F# performance in scientific computing

Question

I am curious as to how F# performance compares to C++ performance? I asked a similar question with regards to Java, and the impression I got was that Java is not suitable f

Answer 1

If I say "ask again in 2-3 years" I think that will answer your question completely :-)

First, don't expect F# to be any different than C# perf-wise, unless you are doing some convoluted recursions on purpose and I'd guess you are not since you asked about numerics.

Floating-point wise it is bound to be better than Java since CLR doesn't aim at cross-platform uniformity, meaning that JIT will go to 80-bits whenever it can. On the other side you don't control over that beyond watching the number of variables to make sure there's enough FP registers.

Vector-wise, if you scream loud enough maybe something happens in 2-3 yr since Direct3D is entering .NET as a general API anyway and C# code done in XNA runs on Xbox whihc is as close to the bare metal you can get with CLR. That still means that you'd need do so some intermediary code on your own.

So don't expect CUDA or even ability to just link NVIDIA libs and get going. You'd have much more luck trying that approach with Haskell if for some reason you really, really need a "functional" language since Haskell was designed to be linking-friendly out of pure necessity.

Mono.Simd has been mentioned already and while it should be back-portable to CLR it might be quite some work to actually do it.

There,s quite some code in a social.msdn posting on using SSE3 in .NET, vith C++/CLI and C#, come array blitting, injecting SSE3 code for perf etc.

There was some talk about running CECIL on compiled C# to extract parts into HLSL, compile into shaders and link a glue code to schedule it (CUDA is doing the equivalent anyway) but I don't think that there's anything runnable coming out of that.

A thing that might be worth more to you if you want to try something soon is PhysX.Net on codeplex. Don't expect it to just unpack and do the magic. However, ih has currently active author and the code is both normal C++ and C++/CLI and yopu can probably get some help from the author if you want to go into details and maybe use similar approach for CUDA. For full speed CUDA you'll still need to compile your own kernels and then just interface to .NET so the easier that part goes the happier you are going to be.

There is a CUDA.NET lib which is supposed to be free but the page gives just e-mail address so expect some strings attached, and while the author writes a blog he's not particularly talkative about what's inside the lib.

Oh and if you have the budget yo might give that Psi Lambda a look (KappaCUDAnet is the .NET part). Apparently they are going to jack up the prices in Nov (if it's not a sales trick :-)