Excel ForceFullCalculation: Trading off Editing speed vs Calculation speed

A recent post at Stack Overflow reminded me that I have not posted about the pros and cons of Excel’s Workbook.ForceFullCalculation property.

So what does Workbook.ForceFullCalculation do?

The simple answer is that it switches off Excel’s smart recalculation algorithm, so that every calculation recalculates every formula in all open workbooks.

Why is ForceFullCalculation Bad?

ForceFullCalculation slows down calculation because every formula is treated as though it is volatile and gets calculated, rather than only calculating the formulas that depend either on something that has changed since the last calculation or on a volatile function.

When is ForceFullCalculation Good?

When ForceFullCalculation is switched on Excel does not need to build and maintain the dependency trees. The dependency trees are created each time you open a workbook, and are maintained every time you make a change to a workbook.

So if

  • Your workbook takes a long time to open
  • Deleting or changing formulas takes a long time

then switching on ForceFullCalculation could speed things up a lot.

Also the dependency trees can take up a lot of memory so eliminating them can be good.

So its a trade-off: faster workbook opening and editing, and less memory footprint versus slower calculation.
(And you almost certainly need to be using Manual Calculation mode.)

So how do you switch it on?

There are several ways of setting ForceFullCalculation:

  • Click Alt-F11 to go to the Visual Basic Editor, select the workbook in the Project Explorer, Press F4 to see the workbook properties and change ForceFullCalculation to true.
  • Add this VBA statement to a VBA sub and execute it.
    Workbooks(“MyBook.xlsx”).ForceFullCalculation=True
  • If you have FastExcel V3 installed then you can set it from the FastExcel Workbook Calculation Options page.

The Quirks of ForceFullCalculation

There are a few more things you should know about this property:

  • Although it is a Workbook Property it works at Application level and so affects all open workbooks.
  • It does get saved with the workbook and, if True, re-establishes itself when the workbook is reopened.
  • It makes “Calculate” appear in the StatusBar, and you cannot make it go away with any of the F9 calculate commands.
  • Once you have turned it on in an Excel session turning it off again does not restore Smart Recalculation: you have to close and restart Excel.

Trying ForceFullCalculation out

Here are the Jimwinz’s instructions from Stack Overflow for creating a demonstration of the problem:

  1. Create a new file (save and exit other Excel files!)
  2. To create the data to count, in A2 enter =RANDBETWEEN(0,10000) if you have a slow CPU or RANDBETWEEN(0,20000) if you have a faster CPU
  3. Copy A2 down to row A10k or A20k.
  4. Copy and paste values for column A
  5. Switch to Manual Calculation
  6. In B2, enter =COUNTIF($A$1:A2,A2), copy down and press F9 to calculate
  7. Once sheet is fully calculated, select all the CountIf cells in column B and use the Clear All function. This is the stage where Excel seems to freeze for a long time.
  8. Now click Undo to get the formulas back.
  9. Switch on ForceFullCalculation using one of the methods shown above. The statusbar should show Calculate and pressing F9 does not make it go away. Now Clear All is virtually instantaneous.

So what is your experience with this nifty workbook property?

 

 

Posted in Calculation, Memory, Uncategorized, VBA | Tagged | 7 Comments

Timing Excel Formula Calculations

I have written a couple of posts previously about the methodology of timing Excel calculations:

A Quantum of Time – measuring time accurately

The XIPS Challenge – how fast does Excel calculate?

But rather than focus exclusively on how to time Excel calculations, this also post looks at why you might want to and what should you measure.

Why time Excel calculations anyway?

There are only a few reasons I can think of for why you might want to time calculations:

  • a) To find out if it is the calculation that is slowing things down or something else.
    • Could be VBA, Screen Refresh, Data Refresh, not enough RAM, Addins …
  • b) To prioritize the formulas that are responsible for slow calculation.
  • c) To compare 2 different ways of calculating the same result to see which is faster.
  • d) Because its interesting if you are a geek like me.

Most people focus on c) followed by b).

Exactly what should you be measuring?

Elapsed time vs CPU Time

Usually you measure elapsed time: how much time passes from starting something (a macro, a calculation, …) to finishing it.
Sometimes it would be nice to measure CPU time (the amount of time your CPU cores are being used), so that you can see if you have enough RAM available or if you are using all the cores you have available efficiently.
Of course measuring elapsed time is a lot easier, so that is what we do most of the time.

And anyway as Excel users it’s elapsed time that we want to minimize.

Overhead time vs Calculation time vs Screen Repaint time

If you think about what Excel has to do to calculate formulas you can break it down into a series of steps:

Overhead Time

  • Work out which formulas need to be calculated, depending on what has changed since the last calculation and what is volatile.
  • Separate the formulas into chains of interdependent formulas and allocate them to the available calculation threads.
  • Process each formula in the calculation chains in turn

Calculation Time

  • Parse the formula into a sequence of executable sub-expressions and functions.
  • Get the data needed by the sub-expressions and functions and pass the data to them.
  • Evaluate the sequence of sub-expressions and functions and return the results to the next sub-expression.
  • Return the result to the Excel value layer.

Screen Repaint Time

  • If the cell containing the formula is in the visible part of the screen then Excel will format the result using the formatting and conditional formatting rules for that cell. This can be slow!

 Multi-threaded or Single-threaded calculation

Given that most modern PCs have multiple cores Excel’s calculation time is heavily dependent on making good use of the available cores.
Some functions (INDIRECT, GETPIVOTDATA and most UDFs) are single-threaded.

Don’t use a single-threaded calculation method such as Range.Calculate to compare a single-threaded function to a multi-threaded function.

Comparing Formulas

If you want to compare formula efficiency it does not much matter if the time measured includes overhead and screen repaint time as well as calculation time.

What matters is to compare like with like: each measurement should include the same amount of overhead and screen repaint etc.

Recalculation vs Full Calculation

Most of the time when Excel calculates it’s smart recalculation engine only recalculates the stuff that has changed since the last recalculation (and any volatile formulas).
So usually you want to measure and optimize recalculation time.
Of course if you change ALL the data in a workbook then ALL the formulas need to be recalculated.

Repeatable Timings

There are many reasons why you can get quite significant differences between timings:

  • Windows multi-tasking means other processes can be stealing time
  • Modern CPUs have Turbo modes that are workload-dependent
  • Modern CPUs have high-speed caches that may or may not contain the required data or program code
  • Windows may be pageing stuff in or out of RAM
  • Excel progressively optimizes both multi-threading and the calculation chain in successive calculations
  • Excel’s smart recalculation engine tries to minimize the amount that needs to be calculated but this depends on the previous calculation
  • Excel’s memory management algorithms may need to reorganize memory

To minimize these problems you should repeat the timing of the calculation several times and pick the most consistent timing.

Calculation Methods

Excel VBA gives you a variety of callable calculation methods. Which one you use for timing purposes can make a large difference to the comparison.

Range.Calculate

Most people writing a VBA calculation timing routine use Range.Calculate in Manual Calculation mode,.

Range.Calculate is usually the best method to use when comparing formulas.

  • If you switch off screen updating whilst timing the range calculate then you eliminate screen repaint time.
  • If you turn on Automatic calculation after the Range.Calculate then the formula(s) you calculated and all their dependents and all volatile formulas will be recalculated.
  • Range.Calculate is always single-threaded so does not include the multi-threaded calculation overhead.
  • Range.Calculate always calculates all the formulas in the selected range.
  • With a high-resolution timer you can compare even single-cell formulas reasonably accurately.

Don’t use Range.Calculate to compare a single threaded formula with a multi-threaded formula.

Range.CalculateRowMajorOrder

CalculateRowMajorOrder ignores dependencies within the selected range and so may be faster but less realistic than Range.Calculate.

Worksheet.Calculate

Worksheet.Calculate does a multi-threaded smart recalculate of a worksheet. To do a Full calculation of the worksheet (all the formulas on the worksheet) you need to toggle Worksheet.EnableCalculation to False and then back to True before Worksheet.Calculate.

Application.Calculate

Recalculates all the open workbooks using the multi-threaded smart recalc engine.

Application.CalculateFull

Calculates ALL the formulas in all the open workbooks using multi-threading.

 Application.CalculateFullRebuild

Rebuilds the dependency trees and calculation chain (this is slow) and then does a multi-threaded full calculation.

FastExcel Calculation Profiling

My FastExcel V3 Profiler product has a variety of optimized calculation timing and profiling tools that are designed to simplify drilling down to the calculation bottlenecks and timing formulas. FastExcel Profiler can save you a lot of time and effort.

http://www.decisionmodels.com/FastExcelV3Profiler.htm

You can:

  • Time workbooks, worksheets and formulas using each of the available calculation methods
  • Profile a Workbook to prioritize the slow worksheets and measure volatility and multi-threading efficiency
  • Profile Worksheets to find out which are the slow areas of formulas
  • Profile Formulas: Time and prioritize each of the unique formulas on a worksheet and discover which formulas are volatile or single-threaded.

Recommendations

  • Work out what you are trying to achieve.
  • Design your timing test to be as close as possible to the real-life problem.
  • Repeat the timing several times until you get some timing consistency.
  • Choose your calculation method according to what you want to optimize.
  • Don’t compare single-threaded calculation times to multi-threaded calculation times.
  • Be careful that screen rendering/refresh times do not distort your comparisons.
  • Use the Windows high-resolution timer API to measure elapsed time.

 

Posted in Calculation, Uncategorized | Tagged , , , | 1 Comment

2014 in review

The WordPress.com stats helper monkeys prepared a 2014 annual report for this blog.

Here’s an excerpt:

The Louvre Museum has 8.5 million visitors per year. This blog was viewed about 120,000 times in 2014. If it were an exhibit at the Louvre Museum, it would take about 5 days for that many people to see it.

Click here to see the complete report.

Posted in Uncategorized | 4 Comments

Stacking (Appending) Arrays/Ranges in Excel: Formulas versus Functions Shootout

This post is a follow up to my last post Using Constant Arrays and Expressions in Excel Formulas.
I will explore how some of the general purpose array-handling functions in FastExcel SpeedTools Extras compare with formulas using native Excel functions.
I asked Sam (sgbhide@gmail.com who frequently comments on these blog posts) to collaborate by creating the formulas using native Excel functions. He has done a great job!

Why would you want to stack/append Arrays/Ranges anyway?

A few functions allow you to input multiple arguments that effectively get stacked together. For example this formula works well:

=SUM(Sheet1!$A$1:$B$10, Sheet2!$Y$43:$Z$99)

But if you need to do a Lookup across multiple sheets this formula does not work:

=VLOOKUP($C$32,(Sheet1!$A$1:$B$10, Sheet2!$Y$43:$Z$99),2,False)

And you cannot use SUMIF like this:

=SUMIF((A2:A5,D7:D10),”<3″,(B2:B5,E7:E10))

Similarly if you are using a separate worksheet for each time period (week, month …) you often want to stack the time periods alongside one another.

In many cases there are ways of handling these situations using standard Excel Formulas, but often these methods are slow or complex.

Creating arrays containing a mixture of Array Constants and Ranges, stacking row-wise or column-wise.

As the last post showed you cannot put range references directly between the { … } of an array constant.
But Sam has some cunning formulas using the array version of CHOOSE:

Stacking Rows:

arrays21

Stacking Columns:

arrays22

The first argument for CHOOSE indicates which of the following arguments to return. But if you give an array as the first argument all the value choices are returned.
If you want to stack rows above one another you use a semi-colon (;) separator in the first CHOOSE argument, and if you want to stack columns alongside one another you use a comma (,), (if you use the wrong separator CHOOSE returns weird answers).

Note: you have to enter these formulas as multi-cell array formulas by selecting multiple cells, typing the formula and then pressing Control+Shift+Enter.

Unfortunately this method only works with either single columns or single rows: it does not handle 2 dimensional ranges.

So Sam came up with this method of handling 2-D ranges instead (but I have not got space to explain it!):

Suppose we have 2 ranges with defined names of Arry1 and Arry2:

Arrays24

And we have some more defined names containing formulas like this:

Arry1 =Sheet1!$D$6:$E$7
Arry2 =Sheet1!$D$10:$F$13
PadArry1 =(–(ROW(INDIRECT(“1:”&TotRows))*IF(COLUMN(INDIRECT(“RC1:RC”&TotCols,0)),1)<=rRows))
PadArry2 =(–(ROW(INDIRECT(“1:”&TotRows))*IF(COLUMN(INDIRECT(“RC1:RC”&TotCols)),1)>rRows))
rRows =ROWS(Arry1)
TotCols =MAX(COLUMNS(Arry1),COLUMNS(Arry2))
TotRows =ROWS(Arry1)+ROWS(Arry2)

Then this formula, entered as a multi-cell array formula into 6 rows by 3 columns:

{=PadArry1*OFFSET(Arry1,,,TotRows,TotCols)+PadArry2*OFFSET(Arry2,-rRows,0,TotRows)}

Produces this:

arrays26

Notice that Sam’s cunning set of formulas has padded the gaps in the top 2 rows of column 3 with zeros, rather than leaving them as #N/A.
This approach only works when all the cells in the ranges are numeric because Sam has used + to add the numbers together.

If some of the columns in the ranges are alphabetic and some are numeric life gets a lot more difficult.

Using FastExcel SpeedTools ROW.ARRAY and COL.ARRAY Functions

Well Sam’s formulas are difficult for many users so I developed some FastExcel SpeedTools array functions to make life easier.
To stack ranges below one another and pad out the gaps use ROW.ARRAY. The equivalent to Sam’s set of formulas is

{=ROW.ARRAY(0,Arry1,Arry2)}

The first argument (0 in this case) dictates what to use to pad out missing values.
To do a lookup on both these arrays use

=VLOOKUP(95,ROW.ARRAY(0,Arry1,Arry2),3,False) returns 7 (this does not need to be array entered).

You can use COL.ARRAY in a similar way to stack ranges alongside one another.

Note: ROW.ARRAY and COL.ARRAY are limited in total to the Excel row and column limits.

More FastExcel V3 Array functions

The FastExcel Arrays functions include:

  • ROW.ARRAY
  • COL.ARRAY
  • VECTOR
  • PAD.ARRAY
  • REVERSE.ARRAY

Conclusion

It is useful to have a set of efficient functions to stack/append ranges and arrays.

Challenge: can you provide more efficient methods using standard Excel formulas?

Posted in arrays, Calculation, Lookups, Uncategorized, XLL | Tagged , , , , , , , | 4 Comments

Using Constant Arrays and Array Expressions in Excel Formulas

How Excel handles array expressions and constants in single-cell and multi-cell formulas is not well documented.
So here is my attempt to shed some light on the subject.

What are Constant Arrays?

Constant arrays are Excel formula expressions that allow you to create arrays containing numbers, text, logical values or error values. Constant arrays are enclosed in braces ({}).
{1,”Q”,#N/A,TRUE}
Columns are separated from one another by , and rows are separated by ; so
{1,2,3;”A”,”B”,45.6;#N/A,”Z”,99} creates

Arrays1

You have to enter all the items in a row first before adding ; to move to the next row.
Constant arrays must be rectangular: each row must contain the same number of columns.

Constant arrays do not allow you to create arrays containing Dates or Ranges or Defined Names or Expressions or other Constant Arrays.

What are Array Expressions?

Array expressions are parts of Excel formulas that produce a result array of values when they are evaluated. Some examples are:

A3:A6 – returns a column array of the 4 values in cells A3 to A6
A3:A6*10 – returns a column array of the 4 values in cells A3 to A6, each multiplied by 10
A3:A6*{1;2;3;4} – returns a column array of the 4 values A3*1 , A4*2, A5*3, A6*4
Each element gets multiplied by the corresponding element in the other array

A3:A6+B1:B4 – returns a 4 value column array – A3+B1, A4+B2, A5+B3, A6+B4

What happens when the Arrays in an expression are  different sizes or shapes?

When combining 2 or more component array expressions that are different sizes or shapes Excel expands each of the component arrays so that they are all the same size.

  • The expanded arrays will have the same number of rows as the greatest number of rows across all the components.
  • The expanded arrays will have the same number of columns as the greatest number of columns across all the components.

Suppose you have 2 ranges A1:B4 and C1:D1

Arrays3     Arrays2

Then the array expression A1:B4*C1:D1 will expand each of the component arrays to 4 rows by 2 columns:

Arrays4 and  Arrays5

Then, since the array expression says multiply, each corresponding element in the first array gets multiplied by the corresponding element in the second array, like this:

Arrays7 which creates this 4 row 2 column result array  Arrays6

The Expansion Rules

Expanding two component arrays is straightforward if one component is only a single value or a single cell: the single value/cell gets duplicated as required.
This method is also used when one component array is a single row and the other component is a single column.

But Excel does something different when one or more of the components is a 2-dimensional array and the other component array has a miss-matching but greater than 1 number of rows or columns.
Rather than repeat it fills the missing cells with #N/A.

So if you have a range A1:C4 with 3 columns and 4 rows multiplied by a range E1:F1 with 1 row and 2 columns (A1:C4*E1:F1), the E1:F1 gets expanded across by adding a #N/A:

Arrays8 and Arrays9 you get this expansion

Arrays10 which gives this result  arrays11

Note that Excel expanded E1:F1 downwards because it was a single row.

Multi-cell Array Formulas

To return the resulting array from an array expression to Excel you need to enter the formula as a multi-cell array formula:

  • Select the cells required to match the dimensions of the result array, for instance J1:L4
  • Type the formula in the formula bar: Arrays12
  • Enter the formula by holding down Control and Shift and then press Enter.
  • The formula bar now shows Arrays13 Excel has added the curly braces to the formula to show you that its an array formula: don’t add the curly braces yourself.

If selected cells smaller than the result array

If the range selected as the output for the multi-cell array formula has less rows or columns than the result array then Excel still calculates the complete result array but only returns the subset of the array values that match the selected cells positions.

If selected cells larger than the result array

If the range selected as the output for the multi-cell array formula has more rows or columns than the result array then Excel pads out the excess cells with #N/A.

Built-in Excel functions designed to return Arrays

Some of the native Excel functions are designed to return multi-cell arrays, including:

  • TRANSPOSE
  • MODE.MULT
  • TREND
  • FREQUENCY
  • LINEST
  • MMULT
  • MUNIT
  • MINVERSE

Single-cell Array Formulas

Many of Excel’s built-in functions such as SUM, AGGREGATE, MAX, MIN, AVERAGE etc. can calculate array expressions  when entered into a single cell using Ctrl+Shift+Enter.

For example =SUM(A1:A4) can be entered as an ordinary formula, but SUM(A1:A4*10) has to be entered using Control+Shift+Enter, otherwise it just returns #Value.

A few of Excel’s built-in functions such as SUMPRODUCT can calculate array expressions without being entered as an array formula.

Posted in arrays, Calculation | Tagged , , , , | 8 Comments

Calling XLAM/XLL/Automation UDFs from VBA: Evaluate, Run, or Reference?

I have this nagging feeling that I do not know the best way to call UDFs from VBA.

So after a couple of days of research here is what I have found out so far.

The Available Methods

Application.ExecuteExcel4Macro

This method requires converting your UDF call and its parameters to strings. I have not explored it further.


Dim FuncString as String

FuncString="XLLFunction(" & FirstParam
FuncString=FuncString & "," & SecondParam

FuncString=FuncString & ")"

Result=Application.ExecuteExcel4Macro(FuncString)

Declare

You can use Declare to make functions in an external DLL available to VBA. Declare works well with XLL UDFs that only require simple parameters but I don’t know how to use Declare if you want to pass something like a variant array as a parameter to an XLL.


Declare Function DoNothingX_12 Lib "MarshalTest.xll" () As Long

dNothing = DoNothingX_12()

References

You can add references (VBE->Tools->References) to any COM based UDF (XLAM, Automation …) to your VBA project and then CALL the UDFs from VBA as though they were included in your project. This is very efficient, but does not work with XLL UDFs.

References

Here I have added references to 2 files – TestProj.xlam and AutoProj.dll (a VB6 automation addin).

Evaluate

You can use Application.Evaluate or Worksheet.Evaluate to get the result of an Excel formula string. Like ExecuteExcel4Macro you have to convert your UDF call and its parameters to strings. This makes it difficult to pass something like a variant array but easy to pass the address of a range using Excel formula syntax.
Evaluate has some quirks that you need to be aware of: see this post for details.


Sub TimeEval2()
Dim dTime As Double
Dim j As Long
Dim dNothing As Double
Dim str As String
str = "=DoSomething(A1:F10301)"
dTime = microtimer()
For j = 1 To 100000
dNothing = ActiveSheet.Evaluate(str)
Next j
dTime = microtimer - dTime
End Sub

Application.Run

This method is the easiest one to use and works with both COM-based and XLL-based UDFs. It will convert your function parameters to an appropriate type as required.
The only major drawback to Application.Run is that the parameters are handled By Value as opposed to By Reference, which means that each parameter is copied before being passed to the function. This is fine for scalar values and objects such as a Range object but is slow for arrays (objects get passed as pointers so your UDF has to know how to handle whatever data structure or object the pointer points to).


Sub TimeRunVarrX2()
Dim dTime As Double
Dim j As Long
Dim dNothing As Double
Dim str As String
Dim rng As Range
Dim varr As Variant
Dim jFunc As Long

str = "DoSomethingVarrX"
Set rng = Range("A1:F10301")
' get the register ID of the XLL function
jFunc = Evaluate(str)

dTime = microtimer()
dTime = microtimer()
For j = 1 To 100
' pass range object to be converted
dNothing = Application.Run(jFunc, rng)
Next j
dTime = microtimer - dTime

End Sub

You can pass Application.Run either the name of the function/sub as a string or as a Register ID if its an XLL function. And you can use Evaluate to convert the name of the XLL function to its Register ID, by calling Evaluate(“FunctionName”) rather than Evaluate(“FunctionName()”).

If you are repeatedly calling the function using Application.Run its much faster to use the Register ID rather than the function name.

Performance

I ran a series of performance tests comparing Application.Run, Call (using References or Declare) and Evaluate for VBA XLAM UDFs, C++ XLL UDFs and VB6 Automation addin UDFs.

Each function was called 100000 times.

The DoNothing UDF

This UDF takes no parameters and returns a single digit. I used this to measure the calling overhead. The VBA version looks like this:


Public Function DoNothing() As Double
DoNothing = 1#
End Function

Here are the timings:
DoNothingTimesApplication.Run shows 2 timings for both the XLL and the VB6 Automation UDFs

  • The first XLL time is using the Name of the function, the second (nearly 50 times faster) is using the Register ID
  • The first Automation time is using the simple name of the function, the second is using the fully qualified name ( Application.Run(“AutoProj.TestFuncs.DoNothingA”) )

Considering that these timings are for 100K calls all the times are fast, but Evaluate is definitely the slowest.

The DoSomething UDF

This UDF takes a single parameter of a range object and just returns the number of rows in the range. The objective is to findout how the various methods handle an object.


Public Function DoSomething(theRange As Range) As Long
DoSomething = theRange.Rows.Count
End Function

DoSomethingTimesThe timings for passing a Range object (which is just a pointer) or a reference by value are very similar to the Do Nothing case.

The DoSomethingVArr UDF

This UDF takes a single parameter as a variant and can handle either a Range object or a variant array. If passed a Range object it coerces it to values.
The UDF returns the number of rows in the range or array.

The objective is to compare the time taken to pass a copy of a variant array with the time taken to pass a Range Object and then coerce it.

I ran the tests using a range which is 10301 rows by 6 columns conatining a mixture of text and numbers.

Public Function DoSomethingVArr(theArray As Variant) As Long
Dim theArray2 As Variant
If IsObject(theArray) Then
theArray2 = theArray.Value2
DoSomethingVArr = UBound(theArray2)
Else
DoSomethingVArr = UBound(theArray)
End If
End Function

Note that because Application.Run passes parameters by value the UDF has to coerce the range object to a local Variant array:  the code below does not work because you cannot change theArray: theArray does not get coerced to its values.


theArray = theArray.Value2

There are 3 sets of timings for RUN and CALL:

  • Variant Array – this shows the time to pass the large variant array as a parameter.
  • Range – coerce in function – this shows the time tp pass the range as an aobject or reference and then coerce it to its values inside the function.
  • Get Variant Array and Pass – this shows the time taken by VBA to convert the range to values and then to pass the resulting array to the function.

DoSomethingVarrThe results seem to show that it takes about 9.5 milliseconds (or 950 seconds for 100K calls) to coerce the range to its values or to pass the resulting array of values to the function.

But using Application.Run to pass the variant array to an XLL function takes 3 times as long as to pass it to a VBA or VB6 function (2700 versus 957). Presumably this is because the variant array needs to be converted to an xlOper.

If you just pass the range object/reference using Application.Run and then coerce inside the function the times are nearly the same (983 versus 1023).

Conclusions

  •  By far the most efficient method of calling UDFs is by using a Reference or Declare.
  • The least efficient method is generally EVALUATE.
  • Application.Run automatically handles converting UDF parameters between VBA and XLL, but this conversion can be relatively expensive for large arrays.
  • Application.Run passes parameters to the UDF by Value. This means that the UDF is not allowed to modify the parameters even locally within the scope of the UDF.
  • Objects are passed by Application.Run as read-only pointers by Value.
  • All these methods have acceptable performance unless they are used a large number of times.

OK – so what have I missed?

Posted in Calculation, UDF, VBA, XLL | Tagged , , , , | 4 Comments

Once in-a-lifetime Bordeaux wine Tasting: This time we made it!

Last year we had this once-in-a-lifetime wine tasting scheduled: but it did not happen.

(see the ones that got away)

This year we finally got our various acts together and had a terrific evening!

The Wines

BottlesThe line-up was fantastic: from left to right in increasing date order:

  • Haut-Batailley 1990 – the very last bottle from my late cousin Gary’s Wodehouse Wines.
  • Baron Pichon-Longueville 1995
  • Palmer 1996 – bought at the chateau several years ago
  • Phelan-Segur 1996
  • Haut Brion 1998 – the main excuse for the evening
  • Montrose 2003

I don’t expect to ever taste such a line-up again.

The Layout

We had decided that we would taste the wines blind so that we were not prejudiced in our evaluations. I had decanted 4 of the wines 2 hours before and these would be our first flight of 4.

DecantedWe always taste in parallel so that required 4 glasses labelled A B C D (and a diagram of which decanter was which!)

GlassesThe last 2 wines (the 1990 Haut Batailley (E) and the 1996 Phelan Segur (F)) I did not decant because I thought (correctly as it turned out) they needed to be opened only a short time before drinking. And anyway we only had 4 decanters!

The Tasters

There were 6 of us –

Tasters

The Tasting

We use detailed tasting sheets for each wine so that we can evaluate colour, taste, smell etc and build up a rating score for each wine. But the bottom line questions are really very simple:

  • Which wine do you like best?
  • Which wine do you like least?
  • Then repeat for the other 2 wines.

Tasters were also asked which of the 4 they thought was the oldest and which was the youngest. Nearly everyone got this right!

The first 4 wines were:

A – Montrose 2003 St Estephe
B – Baron Pichon Longueville 1995 Pauillac
C – Haut Brion 1998 Pessac – Graves
D – Palmer 1996 Margaux

I actually think a better sequence would have been oldest to youngest: everyone tastes left to right and starting with the youngest and most tannic was a bit of a challenge.

The top wine for everone was undoubtedly the Haut Brion. Still in its youth really I think it will continue to improve over the next 10 to 20 years.

The Palmer had a distinctive Brett smell (farmyard) which divided opinion so that it either came second or last. (I rated it last).

The Pichon-Longueville was well integrated and well into its drinking window.

The Montrose was the most powerful of the wines, but in the opinion of most of us will benefit from a few more years in bottle. But it got better and better as the evening wore on and its tannins softened.

After we had finished scoring the first 4 (accompanied by pate and biscuits) I opened the last 2 and we continued with a lovely whole fillet of beef.

E- Haut-Batailley 1990 Pauillac

The Haut-Batailley was terrific, although much lighter than the Montrose or the Haut Brion. Excellent colour and a great demonstration of what a well-aged (24 years!) Bordeaux should be. If only we had another bottle!

F- Phelan Segur 1996 St Estephe

The last bottle we drank of this wine was disappointing probably because it had been opened too long. This time we got it right and it was good: lovely perfume and finesse.

The evening finished at about 3am!

It really was the wine-tasting of a lifetime: many thanks to Jo for providing the Haut Brion, Pichon-Longueville and Haut-Batailley.

 

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2014 MVP Summit

In the first week of November I was privileged to attend the MVP Summit at Microsoft in Redmond. I think it was the best Summit I have been to, with much more open interchange with the Excel team about things that might or might not make it into Excel one day.

Anyway I can’t tell you anything more about that, but I can say that all the Excel MVPs are a really nice bunch of people, who like to sit around in Rock Bottom, drink beer and talk Excel geek stuff (which I also like to do to!). Here are some photos of my fellow MVP geeks (you will have met many of these on various Excel forums):

Kevin1 - CopyFrom left to right: Jon Peltier, Roger Govier, Kevin “Zorvek” Jones, Brad Yundt, Jon Acampora, Mynda Treacy

Jan_Karel - Copy

Jan-Karel Pieterse pours the beer (of course he never drinks any himself!) for new Excel team member Joe McDaid

Claire - Copy

UK MVP Lead Claire (what does this button do?)

Mynda_Jon

Mynda Treacy and Jon Peltier ham it up for the camera with Ingeborg “Teylyn” Hawighorst in the background.

Zak_Smitty

Zack “Tables go this way” Barresse (aka FireFytr), Chris “Smitty” Smith and Frédéric (if its not Power Query I’m bored) Le Guen

Ron_Wim_Mandy

Ron (Wrong Bus) Coderre, Wim Gielis, Mandy Govier

XL_Beer

Excel beer (courtesy of Frederic)

And now for this year’s mystery photos:

Mystery1_2014

Mystery Photo 1: Where is this?

Mystery_2

Mystery Photo 2: What does this have to do with Excel?

 

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Timing the Ins and Outs of User Defined Functions: Multi-Cell array formulas can be slow

I was looking at some multi-cell array formula UDFs with John and Rich and could not understand why they seemed so much slower than I expected.

Each UDF (written as C++ XLLs) read data from around 200 cells using around 40 parameters, did some very simple logic and arithmetic and then returned values to a different 200 cells. Each of these UDF was taking around 16-20 milliseconds and the workbook contained several thousand calls to these UDFs.

So I started to investigate:

First Hypothesis: Maybe marshalling input data from multiple parameters is slow?

We know that the way to speed up reading data from Excel Cells is to read data in as large a block as possible rather than in many small chunks. So maybe the number of parameters was the problem. To test this I wrote a couple of XLL functions.
MarshallAll takes a single parameter of a range of cells and returns the number of columns. The parameter is type Q so arrives in the function as values rather than a reference.
MarshallMany takes 40 parameters (also type Q) and returns a constant value of 88.


CXlOper* MarshallAll_Impl(CXlOper& xloResult, const CXlOper* Arg1)
{
long nCols=0;
nCols=Arg1->GetWidth2();
xloResult=(double)nCols;
return xloResult.Ret();
}

CXlOper* MarshallMany_Impl(CXlOper& xloResult, const CXlOper* Arg1, const
CXlOper* Arg2, const CXlOper* Arg3, const CXlOper* Arg4, const CXlOper*
Arg5, const CXlOper* Arg6, const CXlOper* Arg7, const CXlOper* Arg8, const
CXlOper* Arg9, const CXlOper* Arg10, const CXlOper* Arg11, const CXlOper*
Arg12, const CXlOper* Arg13, const CXlOper* Arg14, const CXlOper* Arg15,
const CXlOper* Arg16, const CXlOper* Arg17, const CXlOper* Arg18, const
CXlOper* Arg19, const CXlOper* Arg20, const CXlOper* Arg21, const CXlOper*
Arg22, const CXlOper* Arg23, const CXlOper* Arg24, const CXlOper* Arg25,
const CXlOper* Arg26, const CXlOper* Arg27, const CXlOper* Arg28, const
CXlOper* Arg29, const CXlOper* Arg30, const CXlOper* Arg31, const CXlOper*
Arg32, const CXlOper* Arg33, const CXlOper* Arg34, const CXlOper* Arg35,
const CXlOper* Arg36, const CXlOper* Arg37, const CXlOper* Arg38, const
CXlOper* Arg39, const CXlOper* Arg40)
{
xloResult=88.0;
return xloResult.Ret();
}

But when I compared the execution times of these functions they were both fast and there was not much difference in timings, although it was faster to read as many cells as possible with each parameter.

So hypothesis 1 failed.

I checked how the time taken varied with the number of cells read and their datatype.

Marshall3 Marshall4

As expected large strings take longer than small strings which take more time than numbers. And it is more efficient to read as many cells as possible for each parameter.

Second Hypothesis: Maybe returning results to multiple cells is slow?

We know that writing data back to Excel cells from VBA is significantly slower than reading data from cells.

(see VBA read-write speed and Getting cell data with VBA and C++)

I wrote another simple XLL UDF: MarshallOut. This took a single argument of a range and returned it.


CXlOper* MarshallOut_Impl(CXlOper& xloResult, const CXlOper* Arg1)
{
xloResult=*Arg1;
return xloResult.Ret();
}

Bingo: returning data to multiple cells is comparatively slow.

I used FastExcel Profile Formulas to time the tests:

Marshall6Reading and returning a 255 character string to each of 100 cells takes 13 milliseconds.

Marshall1Marshall2Notice that the time taken is NOT linear with respect to the number of cells.

Multi-Threading Effects

I also noticed that FastExcel Workbook Profiler showed that these functions were making inefficient use of multi-threaded recalculation. Presumably this is because they need an exclusive lock on Excel’s results table whilst writing out the results, and most of the time used is doing exactly that.

By contrast, the first set of “read-many cells but write one cell”  functions made efficient use of multi-threading.

Comparing XLL functions with VBA Functions.

I did a small number of comparison with VBA equivalents of these XLL functions. The VBA functions showed the same kind of performance behaviour as the XLL functions and were slightly slower. Of course VBA functions cannot multi-thread.

Conclusions

  • Large numbers of array formulas that return results to multiple cells can be slow.
  • Multi-cell array formulas do not multi-thread efficiently whilst writing their results back.
  • It is more efficient to have larger ranges and fewer parameters than many parameters referencing small ranges.

 

Posted in Calculation, UDF, Uncategorized, VBA, XLL | Tagged , , , , , | Leave a comment

Automatic or Manual Calculation?: Grouped Sheets causes Calculation Confusion.

Thanks to Simon Hurst and Paul Wakefield for telling me about this calculation weirdo, and credit to Chatman at Accounting Web for discovering it.

Grouped Sheets and Calculation Mode

Try these experiments:

Experiment 1

  1. Start Excel
  2. Open a workbook in automatic calculation mode and with only 1 sheet selected (so there are no grouped sheets).
  3. Add  =NOW() to a couple of sheets and format the cells to show seconds so that you can see when it calculates.
  4. Check that Calculation shows Automatic both in File-> Options->Formulas and in the Formulas Tab->Calculation Options.
  5. Set Calculation to Manual (does not matter how you do this)
  6. Select 2 or more Sheets (hold down Control and select 2 sheet tabs) so that the sheets are grouped (The Workbook title bar should show [Grouped] ).
  7. Calculation is still Manual
  8. Set the Calculation to automatic using File->Options->Formulas
  9. Notice that the workbook calculates, but Calculation immediately returns to manual (check both Formulas Tab->Calculation Options and File->Options->Formulas)
  10. Now set the Calculation to automatic using Formulas Tab->Calculation Options
  11. Now the workbook calculates and stays in Automatic Calculation Mode, but File->Options->Formulas says its Manual and Formulas Tab->Calculation Options correctly says its Automatic!
  12. Now ungroup the sheets and everything works normally

Experiment 2

  1. Start Excel
  2. Open a workbook in automatic calculation mode and with only 1 sheet selected (so there are no grouped sheets).
  3. Add  =NOW() to a couple of sheets and format the cells to show seconds so that you can see when it calculates.
  4. Check that Calculation shows Automatic both in File-> Options->Formulas and in the Formulas Tab->Calculation Options.
  5. Select 2 or more Sheets (hold down Control and select 2 sheet tabs) so that the sheets are grouped (The Workbook title bar should show [Grouped] ).
  6. Excel should still be in Automatic calculation mode, but File->Options->Formulas shows Manual and Formulas->Calculation Options shows Automatic.
  7. Calculation is actually Automatic.

Confused? Well so is Excel!

Conclusions

  • Looks like it is safer to use Formulas->Calculation Options
  • If you are using Grouped Sheets be careful about your Calculation Mode!
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