Julia has good documentation on dealing with Dates and Time, however that is often in the context constructing and Date and Time objects. In this post, I am focus on the ability to iterate over Dates and Times. This is very useful in countless application.

We start of by capturing this moment and moving ahead into the future

julia> this_moment=now()
2018-04-01T23:13:33.437

In one hour that will be

julia> this_moment+Dates.Hour(1)
2018-04-02T00:13:33.437

Notice that Julia was clever enough properly interpret that we will be on the in another day after exactly one hour. Thanks to it multiple dispatch of the DateTime type to be able to do TimeType period arithmatic.

You can then write a nice for loop that does something every four hours for the next two days.

julia> for t=this_moment:Dates.Hour(4):this_moment+Dates.Day(2)
    println(t)
    #or somethings special with that time
end
2018-04-01T23:13:33.437
2018-04-02T03:13:33.437
2018-04-02T07:13:33.437
2018-04-02T11:13:33.437
2018-04-02T15:13:33.437
2018-04-02T19:13:33.437
2018-04-02T23:13:33.437
2018-04-03T03:13:33.437
2018-04-03T07:13:33.437
2018-04-03T11:13:33.437
2018-04-03T15:13:33.437
2018-04-03T19:13:33.437
2018-04-03T23:13:33.437

Often we are not so interested in the full dates. For example if we are reading a video file and we want to get a frame every 5 seconds while using VideoIO.jl. We can deal here with the simpler Time type.

julia> video_start=Dates.Time(0,5,20)
00:05:20

Here we are interested in starting 5 minutes and 20 seconds into the video.
Now we can make a nice loop from the start to finish

for t=video_start:Dates.Second(5):video_start+Dates.Hour(2)
    h=Dates.Hour(t).value
    m=Dates.Minute(t).value
    s=Dates.Second(t).value
    ms=Dates.Millisecond(t).value
    # Do something interesting with ffmpeg seek on the video
end

In my earlier post I showed an example where Julia is significantly faster than c. I got this insightful response

Random number generation is not super cheap, so you're essentially benchmarking the performance for the built-in RNG.

— Keno Fischer (@KenoFischer) February 8, 2018

So I decided to dig deeper. Basically the standard c rand() is not that good. So instead I searched for the fastest Mersenne Twister there is. I downloaded the latest code and compiled it in the fastest way for my architecture.

/* eurler2.c */
#include <stdio.h>      /* printf, NULL */
#include <stdlib.h>     /* srand, rand */
#include "SFMT.h"       /* fast Mersenne Twister */
 
sfmt_t sfmt;
 
double r2()
{
    return sfmt_genrand_res53(&sfmt);
 
}
 
double euler(long int n)
{
    long int m=0;
    long int i;
    for(i=0; i<n; i++){
        double the_sum=0;
        while(1) {
            m++;
            the_sum+=r2();
            if(the_sum>1.0) break;
        }
    }
    return (double)m/(double)n;
}
 
 
int main ()
{
  sfmt_init_gen_rand(&sfmt,123456);
  printf ("Euler : %2.5f\n", euler(1000000000));
 
  return 0;
}

I had to compile with a whole bunch of flags which I induced from SFMT‘s Makefile to get faster performance.

gcc -O3 -finline-functions -fomit-frame-pointer -DNDEBUG -fno-strict-aliasing --param max-inline-insns-single=1800  -Wall -std=c99 -msse2 -DHAVE_SSE2 -DSFMT_MEXP=1279 -ISFMT-src-1.5.1 -o eulerfast SFMT.c euler2.c

And after all that trouble we got the performance down to 18 seconds. Still slower that Julia‘s 16 seconds.

$ time ./eulerfast 
Euler : 2.71824
 
real    0m18.075s
user    0m18.085s
sys 0m0.001s

Probably, we could do a bit better with more tweaks, and probably exceed Julia‘s performance with some effort. But at that point, I got tired of pushing this further. The thing I love about Julia is how well it is engineered and hassle free. It is quite phenomenal the performance you get out of it, with so little effort. And for basic technical computing things, like random number generation, you don’t have to dig hard for a better library. The “batteries included” choices in the Julia‘s standard library are pretty good.

it is quite nice though that you can rely on the quality of Base for numerics.

— Chris Rackauckas (@ChrisRackauckas) February 8, 2018