Passing large matrices to RcppArmadillo function without creating copy (advanced constructors)

Question

I want to pass a large matrix to a RcppArmadillo function (about 30,000*30,000) and have the feeling that this passing alone eats up all the performance gains. The question was also raised here with the suggested to solution to use advanced constructors with the copy_aux_mem = false argument. This seems to be a good solution also because I only need to read rows from the matrix without changing anything. I am having problems implementing the solution correctly though. This is probably just a simply syntax question.

Here is my current set-up of the function call (simplified, of course):

#include <RcppArmadillo.h>

// [[Rcpp::depends(RcppArmadillo)]]
// [[Rcpp::export]]
arma::vec test(arma::mat M) {
    return(M.row(0))
}

this is pretty slow with large a matrix M (e.g. M=matrix(rnorm(30000*30000), nrow=30000, ncol=30000). So I would like to use an advanced constructor as documented here. The syntax is mat(aux_mem*, n_rows, n_cols, copy_aux_mem = true, strict = true) and copy_aux_mem should be set to false to 'pass-by-reference'. I just not sure about the syntax in the function definition. How do I use this in arma::vec test(arma::mat M) {?

Answer 1

This has been discussed extensively in the Rcpp mailing list. See this thread. The solution that has been implemented in RcppArmadillo is to pass the arma::mat by reference. Internally this will call the advanced constructor for you.

So with this version, you would do something like this:

#include <RcppArmadillo.h>

// [[Rcpp::depends(RcppArmadillo)]]
// [[Rcpp::export]]
arma::vec test(const arma::mat& M) {
    // do whatever with M
    ...
}

And the data from the R matrix is not copied but rather borrowed. More details in the thread.

Here are some benchmarks comparing the time it takes to copy or pass by reference:

                 expr      min        lq    median        uq      max neval
    arma_test_value(m) 3540.369 3554.4105 3572.3305 3592.5795 4168.671   100
      arma_test_ref(m)    4.046    4.3205    4.7770   15.5855   16.671   100
arma_test_const_ref(m)    3.994    4.3660    5.5125   15.7355   34.874   100

With these functions:

#include <RcppArmadillo.h>
using namespace Rcpp ;

// [[Rcpp::depends("RcppArmadillo")]]

// [[Rcpp::export]]
void arma_test_value( arma::mat x){}

// [[Rcpp::export]]
void arma_test_ref( arma::mat& x){}

// [[Rcpp::export]]
void arma_test_const_ref( const arma::mat& x){}

Answer 2

With the CRAN version of RcppArmadillo, you would use that sort of syntax:

void foo( NumericMatrix x_ ){
    arma::mat M( x_.begin(), x_.nrow(), x_.ncol(), false ) ;
    // do whatever with M
}

This has been used in many places, including several articles in the Rcpp gallery.