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jhzeinab_yahoo_com
‎09-01-2015
  • 11 Posts
  • 1 Likes Given
  • 0 Solutions
  • 3 Likes Received

Re: IML Simulation runinning very slow

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-29-2012 03:27 PM
‎05-29-2012 03:27 PM
Thank you Rick. Great advise. I will incorporate all in my code going forward. Some prospective on this code. The m loop (15000) is a maximum or an upper bound. The loop could stop after 1 or up to 15000 iteration. That is why it is harder to estimate the total run time. Unfortunately this is the hard part of the code that I have very little control over, the sweet spot between 1 & 15,000. I've estimated the code to run about 96 hours based on initial smaller runs. I am adding some spatial signed-rank modules in step 2 and that where the code slows down. I considered doing this in R, but the IML modules written in SAS are not easily recoded in R. ... View more

IML Simulation runinning very slow

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-29-2012 12:12 PM
‎05-29-2012 12:12 PM
Hello folks, I am still having trouble with the attached IML simulation code. I have made all recommended changes (Thanks to Ian and Rick) and the code is still running very slow. It is running on SAS 9.3 64 bit on an Intel i7 3930 3.2, 6 core, 12 threads, with 64GB RAM. So, I have the all the power available to any non-corprate user. I am not sure why SAS is running extremely slow. This code should not run for days on end and it would be OK for one, but I need around 96 different permutations to finish my project. I am extremely desperate now and I would appreciate e any help if anyone could look into this code and see if there is something missing.   Please help if you have any ideas.   Thanks you all. ... View more

Re: Input output bottleneck!!

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-24-2012 12:11 PM
‎05-24-2012 12:11 PM
I made the changes and it seems to be running faster. Although I am not sure if I have the optimal append location. I am appending every 10,000 rows for each lambda and K combination. I will post another update and my find code soon. Thanks again. ... View more

Re: Input output bottleneck!!

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-24-2012 10:16 AM
‎05-24-2012 10:16 AM
Ian, I will try it. I think each iteration will have 10000 rows. The inner most loop generates one and only one row once T > h. I have a lot of memory on this machine, 64GB, but you never really know with SAS. Thank you for your suggestions and help. Jamil ... View more

Re: Input output bottleneck!!

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-24-2012 09:39 AM
‎05-24-2012 09:39 AM
Ian, Does it matter where I declare the matrix in this case? Should I declare it outside of the first loop or before the inner most loop. Thanks, Jamil ... View more

Re: Input output bottleneck!!

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-24-2012 09:23 AM
3 Likes
‎05-24-2012 09:23 AM
3 Likes
Thank you folks. I will make these changes and see if overll perfomance gets better. ... View more

Re: Input output bottleneck!!

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-23-2012 10:33 PM
‎05-23-2012 10:33 PM
Rick, by the way, I hav your book, which is excellent, I am on teh other hand is a novice in IML. How would the SOLVE function work in this case. I have an original X (n x p) matrix and a Z matrix (1 x p)? Is the following remotely correct instead of the above. I need to calculate T (scalar) from  a quadratic form T=  Z * COV_INV_Z *t(Z) T= SOLVE (X,Z); ??? ... View more

Re: Input output bottleneck!!

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-23-2012 10:14 PM
‎05-23-2012 10:14 PM
Thank you Rick. I will work on these changes and see if perfrmance improves. ... View more

Input output bottleneck!!

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-23-2012 08:49 PM
‎05-23-2012 08:49 PM
I have a simulation code (ATTACHED) that is functional and works well, but is very slow. We are talking 4-5 days of continuous run time. I think there is an input/output bottleneck in appending matrices (vertically). Is there something that could be done to reduce time, memory, permanent instead of work of temporary That might make this code run faster. I am saving qualifying records as vectors and appending them to a matrix called RESULT. At the end of loop grid, I am appending the matrix to a permanent SAS data set for further analysis. I have done all I can with my limited knowledge of IML and I am desperate for help. Many thanks, Jamil ... View more

Re: How do I improve performance for a slow IML based simulation code?

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-11-2012 10:35 AM
‎05-11-2012 10:35 AM
Than you Ian and Rick. While I have been using SAS for over 25 years, I just started using IML a month or so ago. I will rewrite the macro within to only loop within IML. I will post my progress updates soon. Thank you again. ... View more

How do I improve performance for a slow IML based simulation code?

by Calcite | Level 5 in SAS/IML Software and Matrix Computations
‎05-10-2012 10:16 AM
‎05-10-2012 10:16 AM
I have a very slow running simulation code that uses IML. Although I am generating 10,000 samples for every iteration, I need to retain the first sample record once a calculated T statistic is greater than h value. The code is running extremely slow and I could get only one iteration per day. I appreciate any help or suggestions anyone can provide. SAS cod eis attached. Thank you ... View more
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