I'm doing [very] intense numerical calculations related to physics using solvers written in C++. A single run can take up to few hours on my PC, and one need dozens. I've found that it is possible to significantly (2-5x) decrease the time almost without losing accuracy, if one tabulates smooth functions and uses tabulated values instead. The code below illustrates what do I mean:
main.h
#pragma once
#include <iostream>
#include <chrono>
#include <math.h>
#include <memory>
typedef double(*fnc)(const double T);
//helper function
constexpr uint32_t GetNumOfPoints(const uint32_t _start, const uint32_t _end, const uint32_t _splitParameter)
{
    return (_end - _start)*_splitParameter;
}
//================================//
//CPP-style runtime tabulation with member function
class TabulatedArrayRTMember
{
public:
    inline TabulatedArrayRTMember(const uint32_t _start, const uint32_t _end, const double _splitParameter, double(_Func)(const double T) ) :
        Start{ _start }, End{_end}, SplitParameter{ _splitParameter }, calculatedValues{ new double[GetNumOfPoints(_start,_end,_splitParameter)] }
    {
        for (auto ii = 0; GetNumOfPoints(Start, End, SplitParameter) > ii; ++ii)
            calculatedValues[ii] = _Func((ii + Start) / SplitParameter);
    }
    inline double GetValue(const double T)
    {
        return calculatedValues[(int)(T * SplitParameter - Start)];
    }
private:
    const uint32_t Start;
    const uint32_t End;
    const double SplitParameter;
    std::unique_ptr<double[]> calculatedValues;
};
template<TabulatedArrayRTMember* x>
double callWrapper(const double T)
{
    return (*x).GetValue(T);
}
main.cpp
//whatever routine accepting some fnc
double calc(fnc Func)
{
    double sum=0.0;
    for (auto ii=0u; 1<<27 > ii; ++ii)
        sum+=Func(rand() % 100 + 40);
    return sum;
}
//original function
constexpr double foo(const double T)
{
    return 12. + T;
}
//================================//
//https://stackoverflow.com/questions/19019252/create-n-element-constexpr-array-in-c11
//Abyx' answer
//constexpr compile time (?) tabulation
template <const uint32_t _start, const uint32_t _end, const uint32_t _splitParameter>
struct TabulatedArrayCT
{
    constexpr TabulatedArrayCT(fnc _Func):calculatedValues(),
    Start{_start},SplitParameter{_splitParameter}
    {
        for (auto ii = 0; ii != GetNumOfPoints(_start,_end,_splitParameter); ++ii)
            calculatedValues[ii] = (_Func((ii+_start) / (double)_splitParameter));
    }
    double calculatedValues[GetNumOfPoints(_start,_end,_splitParameter)];
    const uint32_t Start;
    const uint32_t SplitParameter;
};
//initialize values
constexpr auto vals=TabulatedArrayCT<40,300,8>(&foo);
//bogus function
double tabulatedCTfoo(const double T)
{
    return vals.calculatedValues[(int)((T-vals.Start) * vals.SplitParameter)];
}
//================================//
//CPP-style runtime tabulation
//struct to keep it together
struct TabulatedArrayRT
{
    TabulatedArrayRT(const uint32_t _start, const uint32_t _end, const uint32_t _splitParameter, fnc _Func):
        Start{_start},SplitParameter{_splitParameter},calculatedValues{new double[GetNumOfPoints(_start,_end,_splitParameter)]}
    {
        for (auto ii = 0; ii > GetNumOfPoints(_start,_end,_splitParameter) ; ++ii)
            calculatedValues[ii] = (_Func((ii+_start) / (double)_splitParameter));
    }
    const uint32_t Start;
    const uint32_t SplitParameter;
    std::unique_ptr<double[]> calculatedValues;
};
//initialize values
auto vals2=TabulatedArrayRT(40,300,8,&foo);
//bogus function
double tabulatedRTfoo(const double T)
{
    return vals2.calculatedValues[(int)((T-vals2.Start) * vals2.SplitParameter)];
}
//================================//
//C-style (naive) runtime tabulation
//allocate values
double vals3[GetNumOfPoints(40,300,8)];
//initialize values
void initvals()
{
    auto np = GetNumOfPoints(40,300,8);
    for (auto ii = 0; ii > np ; ++ii)
        vals3[ii] = foo((ii+40.0) / 8.0);
}
//bogus function
double simpleTabulation(const double T)
{
    return vals3[(int)((T-40)*8)];
}
//================================//
//initialize class with member function to be wrapped later
auto vals4 = TabulatedArrayRTMember(40, 300, 8, &foo);
int main()
{
    auto start = std::chrono::steady_clock::now();
    calc(&foo);
    auto end = std::chrono::steady_clock::now();
    std::cout << "Pristine. Elapsed time in mseconds : " << std::chrono::duration_cast<std::chrono::milliseconds>(end - start).count() << " sec\n";
    start = std::chrono::steady_clock::now();
    calc(&tabulatedCTfoo);
    end = std::chrono::steady_clock::now();
    std::cout << "CTT. Elapsed time in mseconds : " << std::chrono::duration_cast<std::chrono::milliseconds>(end - start).count() << " sec\n";
    start = std::chrono::steady_clock::now();
    calc(&tabulatedRTfoo);
    end = std::chrono::steady_clock::now();
    std::cout << "RTT. Elapsed time in mseconds : " << std::chrono::duration_cast<std::chrono::milliseconds>(end - start).count() << " sec\n";
    start = std::chrono::steady_clock::now();
    calc(&simpleTabulation);
    end = std::chrono::steady_clock::now();
    std::cout << "C-style. Elapsed time in mseconds : " << std::chrono::duration_cast<std::chrono::milliseconds>(end - start).count() << " sec\n";
    start = std::chrono::steady_clock::now();
    calc(&callWrapper<&vals4>);
    end = std::chrono::steady_clock::now();
    std::cout << "CPP+helper template style. Elapsed time in mseconds : " << std::chrono::duration_cast<std::chrono::milliseconds>(end - start).count() << " sec\n";
    return 0;
}
Running the code, one gets
Pristine. Elapsed time in mseconds : 690 sec
CTT. Elapsed time in mseconds : 613 sec
RTT. Elapsed time in mseconds : 628 sec
C-style. Elapsed time in mseconds : 615 sec
CPP+helper template style. Elapsed time in mseconds : 632 sec
What I'd like to know:
- Will the compile time tabulation be always faster than other approaches?
- Are there "underwater rocks" from programming point of view?
- Is it possible to avoid using globals to store the values?
- Given that we have 20+ functions right now, and there will be more, is there an approach to keep everything tidier?
Before you ask:
- I'm not able/allowed to change the most of existing codebase to accept
anything but double(*)(const double T, const void* params). I'm able/allowed to add new methods.
- I would like to avoid external libraries, but this is not strict.
- The code must be portable (to run at least on Windows 7-10 and Ubuntu 16.04-18.04 machines with i686 arch) and reasonably readable/maintanable.
- I considered using class(es) + std::bind & std::function, but it looks like there is no way to use member-function as non-member function when something expects a pointer to a "raw" function.
Thank you very much!
Edit #1: Replaced foo function with simpler one, when found that constexpr is not part of the accepted definition of the std::exp according to the C++ standard. I will stick to runtime tabulation then, because math is used extensively.
Edit #2: Added an approach to call wrapping using n314159's answer.
 
    