I have a quite large data frame, about 10 millions of rows. It has columns x and y, and what I want is to compute
hypot <- funct
What about with(my_data,sqrt(x^2+y^2)) ?
set.seed(101)
d <- data.frame(x=runif(1e5),y=runif(1e5))
library(rbenchmark)
Two different per-line functions, one taking advantage of vectorization:
hypot <- function(x) sqrt(x[1]^2+x[2]^2)
hypot2 <- function(x) sqrt(sum(x^2))
Try compiling these too:
library(compiler)
chypot <- cmpfun(hypot)
chypot2 <- cmpfun(hypot2)
benchmark(sqrt(d[,1]^2+d[,2]^2),
with(d,sqrt(x^2+y^2)),
apply(d,1,hypot),
apply(d,1,hypot2),
apply(d,1,chypot),
apply(d,1,chypot2),
replications=50)
Results:
test replications elapsed relative user.self sys.self
5 apply(d, 1, chypot) 50 61.147 244.588 60.480 0.172
6 apply(d, 1, chypot2) 50 33.971 135.884 33.658 0.172
3 apply(d, 1, hypot) 50 63.920 255.680 63.308 0.364
4 apply(d, 1, hypot2) 50 36.657 146.628 36.218 0.260
1 sqrt(d[, 1]^2 + d[, 2]^2) 50 0.265 1.060 0.124 0.144
2 with(d, sqrt(x^2 + y^2)) 50 0.250 1.000 0.100 0.144
As expected the with() solution and the column-indexing solution à la Tyler Rinker are essentially identical; hypot2 is twice as fast as the original hypot (but still about 150 times slower than the vectorized solutions). As already pointed out by the OP, compilation doesn't help very much.