I've begun to believe that data frames hold no advantages over matrices, except for notational convenience. However, I noticed this oddity when running unique
on matrices and data frames: it seems to run faster on a data frame.
a = matrix(sample(2,10^6,replace = TRUE), ncol = 10)
b = as.data.frame(a)
system.time({
u1 = unique(a)
})
user system elapsed
1.840 0.000 1.846
system.time({
u2 = unique(b)
})
user system elapsed
0.380 0.000 0.379
The timing results diverge even more substantially as the number of rows is increased. So, there are two parts to this question.
Why is this slower for a matrix? It seems faster to convert to a data frame, run
unique
, and then convert back.Is there any reason not to just wrap
unique
inmyUnique
, which does the conversions in part #1?
Note 1. Given that a matrix is atomic, it seems that unique
should be faster for a matrix, rather than slower. Being able to iterate over fixed-size, contiguous blocks of memory should generally be faster than running over separate blocks of linked lists (I assume that's how data frames are implemented...).
Note 2. As demonstrated by the performance of data.table
, running unique
on a data frame or a matrix is a comparatively bad idea - see the answer by Matthew Dowle and the comments for relative timings. I've migrated a lot of objects to data tables, and this performance is another reason to do so. So although users should be well served to adopt data tables, for pedagogical / community reasons I'll leave the question open for now regarding the why does this take longer on the matrix objects. The answers below address where does the time go, and how else can we get better performance (i.e. data tables). The answer to why is close at hand - the code can be found via unique.data.frame
and unique.matrix
. :) An English explanation of what it's doing & why is all that is lacking.