3(A, outcome = 1)     0.368        0  1.000000
  5 t3.c(A, outcome = 1)     0.368        0  1.002717
  3   t4(A, outcome = 1)     0.592        0  1.605978
  6 t4.c(A, outcome = 1)     0.536        0  1.456522

Here, t3() and t3.c() are faster than t4(), t4.c().

Petr.