How much faster is C than R in practice?

Question

I wrote a Gibbs sampler in R and decided to port it to C to see whether it would be faster. A lot of pages I have looked at claim that C will be up to 50 times faster, but every time I have used it, it's only about five or six times faster than R. My question is: is this to be expected, or are there tricks which I am not using which would make my C code significantly faster than this (like how using vectorization speeds up code in R)? I basically took the code and rewrote it in C, replacing matrix operations with for loops and making all the variables pointers.

Also, does anyone know of good resources for C from the point of view of an R programmer? There's an excellent book called The Art of R Programming by Matloff, but it seems to be written from the perspective of someone who already knows C.

Also, the screen tends to freeze when my C code is running in the standard R GUI for Windows. It doesn't crash; it unfreezes once the code has finished running, but it stops me from doing anything else in the GUI. Does anybody know how I could avoid this? I am calling the function using .C()

Answer 1

Many of the existing posts have explicit examples you can run, for example Darren Wilkinson has several posts on his blog analyzing this in different languages, and later even on different hardware (eg comparing his high-end laptop to his netbook and to a Raspberry Pi). Some of his posts are

• the initial (then revised) post
• another later post

and there are many more on his site -- these often compare C, Java, Python and more.

Now, I also turned this into a version using Rcpp -- see this blog post. We also used the same example in a comparison between Julia, Python and R/C++ at useR this summer so you should find plenty other examples and references. MCMC is widely used, and "easy pickings" for speedups.

Given these examples, allow me to add that I disagree with the two earlier comments your question received. The speed will not be the same, it is easy to do better in an example such as this, and your C/C++ skills will mostly determines how much better.

Finally, an often overlooked aspect is that the speed of the RNG matters a lot. Running down loops and adding things up is cheap -- doing "good" draws is not, and a lot of inter-system variation comes from that too.