Directions to the ILNumerics Optimization Toolbox

As of yesterday the ILNumerics Optimization Toolbox is out and online! It’s been quite a challenge to bring everything together: some of the best algorithms, the convenience you as a user of ILNumerics expect and deserve, and the high performance requirements ILNumerics sets the scale on for. We believe that all these goals could be achieved quite greatly.

ILNumerics for Scientists – An easy start

Motivation

I’ve been working as a scientist at universities for 10 years before deciding to go into industry. The one thing I hated most was coding. At the end of the day coding for scientists is like running for a football player. Obviously, you need it but it’s not what you’re here for.

I really dreaded the coding and the debugging. So much precious time for something that was so clear on paper and I just wanted the solution of my equations to see whether my idea made sense or not. More often than not scientists find that their idea was not so great and now they had spent so much time coding just to find out that the idea didn’t work. Continue reading ILNumerics for Scientists – An easy start

Getting to know your Scene Graph

Did you ever miss a certain feature in your ILNumerics scene graph? You probably did. But did you know, that most of the missing “features” mean nothing more than a missing “property”? Often enough, there is only a convenient access to a certain scene graph object needed in order to finalize a required configuration.

Recently, a user asked how to turn the background of a legend object in ILNumerics plots transparent. There doesn’t seem to be a straight forward way to that. One might expect code like the following to work:

var legend = new ILLegend("Line 1", "Line 2");
legend.Background.Color = Color.FromArgb(200, Color.White);


Fun with HDF5, ILNumerics and Excel

It is amazing how many complex business processes in major industries today are supported by a tool that shines by its simplicity: Microsoft Excel. ‘Recently’ (with Visual Studio 2010) Microsoft managed to polish the development tools for all Office applications significantly. The whole Office product line is now ready to serve as a convenient, flexible base framework for stunning custom business logic, custom computations and visualizations – with just a little help of tools like ILNumerics.

In this blog post I am going to show how easy it is to extend the common functionality of Excel. We will enable an Excel Workbook to load arbitrary HDF5 data files, inspect the content of such files and show the data as interactive 2D or 3D plots. Continue reading Fun with HDF5, ILNumerics and Excel

Performance on ILArray

Having a convenient data structure like ILArray<T> brings many advantages when handling numerical data in your algorithms. On the convenience side, there are flexible options for creating subarrays, altering existing data (i.e. lengthening or shortening individual dimensions on the run), keeping dimensionality information together with the data, and last but not least: being able to formulate an algorithm by concentrating on the math rather than on loops and the like.

Convenience and Speed

Another advantage is performance: by writing C = A + B, with A and B being large arrays, the inner implementation is able to choose the most efficient way of evaluating this expression. Here is, what ILNumerics internally does: Continue reading Performance on ILArray

Uncommon data conversion with ILArray

ILNumerics Computing Engine supports the most common numeric data types out of the box: double, float, complex, fcomplex, byte, short, int, long, ulong

If you need to convert from, let’s say ushort to float, you will not find any prepared conversion function in ILMath. Luckily, it is very easy to write your own:

Here comes a method which implements the conversion from ushort -> float. A straight forward version first:

        /// <summary>
/// Convert ushort data to ILArray&lt;float>
/// </summary>
/// <param name="A">Input Array</param>
/// <returns>Array of the same size as A, single precision float elements</returns>
public static ILRetArray<float> UShort2Single(ILInArray<ushort> A) {
using (ILScope.Enter(A)) {
ILArray<float> ret = ILMath.zeros<float>(A.S);
var retArr = ret.GetArrayForWrite();
int c = 0;
foreach (ushort a in A) {
retArr[c++] = a;
}
return ret;
}
}

Plotting Fun with ILNumerics and IronPython

Since the early days of IronPython, I keep shifting one bullet point down on my ToDo list:

* Evaluate options to use ILNumerics from IronPython

Several years ago there has been some attempts from ILNumerics users who successfully utilized ILNumerics from within IronPython. But despite our fascination for these attempts, we were not able to catch up and deeply evaluate all options for joining both projects. Years went by and Microsoft has dropped support for IronPython in the meantime. Nevertheless, a considerably large community seems to be active on IronPython. Finally, today is the day I am going to give this a first quick shot.

Dark color schemes with ILPanel

I recently got a request for help in building an application, where ILPanel was supposed to create some plots with a dark background area. Dark color schemes are very popular in some industrial domains and ILNumerics’ ILPanel gives the full flexibility for supporting dark colors. Here comes a simple example:

Large Object Heap Compaction – on Demand ??

In the 4.5.1 side-by-side update of the .NET framework a new feature has been introduced, which will really remove one annoyance for us: Edit & Continue for 64 bit debugging targets. That is really a nice one! Thanks a million, dear fellows in “the corp”!

Another useful one: One can now investigate the return value of functions during a debug session.

Now, while both features will certainly help to create better applications by helping you to get through your debug session more quickly and conveniently, another feature was introduced, which deserves a more critical look: now, there exist an option to explicitly compact the large object heap (LOH) during garbage collections. MSDN says:

If you assign the property a value of GCLargeObjectHeapCompactionMode.CompactOnce, the LOH is compacted during the next full blocking garbage collection, and the property value is reset to GCLargeObjectHeapCompactionMode.Default.

Hm… They state further:

You can compact the LOH immediately by using code like the following:

GCSettings.LargeObjectHeapCompactionMode = GCLargeObjectHeapCompactionMode.CompactOnce;
GC.Collect();


Ok. Now, it looks like there has been quite some demand for ‘a’ solution for a serious problem: LOH fragmentation. This basically happens all the time when large objects are created within your applications and relased and created again and released… you get the point: disadvantageous allocation pattern with ‘large’ objects will almost certainly lead to holes in the heap due to reclaimed objects, which are no longer there, but other objects still resisting in the corresponding chunk, so the chunk is not given back to the memory manager and OutOfMemoryExceptions are thrown rather early …

If all this sounds new and confusing to you – no wonder! This is probably, because you are using ILNumerics Its memory management prevents you reliably from having to deal with these issues. How? Heap fragmentation is caused by garbage. And the best way to handle garbage is to prevent from it, right? This is especially true for large objects and the .NET framework. And how would one prevent from garbage? By reusing your plastic bags until they start disintegrating and your eggs get in danger of falling through (and switching to a solid basket afterwards, I guess).

In terms of computers this means: reuse your memory instead of throwing it away! Especially for large objects this puts way too much pressure on the garbage collector and at the end it doesn’t even help, because there is still fragmentation going on on the heap. For ‘reusing’ we must save the memory (i.e. large arrays in our case) somewhere. This directly leads to a pooling strategy: once an ILArray is not used anymore – its storage is kept safe in a pool and used for the next ILArray.

That way, no fragmentation occurs! And just as in real life – keeping the environment clean gives you even more advantages. It helps the caches by presenting recently used memory and it protects the application from having to waste half the execution time in the GC. Luckily, the whole pooling in ILNumerics works completely transparent in the back. There is nothing one needs to do in order to gain all advantages, except following the simple rules of writing ILNumerics functions. ILNumerics keeps track of the lifetime of the arrays, safes their underlying System.Arrays in the ILNumerics memory pool, and finds and returns any suitable array for the next computation from here.

The pool is smart enough to learn what ‘suitable’ means: if no array is available with the exact length as requested, a next larger array will do just as well:

public ILRetArray CreateSymm(int m, int n) {
using (ILScope.Enter()) {
ILArray A = rand(m,n);
// some very complicated stuff here...
A = A * A + 2.3;
return multiply(A,A.T);
}
}

while (true) {
dosomethingWithABigMatrix(CreateSymm(1000,2000)); // one can even vary the sizes here!
// at this point, your heap is clean ! No fragmentation! No GC gen.2 collections !
}


Keep in mind, the next time you encounter an unexpected OutOfMemoryException, you can either go out and try to make use of that obscure GCSettings.LargeObjectHeapCompactionMode property, or … simply start using ILNumerics and forget about that problem at least.

ILNumerics Language Features: Limitations for C#, Part II: Compound operators and ILArray

A while ago I blogged about why the CSharp var keyword cannot be used with local ILNumerics arrays (ILArray<T>, ILCell, ILLogical). This post is about the other one of the two main limitations on C# language features in ILNumerics: the use of compound operators in conjunction with ILArray<T>. In the online documentation we state the rule as follows:

The following features of the C# language are not compatible with the memory management of ILNumerics and its use is not supported:

• The C# var keyword in conjunction with any ILNumerics array types, and
• Any compound operator, like +=, -=, /=, *= a.s.o. Exactly spoken, these operators are not allowed in conjunction with the indexer on arrays. So A += 1; is allowed. A[0] += 1; is not!

Let’s take a closer look at the second rule. Most developers think of compound operators as being just syntactic sugar for some common expressions:

int i = 1;
i += 2;

… would simply expand to:

int i = 1;
i  = i + 2; 

For such simple types like an integer variable the actual effect will be indistinguishable from that expectation. However, compound operators introduce a lot more than that. Back in his times at Microsoft, Eric Lippert blogged about those subtleties. The article is worth reading for a deep understanding of all side effects. In the following, we will focus on the single fact, which becomes important in conjunction with ILNumerics arrays: when used with a compound operator, i in the example above is only evaluated once! In difference to that, in i = i + 2, i is evaluated twice.

Evaluating an int does not cause any side effects. However, if used on more complex types, the evaluation may does cause side effects. An expression like the following:

ILArray<double> A = 1;
A += 2;

… evaluates to something similiar to this:

ILArray<double> A = 1;
A = (ILArray<double>)(A + 2); 

There is nothing wrong with that! A += 2 will work as expected. Problems arise, if we include indexers on A:

ILArray<double> A = ILMath.rand(1,10);
A[0] += 2;
// this transforms to something similar to the following:
var index = (ILRetArray<double>)0;
receiver[index] = receiver[index] + 2; 

In order to understand what exactly is going on here, we need to take a look at the definition of indexers on ILArray:

public ILRetArray<ElementType> this[params ILBaseArray[] range] { ...

The indexer expects a variable length array of ILBaseArray. This gives most flexibility for defining subarrays in ILNumerics. Indexers allow not only scalars of builtin system types as in our example, but arbitrary ILArray and string definitions. In the expression A[0], 0 is implicitly converted to a scalar ILNumerics array before the indexer is invoked. Thus, a temporary array is created as argument. Keep in mind, due to the memory management of ILNumerics, all such implicitly created temporary arrays are immediately disposed off after the first use.

Since both, the indexing expression 0 and the object where the indexer is defined for (i.e.: A) are evaluated only once, we run into a problem: index is needed twice. At first, it is used to acquire the subarray at receiver[index]. The indexer get { ...}  function is used for that. Once it returns, all input arguments are disposed – an important foundation of ILNumerics memory efficency! Therefore, if we invoke the index setter function with the same index variable, it will find the array being disposed already – and throws an exception.

It would certainly be possible to circumvent that behavior by converting scalar system types to ILArray instead of ILRetArray:

ILArray A = ...;
A[(ILArray)0] += 2;

However, the much less expressive syntax aside, this would not solve our problem in general either. The reason lies in the flexibility required for the indexer arguments. The user must manually ensure, all arguments in the indexer argument list are of some non-volatile array type. Casting to ILArray<T> might be an option in some situations. However, in general, compound operators require much more attention due to the efficient memory management in ILNumerics. We considered the risk of failing to provide only non-volatile arguments too high. So we decided not to support compound operators at all.

See: General Rules for ILNumerics, Function Rules, Subarrays