turnbull: Parallelise recoding times as indexes

11% speedup

Cargo.lock

@@ -418,6 +418,7 @@ dependencies = [
  "num-complex",
  "num-rational",
  "num-traits",
+ "rayon",
  "simba",
  "typenum",
 ]

Cargo.toml

@@ -7,8 +7,8 @@ edition = "2021"
 clap = { version = "4.2.1", features = ["derive"] }
 console = "0.15.5"
 csv = "1.2.1"
-indicatif = {version = "0.17.3", features = ["rayon"]}
-nalgebra = "0.32.2"
+indicatif = { version = "0.17.3", features = ["rayon"] }
+nalgebra = { version = "0.32.2", features = ["rayon"] }
 prettytable-rs = "0.10.0"
 rayon = "1.7.0"
 serde = { version = "1.0.160", features = ["derive"] }

src/turnbull.rs

@@ -23,7 +23,7 @@ use std::io;
 use clap::{Args, ValueEnum};
 use csv::{Reader, StringRecord};
 use indicatif::{ParallelProgressIterator, ProgressBar, ProgressDrawTarget, ProgressStyle};
-use nalgebra::{Const, DMatrix, DVector, Dyn, MatrixXx2};
+use nalgebra::{Const, DMatrix, DVector, Dyn, Matrix2xX};
 use prettytable::{Table, format, row};
 use rayon::prelude::*;
 use serde::{Serialize, Deserialize};
@@ -132,7 +132,7 @@ pub fn main(args: TurnbullArgs) {
 	}
 }
 
-pub fn read_data(path: &str) -> MatrixXx2<f64> {
+pub fn read_data(path: &str) -> Matrix2xX<f64> {
 	// Read CSV into memory
 	let _headers: StringRecord;
 	let records: Vec<StringRecord>;
@@ -148,9 +148,10 @@ pub fn read_data(path: &str) -> MatrixXx2<f64> {
 	
 	// Read data into matrices
 	
-	let mut data_times: MatrixXx2<MaybeUninit<f64>> = MatrixXx2::uninit(
-		Dyn(records.len()),
-		Const::<2>  // Left time, right time
+	// Represent data_times as 2xX rather than Xx2 matrix to allow par_column_iter in code_times_as_indexes (no par_row_iter)
+	let mut data_times: Matrix2xX<MaybeUninit<f64>> = Matrix2xX::uninit(
+		Const::<2>,  // Left time, right time
+		Dyn(records.len())
 	);
 	
 	// Parse data
@@ -161,7 +162,7 @@ pub fn read_data(path: &str) -> MatrixXx2<f64> {
 				_ => item.parse().expect("Malformed float")
 			};
 			
-			data_times[(i, j)].write(value);
+			data_times[(j, i)].write(value);
 		}
 	}
 	
@@ -197,7 +198,7 @@ struct Constraint {
 	survival_prob: f64,
 }
 
-pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_iterations: u32, ll_tolerance: f64, se_method: SEMethod, zero_tolerance: f64) -> TurnbullResult {
+pub fn fit_turnbull(data_times: Matrix2xX<f64>, progress_bar: ProgressBar, max_iterations: u32, ll_tolerance: f64, se_method: SEMethod, zero_tolerance: f64) -> TurnbullResult {
 	// ----------------------
 	// Prepare for regression
 	
@@ -205,18 +206,7 @@ pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_i
 	let intervals = get_turnbull_intervals(&data_times);
 	
 	// Recode times as indexes
-	let data_time_interval_indexes: Vec<(usize, usize)> = data_times.row_iter().map(|t| {
-		let tleft = t[0];
-		let tright = t[1];
-		
-		// Left index is first interval >= observation left bound
-		let left_index = intervals.iter().enumerate().find(|(_i, (ileft, _))| *ileft >= tleft).unwrap().0;
-		
-		// Right index is last interval <= observation right bound
-		let right_index = intervals.iter().enumerate().rev().find(|(_i, (_, iright))| *iright <= tright).unwrap().0;
-		
-		(left_index, right_index)
-	}).collect();
+	let data_time_interval_indexes = code_times_as_indexes(&data_times, &intervals);
 	
 	// Initialise p
 	// Faster to repeatedly index Vec than DVector, and we don't do any matrix arithmetic, so represent this as Vec
@@ -286,10 +276,10 @@ pub fn fit_turnbull(data_times: MatrixXx2<f64>, progress_bar: ProgressBar, max_i
 	};
 }
 
-fn get_turnbull_intervals(data_times: &MatrixXx2<f64>) -> Vec<(f64, f64)> {
+fn get_turnbull_intervals(data_times: &Matrix2xX<f64>) -> Vec<(f64, f64)> {
 	let mut all_time_points: Vec<(f64, bool)> = Vec::new();  // Vec of (time, is_left)
-	all_time_points.extend(data_times.column(1).iter().map(|t| (*t, false)));  // So we have right bounds before left bounds when sorted - ensures correct behaviour since intervals are left-open
-	all_time_points.extend(data_times.column(0).iter().map(|t| (*t, true)));
+	all_time_points.extend(data_times.row(1).iter().map(|t| (*t, false)));  // So we have right bounds before left bounds when sorted - ensures correct behaviour since intervals are left-open
+	all_time_points.extend(data_times.row(0).iter().map(|t| (*t, true)));
 	all_time_points.dedup();
 	all_time_points.sort_by(|(t1, _), (t2, _)| t1.partial_cmp(t2).unwrap());
 	
@@ -303,6 +293,21 @@ fn get_turnbull_intervals(data_times: &MatrixXx2<f64>) -> Vec<(f64, f64)> {
 	return intervals;
 }
 
+fn code_times_as_indexes(data_times: &Matrix2xX<f64>, intervals: &Vec<(f64, f64)>) -> Vec<(usize, usize)> {
+	return data_times.par_column_iter().map(|t| {
+		let tleft = t[0];
+		let tright = t[1];
+		
+		// Left index is first interval >= observation left bound
+		let left_index = intervals.iter().enumerate().find(|(_i, (ileft, _))| *ileft >= tleft).unwrap().0;
+		
+		// Right index is last interval <= observation right bound
+		let right_index = intervals.iter().enumerate().rev().find(|(_i, (_, iright))| *iright <= tright).unwrap().0;
+		
+		(left_index, right_index)
+	}).collect();
+}
+
 fn fit_turnbull_estimator(data: &TurnbullData, progress_bar: ProgressBar, max_iterations: u32, ll_tolerance: f64, mut p: Vec<f64>, constraint: Option<Constraint>) -> (Vec<f64>, f64) {
 	// Pre-compute S, the survival probability at the start of each interval
 	let mut s = p_to_s(&p);