I'm trying to compare parallelization options. Specifically, I'm comparing the standard SNOW and mulitcore implementations to those using doSNOW or doMC and foreach. As a sample problem, I'm illustrating the central limit theorem by computing the means of samples drawn from a standard normal distribution many times. Here's the standard code:

CltSim <- function(nSims=1000, size=100, mu=0, sigma=1){
  sapply(1:nSims, function(x){
    mean(rnorm(n=size, mean=mu, sd=sigma))
  })
}

Here's the SNOW implementation:

library(snow)
cl <- makeCluster(2)

ParCltSim <- function(cluster, nSims=1000, size=100, mu=0, sigma=1){
  parSapply(cluster, 1:nSims, function(x){
    mean(rnorm(n=size, mean=mu, sd=sigma))
  })
}

Next, the doSNOW method:

library(foreach)
library(doSNOW)
registerDoSNOW(cl)

FECltSim <- function(nSims=1000, size=100, mu=0, sigma=1) {
  x <- numeric(nSims)
  foreach(i=1:nSims, .combine=cbind) %dopar% {
    x[i] <- mean(rnorm(n=size, mean=mu, sd=sigma))
  }
}

I get the following results:

> system.time(CltSim(nSims=10000, size=100))
   user  system elapsed 
  0.476   0.008   0.484 
> system.time(ParCltSim(cluster=cl, nSims=10000, size=100))
   user  system elapsed 
  0.028   0.004   0.375 
> system.time(FECltSim(nSims=10000, size=100))
   user  system elapsed 
  8.865   0.408  11.309 

The SNOW implementation shaves off about 23% of computing time relative to an unparallelized run (time savings get bigger as the number of simulations increase, as we would expect). The foreach attempt actually increases run time by a factor of 20. Additionally, if I change %dopar% to %do% and check the unparallelized version of the loop, it takes over 7 seconds.

Edit
Report