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https://issues.apache.org/jira/browse/MATH-1169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Adam Stelmaszczyk updated MATH-1169:
------------------------------------
Description:
Percentile class is now using Hoare selection algorithm (aka
[Quickselect|http://en.wikipedia.org/wiki/Quickselect]) with median of 3 for
choosing a pivot and caching pivots. Quickselect expected runtime is about 3.4N
+ O(N).
The constant can be improved to 1.5n by different pivot strategy involving
sampling, yielding the [Floyd–Rivest
algorithm|http://en.wikipedia.org/wiki/Floyd%E2%80%93Rivest_algorithm], which
has average complexity of 1.5N + O(N) for median, with other k being faster.
I implemented Floyd–Rivest algorithm without caching pivots following wikipedia
and benchmarked it with [Caliper|https://code.google.com/p/caliper/].
Array size - runtime in seconds for Floyd-Rivest - runtime for current
Percentile - % faster
100000 - 6.907 - 7.083 - 2.5%
[link|https://microbenchmarks.appspot.com/runs/a0d947ee-57fc-4636-b687-b4bc5170f1d7#r:scenario.benchmarkSpec.methodName]
1000000 - 70.3 - 75.4 - 6.8%
[link|https://microbenchmarks.appspot.com/runs/77291c2e-6dbb-4666-bf37-c174e4b53f2e#r:scenario.benchmarkSpec.methodName]
10000000 - 708 - 868 - 18.4%
[link|https://microbenchmarks.appspot.com/runs/c0f65e35-44c0-458e-b6e0-634b4e6fa68b#r:scenario.benchmarkSpec.methodName]
was:
Percentile class is now using Hoare selection algorithm (aka
[Quickselect|http://en.wikipedia.org/wiki/Quickselect]) with median of 3 for
choosing a pivot and caching pivots. Quickselect expected runtime is about 3.4N
+ O(N).
The constant can be improved to 1.5n by different pivot strategy involving
sampling, yielding the [Floyd–Rivest
algorithm|http://en.wikipedia.org/wiki/Floyd%E2%80%93Rivest_algorithm], which
has average complexity of 1.5N + O(N) for median, with other k being faster.
I implemented Floyd–Rivest algorithm without caching pivots following wikipedia
and benchmarked it with [Caliper|(https://code.google.com/p/caliper/].
Array size - runtime in seconds for Floyd-Rivest - runtime for current
Percentile - % faster
100000 - 6.907 - 7.083 - 2.5%
[link|https://microbenchmarks.appspot.com/runs/a0d947ee-57fc-4636-b687-b4bc5170f1d7#r:scenario.benchmarkSpec.methodName]
1000000 - 70.3 - 75.4 - 6.8%
[link|https://microbenchmarks.appspot.com/runs/77291c2e-6dbb-4666-bf37-c174e4b53f2e#r:scenario.benchmarkSpec.methodName]
10000000 - 708 - 868 - 18.4%
[link|https://microbenchmarks.appspot.com/runs/c0f65e35-44c0-458e-b6e0-634b4e6fa68b#r:scenario.benchmarkSpec.methodName]
> Faster Percentile
> -----------------
>
> Key: MATH-1169
> URL: https://issues.apache.org/jira/browse/MATH-1169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Adam Stelmaszczyk
> Priority: Minor
> Attachments: FloydRivest.java, Main.java, PercentileFloydRivest.java
>
>
> Percentile class is now using Hoare selection algorithm (aka
> [Quickselect|http://en.wikipedia.org/wiki/Quickselect]) with median of 3 for
> choosing a pivot and caching pivots. Quickselect expected runtime is about
> 3.4N + O(N).
> The constant can be improved to 1.5n by different pivot strategy involving
> sampling, yielding the [Floyd–Rivest
> algorithm|http://en.wikipedia.org/wiki/Floyd%E2%80%93Rivest_algorithm], which
> has average complexity of 1.5N + O(N) for median, with other k being faster.
> I implemented Floyd–Rivest algorithm without caching pivots following
> wikipedia and benchmarked it with
> [Caliper|https://code.google.com/p/caliper/].
> Array size - runtime in seconds for Floyd-Rivest - runtime for current
> Percentile - % faster
> 100000 - 6.907 - 7.083 - 2.5%
> [link|https://microbenchmarks.appspot.com/runs/a0d947ee-57fc-4636-b687-b4bc5170f1d7#r:scenario.benchmarkSpec.methodName]
> 1000000 - 70.3 - 75.4 - 6.8%
> [link|https://microbenchmarks.appspot.com/runs/77291c2e-6dbb-4666-bf37-c174e4b53f2e#r:scenario.benchmarkSpec.methodName]
> 10000000 - 708 - 868 - 18.4%
> [link|https://microbenchmarks.appspot.com/runs/c0f65e35-44c0-458e-b6e0-634b4e6fa68b#r:scenario.benchmarkSpec.methodName]
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