Efficient programming in MATLAB

2011 MathWorks, Inc.

Agenda
900 - 1015

Functions in MATLAB What are the options?

-

Function Quiz!

Memory Considerations
-

Container overhead

Lazy copying (copy-on-write)

1015 - 1045
1045 - 1200

Parallel Computing with MATLAB

-

Task parallelism and Data parallelism

Parallel for-loops and Distributed arrays

Symbolic Computing with MATLAB

-

Symbolic computations at the MATLAB command line

Introduction to the MuPAD notebook interface

Why use functions?

Automate calculations that are

performed often
Improve code compactness
Improve code readability
Restrict scoping of variables to save memory space
Minimize risk of errors due to variable name clashes

Function Quiz

Lets see how much you know about functions in

MATLAB

This quiz covers

Different types of MATLAB functions
When to use what type of function

This quiz does not cover

MEX functions, private functions,

Function Quiz Review

Primary functions

Subfunctions

Nested functions

Function handles

Anonymous functions
5

Summary and Advice

Anonymous Functions

Create simple functions without creating m-files:

fh = @(x,y) a*sin(x)*cos(y)

Useful for fun-funs (function functions)

Optimization

>> getXLSData
= @(worksheet)
Solving differential
equationsxlsread('records.xls', worksheet);
>> myData = getXLSData('Sheet1');

Numerical integration
Plotting

Array functions (cellfun, structfun, )

Convenient for simple callbacks

Embed data in function calls, to help reduce copy-paste
coding
6

Summary and Advice

Nested Functions
Embed one function within another, with shared, persistent
workspace:
function main
function nest
end
end

Convenient for callbacks (shared workspace)

Encapsulate functionality and data (export as function
handles)

MATLAB Function Types: Additional

Resources

MATLAB Digest
Dynamic Function Creation with Anonymous and Nested Functions
http://www.mathworks.com/company/newsletters/digest/2005/sept/dynfuncti
ons.html

Examples
Anonymous functions
http://www.mathworks.com/products/matlab/demos.html?file=/products/dem
os/shipping/matlab/anondemo.html

Nested Functions
http://www.mathworks.com/products/matlab/demos.html?file=/products/dem
os/shipping/matlab/nesteddemo.html

The Art of MATLAB Blog

Look at Category: Function Handles
http://blogs.mathworks.com/loren/

Agenda
900 - 1015

Functions in MATLAB What are the options?

-

Function Quiz!

Memory Considerations
-

Container overhead

Lazy copying (copy-on-write)

1015 - 1045
1045 - 1200

Parallel Computing with MATLAB

-

Task parallelism and Data parallelism

Parallel for-loops and Distributed arrays

Symbolic Computing with MATLAB

-

Symbolic computations at the MATLAB command line

Introduction to the MuPAD notebook interface

Memory Used for Different Array Types

d = [1 2]
dcell = {d}
dstruct.d = d

% Double array
% Cell array
% Struct array

whos

10

Container Overhead
Numeric Array

Cell Array

Structure

Variable header: 60 bytes

Element header: 60 bytes
Field name: 64 bytes
Data: 16 bytes

2nd Element header: 60 bytes

Field name: 64 bytes
Data: 16 bytes

Total Used:

76 + 16 = 92

136 + 76 = 212

200 + 140 = 340

Total Reported:

16 + 16 = 32

76 + 76 = 152

140 + 140 = 280

11

MATLAB and Memory

Lazy copying (copy-on-write):

s.A = rand(3000,3000);
s.B = rand(3000,3000);
sNew = s;
s.A(1,1) = 2;

12

MATLAB and Memory

Different ways of storing an image
im1{1} = redPlane;
% each plane is m x n
im1{2} = greenPlane;
im1{3} = bluePlane;
versus

% each 1x3
im2{1,1} = [redPlane(1) greenPlane(1) bluePlane(1)];
im2{2,1} = [redPlane(2) greenPlane(2) bluePlane(2)];
...
im2{m,n} = [redPlane(m*n) greenPlane(m*n) bluePlane(m*n)];

13

MATLAB and Memory

im1copy

im1

Change
one pixel

>> im1copy==0;im1; % Red

>> im1copy{1}(1)
>> im1copy{2}(1) = 0;
% Green
>> im1copy{3}(1) = 0;
% Blue

14

MATLAB and Memory

im1copy

im1

Change
one pixel

im2

[
[
[
[

]
]
]
]

im2copy == im2;
>>>>
im2copy{1}
[0 0 0];
[
[
[
[

]
]
]
]

[
[
[
[

]
]
]
]

im2copy

15

Summary of Memory Usage in MATLAB

When is data copied?

Lazy copy: only when necessary (copy on write)
Never, if operation can be performed in-place

How does MATLAB store data?

Every array has overhead
Structures and cell arrays are containers which can hold
multiple arrays

16

In-place Optimizations
When does MATLAB do calculations in-place?

function inplaceOptimization
x = randn(3e7,1);
y = myfunc(x);
% No.
x = myfuncInPlace(x); % Yes!
x = myfunc(x);
% No.
function y = myfunc(x)
y = sin(2*x.^2+3*x+4);
function x = myfuncInPlace(x)
x = sin(2*x.^2+3*x+4);
17

MATLAB and Memory: Additional Resources

Recorded Webinar:
Handling Large Data Sets Efficiently in MATLAB
mathworks.com -> Recorded Webinars

Memory Management Guide (Tech Note 1106)

>> doc memory
Search mathworks.com for 1106

18

Agenda
900 - 1015

Functions in MATLAB What are the options?

-

Function Quiz!

Memory Considerations
-

Container overhead

Lazy copying (copy-on-write)

1015 - 1045
1045 - 1200

Parallel Computing with MATLAB

-

Task parallelism and Data parallelism

Parallel for-loops and Distributed arrays

Symbolic Computing with MATLAB

-

Symbolic computations at the MATLAB command line

Introduction to the MuPAD notebook interface

19

Agenda
900 - 1015

Functions in MATLAB What are the options?

-

Function Quiz!

Memory Considerations
-

Container overhead

Lazy copying (copy-on-write)

1015 - 1045
1045 - 1200

Parallel Computing with MATLAB

-

Task parallelism and Data parallelism

Parallel for-loops and Distributed arrays

Symbolic Computing with MATLAB

-

Symbolic computations at the MATLAB command line

Introduction to the MuPAD notebook interface

20

Processes

Distributing Tasks (Task Parallel)

Time

Time
21

Large Data Sets (Data Parallel)

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Parallel Computing with MATLAB

Computer Cluster
MATLAB Distributed Computing Server

CPU
Worker

CPU
Worker

TOOLBOXES

Parallel
Computing
Toolbox

Scheduler

CPU
Worker

BLOCKSETS
CPU
Worker

23

Parallel Computing with MATLAB

No code changes

Toolbox Support:
Optimization Toolbox
Statistics Toolbox
SystemTest
Global Optimization Toolbox
Simulink Design Optimization
Bioinformatics Toolbox
Model-Based Calibration Toolbox

Trivial changes

parfor

Distributed Arrays, spmd

GPUArrays

Extensive changes

MPI programming in MATLAB

24

Parallel Computing with MATLAB

Worker

Worker

Worker

TOOLBOXES

Worker

Worker
Worker

BLOCKSETS

Worker

Worker

>> matlabpool open

Pool of MATLAB Workers
25

The Mechanics of parfor Loops

1
2

23 3 4 4 55 6 6

8 8 9 910 10

Worker

myInput = 0.1:0.1:1;
myOutput = zeros(10, 1);
parfor k = 1:10
x = myInput(k);
y = myFunction(x);
myOutput(k) = y;
end
myOutput

x = myInput(k);
y = myFunction(x);
myOutput(k) = y;

Worker
x = myInput(k);
y = myFunction(x);
myOutput(k) = y;

Worker
x = myInput(k);
y = myFunction(x);
myOutput(k) = y;

Worker
x = myInput(k);
y = myFunction(x);
myOutput(k) = y;

Pool of MATLAB Workers

26

Example: Parameter Sweep of ODEs

Solve a 2nd order ODE

}5
m &x& + b{ x& + k{ x = 0
1, 2 ,...

m
b

1, 2 ,...

Initial conditions: x(0) = 0,

x ' (0 ) = 1

1.2
1

Displacement (x)

0.8

Simulate with different

values for b and k

0.6
0.4

m = 5, b = 2, k = 2

0.2

Record peak value for

each run
Plot results

Peak Displacement (x)

0
2.5

m = 5, b = 5, k = 5

-0.2
2

-0.4
1.5

10

15

20

25

Time (s)

1
0.5
0

Damping (b)

4
3

2
6

Stiffness (k)

27

Parallel for Loops

parfor i = 1 : n
% do something with i
end

Mix task parallel and serial code in the same function

Run loops on a pool of MATLAB resources
Iterations must be order-independent
M-Lint analysis helps to identify if existing for loops
can be changed to parfor

28

Client-side Distributed Arrays

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TOOLBOXES

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BLOCKSETS

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Remotely Manipulate Array

from Desktop

Distributed Array
Lives on the Cluster
29

Distributed Array

Worker
Worker

Column 1:3 of y

Column 4:6 of y

y = distributed(rand(10));
Worker
Column 7:8 of y

Worker
Column 9:10 of y

Pool of MATLAB Workers

30

Demo:
- Handle large data sets

31

MATLAB Functions on Distributed Arrays ~ 150

supported functions

32

Interactive to Scheduled

Interactive
Great for prototyping
Immediate access to MATLAB workers

Scheduled
Offloads work to other MATLAB workers (local or on a cluster)
Access to more computing resources for improved performance
Frees up local MATLAB session

>> batch('myScript')
33

Run Eight Local Workers with a Parallel

Computing Toolbox License

Easy to experiment with explicit
Parallel
Computing
Toolbox

parallelism on multicore
machines

Rapidly develop parallel

applications on local computer

Take full advantage of desktop

power

No separate computer cluster

required
34

Scale Up to Cluster Configuration with No

Code Changes

Computer cluster
Parallel
Computing
Toolbox

MATLAB Distributed Computing Server

CPU
Worker

CPU
Worker

Scheduler

CPU
Worker

CPU
Worker

35

What is a Graphics Processing Unit (GPU)

Originally for graphics acceleration, now also

used for scientific calculations

Massively parallel array of integer and

floating point processors
Typically hundreds of processors per card
GPU cores complement CPU cores

Dedicated high-speed memory

* Parallel Computing Toolbox requires NVIDIA GPUs with Compute Capability 1.3 or greater, including
NVIDIA Tesla 10-series and 20-series products. See http://www.nvidia.com/object/cuda_gpus.html
for a complete listing
36

Summary of Options for Targeting GPUs

Ease of Use

2) Execute custom functions on elements of

the GPU array

Greater Control

1) Use GPU array interface with MATLAB

built-in functions

3) Invoke your CUDA kernels directly from

MATLAB

37

Performance: A\b with Double Precision

38

Agenda
900 - 1015

Functions in MATLAB What are the options?

-

Function Quiz!

Memory Considerations
-

Container overhead

Lazy copying (copy-on-write)

1015 - 1045
1045 - 1200

Parallel Computing with MATLAB

-

Task parallelism and Data parallelism

Parallel for-loops and Distributed arrays

Symbolic Computing with MATLAB

-

Symbolic computations at the MATLAB command line

Introduction to the MuPAD notebook interface

39

Overview of Symbolic Computing

Governing equation:

mx' ' (t ) + bx' (t ) + kx(t ) = 0

Initial conditions:

x(0) = 0

x' (0) = 1

Numeric:

Symbolic:

Approximate solution in vector form

Exact solution in form of analytical expression

x(t)

0.1

0.099

0.2

0.193

0.3

0.283

0.4

0.364

0.5

0.437

x (t ) =
e

t b b 2 4 km

2m

b 2 4km

t b + b 2 4 km

2m

b 2 4km

Benefits
1. Insight into how parameters affect solution
2. Often more efficient than numeric implementation
40

Working with Symbolic Math Toolbox

From notebook interface:

From MATLAB:

Sharing

Perform symbolic computations using

familiar MATLAB syntax

Conveniently manage & document symbolic

computations
 Math notation, embedded text & graphics
Access complete MuPAD language
 15+ libraries of symbolic math functions
41

Symbolic Math Toolbox Libraries

Calculus

Differentiation
Integrals (definite, indefinite)
Jacobian
Taylor series
Limits

Solving Equations

Algebraic Equations
Ordinary Differential
Equations

Integral and ZTransforms

Fourier transform
Laplace transform
Z-transforms

Linear Algebra

Operations
Eigenvalues

Special Functions

Bernoulli, Bessel, Beta,

Fresnel sine/cosine integral,
Gamma

Variable Precision Arithmetic

Plotting

2-D
3-D contour, surface, mesh,
movies

Simplification

Expansion of polynomials
Substitution
42

Key Takeaways
1. Integrated numerics and graphics

Integration with MATLAB platform

2. Convenient interface for managing &

documenting model derivation

Notebook interface

3. Deep and broad set of mathematical areas

15+ libraries of symbolic math functions

4. Ability to extend built-in capabilities

MuPAD language for developing custom

symbolic functions and libraries

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44

Thank You for Attending

Products
www.mathworks.com

Upcoming events (seminars, webinars,

trade shows, conferences)
www.mathworks.com/events

Training
www.mathworks.com/training

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