How does "warm-up" overhead scale with data size or iteration count?

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Everyone knows that when an M-file is run the first time in a Matlab session it runs much slower than the following next runs. This "warm-up" effect is due to compiling the code with the accelerator and probably many other things that I don't understand. But we all know to discard the first (or first few) results when timing the performance of a script.
My question is, is the warm-up time purely a constant overhead, or might long running scripts suffer from it too. In other words, if I am running a long complicated script, either on large data files or with a many iteration loop, should I still "exercise" the code on a smaller problem before running? If so, will a
clear all
ruin the effort?

Answers (1)

Walter Roberson
Walter Roberson on 28 Jun 2012
clear all will ruin all previous "warm-up".
The warm-up should only need to be done once per function. However if the calls you make to warm up the function do not happen to invoke all the sub-functions then those might not be JIT'd.
I do not know whether JIT does all auxiliary functions in the same file when the main function is done. I would lean towards suspecting it does not JIT functions until they are needed.
I have no idea of the time at which methods in a classdef are JIT'd.
Malcolm Lidierth
Malcolm Lidierth on 30 Jun 2012
I just spotted that the multi-pass comment was from James Tursa not Steven Lord. For the comments above:
"storage order conventions" are the same for LAPACK/BLAS routines (Fortran base - column major). These are already heavily optimized and can not benefit from JIT. Neither can any MATLAB built-ins/mex-files as I understand it so vectorized code will not benefit from JIT either. The biggest hit there is because of copy-by-value passing to Java and matrix creation for the LHS with mex (using a pointer from the RHS to return results instead speeds up code no-end with large matrices but has risks - see
Storage order remains important (for vectorized as well as non-vectorized code) because accessing data in a continuous block will increase the chance of operations being done in cache (see So the order of indexing in loops remains an issue (whether JIT optimizes those I do not know - if it does the returned results would change due to IEEE rounding).
With no documentation we can only guess at the factors MATLAB-JIT uses. The Hotspot compiler switches give a clue to what factors any JIT system might consider (

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