Abd*_*sam 0 c++ python simulation performance montecarlo
我知道C++应该比Python 3快得多,因为它是一种编译语言而不是解释语言.
我编写了两个程序,使用蒙特卡罗模拟来计算Pi,一个在Python 3中,另一个在C++中.
Python的结果比C++快大约16倍.如下图所示,重复值为(10,000,000),Python需要8.5秒,而C++需要137.4秒.
我是C++的新手,但我找不到解释这种行为的在线帖子.
根据这篇文章, C++一般应该比Python快10倍 - 100倍,这显然不是我的情况.
请帮助我理解为什么Python在我的情况下比C++快得多.
我的结果:
Python源代码:
from random import random
import time
import sys
class MonteCarloSimulator(object):
def __init__(self, value):
self.value = value
if sys.platform == "win32":
self.G = ''
self.R = ''
self.END = ''
else:
self.G = '\033[92m'
self.R = '\033[1;31m'
self.END = '\033[0m'
def unit_circle(self, x, y):
if (x ** 2 + y ** 2) <= 1:
return True
else:
return False
def simulate(self):
print("\nProcessing calculations with a repetition value of " + self.R +
str(self.value) + self.END + " times.")
area_of_circle = 0
area_of_square = 0
start = time.clock()
for i in range(1, self.value):
x = random()
y = random()
if self.unit_circle(x, y):
area_of_circle += 1
area_of_square += 1
pi = (area_of_circle * 4) / area_of_square
runtime = time.clock() - start
print("\tCalculated Pi = " + self.G + str(pi) + self.END +
" ({0} seconds, {1} minutes)".format(round(runtime, 10),
round(runtime / 60, 10)))
print("Estimated Num of Pi is off by", abs(pi - 3.14159265359))
def main():
values = [1000, 10000, 100000, 1000000, 10000000, 100000000,1000000000, 10000000000]
for value in values: MonteCarloSimulator(value).simulate()
if __name__ == "__main__":
try:
main()
except KeyboardInterrupt:
print("\nQuitting...")
sys.exit(1)
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C++源代码:
#include <iostream> // std library
#include <random> // random number generator
#include <ctime> // calculating runtime
#include <cmath> // absolute value function
#include "MonteCarloSimmulation.hpp" // function prototypes
using namespace std;
const double g_PI {3.141592653589793238463};
int main()
{
// repitition values
long values[5] = {1000, 10000, 100000, 1000000, 10000000};//, 100000000, 1000000000, 10000000000};
// runs the simulation with the different repetition values
for (auto value : values)
simulate(value);
cout << "\nPress return to exit";
cin.get();
return 0;
}
/**
* The actual simulation
*/
void simulate(unsigned long value)
{
// start time for calculating runtime
const clock_t startTime = clock();
// area's variables
unsigned long area_of_circle = 0;
unsigned long area_of_square = 0;
// print the repitiion value
cout << "\nProcessing calculations with a repetition value of " << value <<
" times." << endl;
for (unsigned long i = 0; i != value; i++)
{
// gets random values from 0 to 1 for (x) and (y)
float x = randomFloat();
float y = randomFloat();
// checks if (x, y) are in a unit circle, if so increment circle area
if (unit_circle(x, y))
area_of_circle++;
area_of_square++;
}
// pi = area of circle * 4 / area of square
double calculatedPi = static_cast<double>(area_of_circle * 4) / area_of_square;
float endTime = static_cast<float>(clock() - startTime) / CLOCKS_PER_SEC;
// prints the value of calculated pi
cout << "\tCalculated Value of Pi: " << calculatedPi <<
" (" << endTime << " seconds, " << endTime/60 << " minutes)" << endl;
// difference between the calc value and pi
cout << "Estimated Num of Pi is off by " << abs(calculatedPi - g_PI) << '\n';
}
/**
* returns a random number from 0 to 1
*/
float randomFloat()
{
random_device rd;
default_random_engine generator(rd()); // rd() provides a random seed
uniform_real_distribution<float> distribution(0,1);
float x = distribution(generator);
return x;
}
/**
* checks if the two input parameters are inside a unit circle
*/
bool unit_circle(float x, float y)
{
if ((x*x + y*y) <= 1)
return true;
else
return false;
}
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主要问题是您正在为C++代码中的每个随机数重新安排一个随机数生成器.另外,您没有在启用优化的情况下进行编译(-O3).
我将随机数生成器的初始化移到了函数之外randomFloat(同样,你可以static在函数内部使用变量):
random_device rd;
default_random_engine generator(rd()); // rd() provides a random seed
uniform_real_distribution<float> distribution(0,1);
float randomFloat() {
float x = distribution(generator);
return x;
}
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-O3现在用C++ 编译,比C++快得多
另一种可能性是python和C++代码使用不同的随机数生成器.Python random模块(此处为C代码)使用MT19937 Mersenne Twister随机数生成器,这是一种快速PRNG,专门针对蒙特卡罗等数值问题进行了优化; default_random_engineC++中的算法是实现定义的.正如Melak47所指出的,你可以强制在C++中使用MT19937 PRNG:
mt19937 generator(rd());
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要么
mt19937_64 generator(rd());
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PS,Python表现优于C++并不是闻所未闻; C++算法重视通用性,而Python算法通常针对某些用例进行了优化.例如,请参阅有关子字符串匹配的此问题.
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