[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[lmi-commits] [lmi] master 3143a30 15/15: Simplify using expression temp
|
From: |
Greg Chicares |
|
Subject: |
[lmi-commits] [lmi] master 3143a30 15/15: Simplify using expression templates [305] |
|
Date: |
Sun, 14 Feb 2021 18:24:55 -0500 (EST) |
branch: master
commit 3143a303a6d4e05a2bf745fe29d76943d028db71
Author: Gregory W. Chicares <gchicares@sbcglobal.net>
Commit: Gregory W. Chicares <gchicares@sbcglobal.net>
Simplify using expression templates [305]
Old though PETE is, writing this code without it is worse.
As expected, there is no remarkable effect on speed.
---
Speed_gcc_i686-w64-mingw32 | 12 ++---
Speed_gcc_x86_64-pc-linux-gnu | 12 ++---
Speed_gcc_x86_64-w64-mingw32 | 12 ++---
interest_rates.cpp | 109 ++++++++++++------------------------------
4 files changed, 49 insertions(+), 96 deletions(-)
diff --git a/Speed_gcc_i686-w64-mingw32 b/Speed_gcc_i686-w64-mingw32
index 4029e16..bcd85a4 100644
--- a/Speed_gcc_i686-w64-mingw32
+++ b/Speed_gcc_i686-w64-mingw32
@@ -1,7 +1,7 @@
Test speed:
- naic, no solve : 5.015e-02 s mean; 49840 us least of 20 runs
- naic, specamt solve : 9.461e-02 s mean; 94300 us least of 11 runs
- naic, ee prem solve : 8.596e-02 s mean; 85719 us least of 12 runs
- finra, no solve : 1.574e-02 s mean; 14970 us least of 64 runs
- finra, specamt solve: 5.573e-02 s mean; 55361 us least of 18 runs
- finra, ee prem solve: 5.118e-02 s mean; 50862 us least of 20 runs
+ naic, no solve : 5.014e-02 s mean; 49936 us least of 20 runs
+ naic, specamt solve : 9.463e-02 s mean; 94245 us least of 11 runs
+ naic, ee prem solve : 8.607e-02 s mean; 85873 us least of 12 runs
+ finra, no solve : 1.520e-02 s mean; 15006 us least of 66 runs
+ finra, specamt solve: 5.754e-02 s mean; 55368 us least of 18 runs
+ finra, ee prem solve: 5.122e-02 s mean; 51006 us least of 20 runs
diff --git a/Speed_gcc_x86_64-pc-linux-gnu b/Speed_gcc_x86_64-pc-linux-gnu
index ba2400c..27b6c06 100644
--- a/Speed_gcc_x86_64-pc-linux-gnu
+++ b/Speed_gcc_x86_64-pc-linux-gnu
@@ -1,7 +1,7 @@
Test speed:
- naic, no solve : 1.817e-02 s mean; 17779 us least of 56 runs
- naic, specamt solve : 3.291e-02 s mean; 32497 us least of 31 runs
- naic, ee prem solve : 3.006e-02 s mean; 29620 us least of 34 runs
- finra, no solve : 5.265e-03 s mean; 5078 us least of 100 runs
- finra, specamt solve: 1.896e-02 s mean; 18773 us least of 53 runs
- finra, ee prem solve: 1.748e-02 s mean; 17089 us least of 58 runs
+ naic, no solve : 1.842e-02 s mean; 17799 us least of 55 runs
+ naic, specamt solve : 3.306e-02 s mean; 32618 us least of 31 runs
+ naic, ee prem solve : 3.007e-02 s mean; 29717 us least of 34 runs
+ finra, no solve : 5.287e-03 s mean; 5072 us least of 100 runs
+ finra, specamt solve: 1.900e-02 s mean; 18757 us least of 53 runs
+ finra, ee prem solve: 1.754e-02 s mean; 17097 us least of 58 runs
diff --git a/Speed_gcc_x86_64-w64-mingw32 b/Speed_gcc_x86_64-w64-mingw32
index 90e2a82..f95a336 100644
--- a/Speed_gcc_x86_64-w64-mingw32
+++ b/Speed_gcc_x86_64-w64-mingw32
@@ -1,7 +1,7 @@
Test speed:
- naic, no solve : 2.452e-02 s mean; 24318 us least of 41 runs
- naic, specamt solve : 4.470e-02 s mean; 42173 us least of 23 runs
- naic, ee prem solve : 3.898e-02 s mean; 38684 us least of 26 runs
- finra, no solve : 9.209e-03 s mean; 9072 us least of 100 runs
- finra, specamt solve: 2.551e-02 s mean; 25326 us least of 40 runs
- finra, ee prem solve: 2.379e-02 s mean; 23595 us least of 43 runs
+ naic, no solve : 2.457e-02 s mean; 24394 us least of 41 runs
+ naic, specamt solve : 4.260e-02 s mean; 42301 us least of 24 runs
+ naic, ee prem solve : 4.044e-02 s mean; 38877 us least of 25 runs
+ finra, no solve : 9.312e-03 s mean; 9109 us least of 100 runs
+ finra, specamt solve: 2.555e-02 s mean; 25383 us least of 40 runs
+ finra, ee prem solve: 2.376e-02 s mean; 23609 us least of 43 runs
diff --git a/interest_rates.cpp b/interest_rates.cpp
index e3df2e6..81f0047 100644
--- a/interest_rates.cpp
+++ b/interest_rates.cpp
@@ -28,20 +28,17 @@
#include "basic_values.hpp"
#include "database.hpp"
#include "dbnames.hpp"
+#include "et_vector.hpp"
#include "irc7702_interest.hpp" // iglp(), igsp()
#include "math_functions.hpp" // assign_midpoint()
#include "miscellany.hpp" // each_equal()
#include "ssize_lmi.hpp"
#include "yare_input.hpp"
-#include <algorithm> // max(), copy()
-#include <functional>
-#include <iterator> // back_inserter()
+#include <algorithm> // max()
// TODO ?? Future enhancements:
//
-// Use PETE instead of complex, slow std::transform() expressions.
-//
// Permit input gross rates.
//
// Permit variable loan rate.
@@ -326,19 +323,11 @@ void InterestRates::Initialize(BasicValues const& v)
// interest bonus is not guaranteed.
std::vector<double> general_account_interest_bonus;
v.database().query_into(DB_GenAcctIntBonus,
general_account_interest_bonus);
- // ET !! GenAcctGrossRate_ += general_account_interest_bonus;
- // ...and this might be further simplified by implementing e.g.
+ GenAcctGrossRate_[mce_gen_curr] += general_account_interest_bonus;
+ // DATABASE !! This might be further simplified by implementing e.g.
// std::vector<double> product_database::QueryVector(int k) const;
- // and replacing 'general_account_interest_bonus' with a
- // temporary:
- // GenAcctGrossRate_ += v.database().QueryVector(DB_GenAcctIntBonus);
- std::transform
- (GenAcctGrossRate_[mce_gen_curr].begin()
- ,GenAcctGrossRate_[mce_gen_curr].end()
- ,general_account_interest_bonus.begin()
- ,GenAcctGrossRate_[mce_gen_curr].begin()
- ,std::plus<double>()
- );
+ // and replacing 'general_account_interest_bonus' with a temporary:
+ // GenAcctGrossRate_[...] +=
v.database().QueryVector(DB_GenAcctIntBonus);
v.database().query_into(DB_CurrIntSpread, GenAcctSpread_);
@@ -445,23 +434,12 @@ void InterestRates::InitializeGeneralAccountRates()
<< LMI_FLUSH
;
spread[mce_gen_curr] = GenAcctSpread_;
- // ET !! spread[mce_gen_curr] -= spread[mce_gen_curr][0];
- std::transform
- (spread[mce_gen_curr].begin()
- ,spread[mce_gen_curr].end()
- ,spread[mce_gen_curr].begin()
- ,[&spread](double x) { return x - spread[mce_gen_curr].front(); }
- );
- // ET !! spread[mce_gen_mdpt] = 0.5 * spread[mce_gen_curr];
+ spread[mce_gen_curr] -= spread[mce_gen_curr][0];
+ spread[mce_gen_mdpt] = spread[mce_gen_curr];
+ spread[mce_gen_mdpt] *= 0.5;
// (though it should be...
- // ET !! spread[mce_gen_mdpt] = 0.5 * spread[mce_gen_curr] + 0.5 *
spread[mce_gen_guar];
+ // spread[mce_gen_mdpt] = 0.5 * spread[mce_gen_curr] + 0.5 *
spread[mce_gen_guar];
// ...if DB_GuarIntSpread is ever implemented)
- std::transform
- (spread[mce_gen_curr].begin()
- ,spread[mce_gen_curr].end()
- ,spread[mce_gen_mdpt].begin()
- ,[](double x) { return 0.5 * x; }
- );
}
else
{
@@ -522,10 +500,7 @@ void InterestRates::InitializeSeparateAccountRates()
// TODO ?? Are tiered M&E, IMF, comp treated correctly?
std::vector<double> miscellaneous_charges(Zero_);
-// TODO ?? Replace these long lines with PETE expressions.
- // ET !! miscellaneous_charges += AmortLoad_ + ExtraSepAcctCharge_;
- std::transform(miscellaneous_charges.begin(), miscellaneous_charges.end(),
AmortLoad_ .begin(), miscellaneous_charges.begin(),
std::plus<double>());
- std::transform(miscellaneous_charges.begin(), miscellaneous_charges.end(),
ExtraSepAcctCharge_.begin(), miscellaneous_charges.begin(),
std::plus<double>());
+ miscellaneous_charges += AmortLoad_ + ExtraSepAcctCharge_;
std::vector<double> total_charges[mc_n_gen_bases];
for(int j = mce_gen_curr; j < mc_n_gen_bases; ++j)
@@ -534,15 +509,8 @@ void InterestRates::InitializeSeparateAccountRates()
{
continue;
}
- // ET !! total_charges[j] = MAndERate_[j] + miscellaneous_charges;
- total_charges[j].reserve(Length_);
- std::transform
- (MAndERate_[j].begin()
- ,MAndERate_[j].end()
- ,miscellaneous_charges.begin()
- ,std::back_inserter(total_charges[j])
- ,std::plus<double>()
- );
+ total_charges[j] = MAndERate_[j];
+ total_charges[j] += miscellaneous_charges;
}
double fee = InvestmentManagementFee_[0];
@@ -562,13 +530,7 @@ void InterestRates::InitializeSeparateAccountRates()
{
continue;
}
- // ET !! total_charges[j] -= total_charges[j][0];
- std::transform
- (total_charges[j].begin()
- ,total_charges[j].end()
- ,total_charges[j].begin()
- ,[&total_charges, j](double x) { return x -
total_charges[j].front(); }
- );
+ total_charges[j] -= total_charges[j][0];
}
fee = 0.0;
}
@@ -578,13 +540,16 @@ void InterestRates::InitializeSeparateAccountRates()
}
SepAcctGrossRate_[mce_annual_rate][mce_sep_zero] = Zero_;
- // ET !! SepAcctGrossRate_[mce_sep_half] = 0.5 *
SepAcctGrossRate_[mce_sep_full];
- std::transform
- (SepAcctGrossRate_[mce_annual_rate][mce_sep_full].begin()
- ,SepAcctGrossRate_[mce_annual_rate][mce_sep_full].end()
- ,std::back_inserter(SepAcctGrossRate_[mce_annual_rate][mce_sep_half])
- ,[](double x) { return 0.5 * x; }
- );
+ // ET !! It would be most useful to have an assignment operator,
+ // so that this could be written as
+ // X = 0.5 * Y;
+ // instead of
+ // X = zero_vector_of_desired_length;
+ // X += 0.5 * Y;
+ // but it's forbidden to add such an operator to std::vector.
+ SepAcctGrossRate_[mce_annual_rate][mce_sep_half] = Zero_;
+ SepAcctGrossRate_[mce_annual_rate][mce_sep_half] +=
+ 0.5 * SepAcctGrossRate_[mce_annual_rate][mce_sep_full];
for(int k = mce_sep_full; k < mc_n_sep_bases; ++k)
{
@@ -643,14 +608,7 @@ void InterestRates::InitializeLoanRates()
{
RegLnDueRate_[mce_annual_rate][j] = PublishedLoanRate_;
PrfLnDueRate_[mce_annual_rate][j] = PublishedLoanRate_;
- // ET !! PrfLnDueRate_[...] = PublishedLoanRate_ - PrefLoanRateDecr_;
- std::transform
- (PrfLnDueRate_[mce_annual_rate][j].begin()
- ,PrfLnDueRate_[mce_annual_rate][j].end()
- ,PrefLoanRateDecr_.begin()
- ,PrfLnDueRate_[mce_annual_rate][j].begin()
- ,std::minus<double>()
- );
+ PrfLnDueRate_[mce_annual_rate][j] -= PrefLoanRateDecr_;
}
RegLoanSpread_[mce_gen_mdpt] = Zero_;
@@ -993,19 +951,14 @@ void InterestRates::Initialize7702Rates()
std::vector<double> const& annual_guar_rate =
GenAcctGrossRate_[mce_gen_guar];
- MlyGlpRate_.resize(Length_);
- // ET !! MlyGlpRate_ = max(iglp(), annual_guar_rate);
- std::transform
- (annual_guar_rate.begin()
- ,annual_guar_rate.end()
- ,MlyGlpRate_.begin()
- ,[](double x) { return std::max(iglp(), x); }
- );
// ET !! This ought to be implicit, at least in some 'safe' mode:
+ // LMI_ASSERT_EQUAL(MlyGlpRate_.size(), SpreadFor7702_.size());
+ // _without_ assigning from Zero_ first; but it's not.
+ MlyGlpRate_ = Zero_;
+ assign(MlyGlpRate_, apply_binary(greater_of<double>(), iglp(),
annual_guar_rate));
LMI_ASSERT(MlyGlpRate_.size() == SpreadFor7702_.size());
- // ET !! MlyGlpRate_ = i_upper_12_over_12_from_i(MlyGlpRate_ -
SpreadFor7702_);
- std::transform(MlyGlpRate_.begin(), MlyGlpRate_.end(),
SpreadFor7702_.begin(), MlyGlpRate_.begin(), std::minus<double>());
- std::transform(MlyGlpRate_.begin(), MlyGlpRate_.end(),
MlyGlpRate_.begin(), i_upper_12_over_12_from_i<double>());
+ MlyGlpRate_ -= SpreadFor7702_;
+ assign(MlyGlpRate_, apply_unary(i_upper_12_over_12_from_i<double>(),
MlyGlpRate_));
}
#if 0
- [lmi-commits] [lmi] master 9b46a92 08/15: Assume genacct and loan rates are always needed [312], (continued)
- [lmi-commits] [lmi] master 9b46a92 08/15: Assume genacct and loan rates are always needed [312], Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master a7bf1d0 04/15: Remove a duplicative defect marker [316], Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master d58eb9b 12/15: Remove assertions that provably cannot fire, Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master bc8e2d9 13/15: Remove a defunct defect marker [307], Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master dbac503 14/15: Demote a marked defect [306], Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master 791ccce 02/15: Expunge disused stable-value fund charge from database, Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master 9f4e2a2 09/15: Expunge an unused member function [311], Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master 387eeaa 10/15: Prepare to resolve some marked defects, Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master cb5e424 11/15: Resolve several marked defects [308], Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master 4912e96 03/15: Simplify [317], Greg Chicares, 2021/02/14
- [lmi-commits] [lmi] master 3143a30 15/15: Simplify using expression templates [305],
Greg Chicares <=