I’ve recoded a version of one of my quantile regression fitting functions to use .C64 from dotCall64 rather than .Fortran. For a moderately large problem with n = 500,000 and p = 5, and solving for 1:49/50 quantiles the new version shows a 3% speedup, although for smaller problems it is actually slower that the .Fortran version. So, I’m (provisionally) unimpressed by the claims that .Fortran has a big “overhead” performance penalty. Compared to the(more than) an order of magnitude (base 10) improvement that moving from R to fortran produces, 3% isn’t really worth the (admittedly) minimal additional coding effort.
> On Dec 24, 2020, at 12:39 AM, Balasubramanian Narasimhan <na...@stanford.edu> > wrote: > > Also, just came to know about dotcall64::.C64() (on CRAN) which allows for > Fortran to be called using .Call(). > > -Naras > > On 12/23/20 8:34 AM, Balasubramanian Narasimhan wrote: >> I think it should be pretty easy to fix up SUtools to use the .Call instead >> of .Fortran following along the lines of >> >> https://urldefense.com/v3/__https://github.com/wrathematics/Romp__;!!DZ3fjg!r3_sswU4ZHCe3huoGUy2boX-Vr7aUS-RaExyeh_Rsv8gvGiABcqzvOOKZinG4kC7RtA$ >> >> I too deal with a lot of f77 and so I will most likely finish it before the >> new year, if not earlier. (Would welcome testers besides myself.) >> >> Incidentally, any idea of what the performance hit is, quantitatively? I >> confess I never paid attention to it myself as most Fortran code I use seems >> pretty fast, i.e. glmnet. >> >> -Naras >> >> >> On 12/23/20 3:57 AM, Koenker, Roger W wrote: >>> Thanks to all and best wishes for a better 2021. >>> >>> Unfortunately I remain somewhat confused: >>> >>> o Bill reveals an elegant way to get from my rudimentary registration >>> setup to >>> one that would explicitly type the C interface functions, >>> >>> o Ivan seems to suggest that there would be no performance gain from >>> doing this. >>> >>> o Naras’s pcLasso package does use the explicit C typing, but then >>> uses .Fortran >>> not .Call. >>> >>> o Avi uses .Call and cites the Romp package >>> https://urldefense.com/v3/__https://github.com/wrathematics/Romp__;!!DZ3fjg!r3_sswU4ZHCe3huoGUy2boX-Vr7aUS-RaExyeh_Rsv8gvGiABcqzvOOKZinG4kC7RtA$ >>> where it is asserted that "there is a (nearly) deprecated interface >>> .Fortran() which you >>> should not use due to its large performance overhead.” >>> >>> As the proverbial naive R (ab)user I’m left wondering: >>> >>> o if I updated my quantreg_init.c file in accordance with Bill’s >>> suggestion could I >>> then simply change my .Fortran calls to .Call? >>> >>> o and if so, do I need to include ALL the fortran subroutines in my >>> src directory >>> or only the ones called from R? >>> >>> o and in either case could I really expect to see a significant >>> performance gain? >>> >>> Finally, perhaps I should stipulate that my fortran is strictly f77, so no >>> modern features >>> are in play, indeed most of the code is originally written in ratfor, Brian >>> Kernighan’s >>> dialect from ancient times at Bell Labs. >>> >>> Again, thanks to all for any advice, >>> Roger >>> >>> >>>> On Dec 23, 2020, at 1:11 AM, Avraham Adler <avraham.ad...@gmail.com> wrote: >>>> >>>> Hello, Ivan. >>>> >>>> I used .Call instead of .Fortran in the Delaporte package [1]. What >>>> helped me out a lot was Drew Schmidt's Romp examples and descriptions >>>> [2]. If you are more comfortable with the older Fortran interface, >>>> Tomasz Kalinowski has a package which uses Fortran 2018 more >>>> efficiently [3]. I haven't tried this last in practice, however. >>>> >>>> Hope that helps, >>>> >>>> Avi >>>> >>>> [1] >>>> https://urldefense.com/v3/__https://CRAN.R-project.org/package=Delaporte__;!!DZ3fjg!s1-ihrZ9DPUtXpxdIpJPA1VedpZFt12Ahmn4CycOmile_uSahFZnJPn_5KPITBN5NK8$ >>>> [2] >>>> https://urldefense.com/v3/__https://github.com/wrathematics/Romp__;!!DZ3fjg!s1-ihrZ9DPUtXpxdIpJPA1VedpZFt12Ahmn4CycOmile_uSahFZnJPn_5KPISF5aCYs$ >>>> [3] >>>> https://urldefense.com/v3/__https://github.com/t-kalinowski/RFI__;!!DZ3fjg!s1-ihrZ9DPUtXpxdIpJPA1VedpZFt12Ahmn4CycOmile_uSahFZnJPn_5KPIbwXmXqY$ >>>> >>>> Tomasz Kalinowski >>>> >>>> >>>> >>>> On Tue, Dec 22, 2020 at 7:24 PM Balasubramanian Narasimhan >>>> <na...@stanford.edu> wrote: >>>>> To deal with such Fortran issues in several packages I deal with, I >>>>> wrote the SUtools package >>>>> (https://urldefense.com/v3/__https://github.com/bnaras/SUtools__;!!DZ3fjg!s1-ihrZ9DPUtXpxdIpJPA1VedpZFt12Ahmn4CycOmile_uSahFZnJPn_5KPIJ5BbDwA$ >>>>> ) that you >>>>> can try. The current version generates the registration assuming >>>>> implicit Fortran naming conventions though. (I've been meaning to >>>>> upgrade it to use the gfortran -fc-prototypes-external flag which should >>>>> be easy; I might just finish that during these holidays.) >>>>> >>>>> There's a vignette as well: >>>>> https://urldefense.com/v3/__https://bnaras.github.io/SUtools/articles/SUtools.html__;!!DZ3fjg!s1-ihrZ9DPUtXpxdIpJPA1VedpZFt12Ahmn4CycOmile_uSahFZnJPn_5KPITq9-Quc$ >>>>> >>>>> >>>>> -Naras >>>>> >>>>> >>>>> On 12/19/20 9:53 AM, Ivan Krylov wrote: >>>>>> On Sat, 19 Dec 2020 17:04:59 +0000 >>>>>> "Koenker, Roger W" <rkoen...@illinois.edu> wrote: >>>>>> >>>>>>> There are comments in various places, including R-extensions §5.4 >>>>>>> suggesting that .Fortran is (nearly) deprecated and hinting that use >>>>>>> of .Call is more efficient and now preferred for packages. >>>>>> My understanding of §5.4 and 5.5 is that explicit routine registration >>>>>> is what's important for efficiency, and your package already does that >>>>>> (i.e. calls R_registerRoutines()). The only two things left to add >>>>>> would be types (REALSXP/INTSXP/...) and styles (R_ARG_IN, >>>>>> R_ARG_OUT/...) of the arguments of each subroutine. >>>>>> >>>>>> Switching to .Call makes sense if you want to change the interface of >>>>>> your native subroutines to accept arbitrary heavily structured SEXPs >>>>>> (and switching to .External could be useful if you wanted to play with >>>>>> evaluation of the arguments). >>>>>> >>>>> ______________________________________________ >>>>> R-devel@r-project.org mailing list >>>>> https://urldefense.com/v3/__https://stat.ethz.ch/mailman/listinfo/r-devel__;!!DZ3fjg!s1-ihrZ9DPUtXpxdIpJPA1VedpZFt12Ahmn4CycOmile_uSahFZnJPn_5KPIr_nqkqg$ >>>>> >> >> ______________________________________________ >> R-devel@r-project.org mailing list >> https://urldefense.com/v3/__https://stat.ethz.ch/mailman/listinfo/r-devel__;!!DZ3fjg!r3_sswU4ZHCe3huoGUy2boX-Vr7aUS-RaExyeh_Rsv8gvGiABcqzvOOKZinGvMnBkW0$ ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
