Avik Sengupta - Julia High Performance

Copyright 2019 Packt Publishing

All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, without the prior written permission of the publisher, except in the case of brief quotations embedded in critical articles or reviews.

Every effort has been made in the preparation of this book to ensure the accuracy of the information presented. However, the information contained in this book is sold without warranty, either express or implied. Neither the author, nor Packt Publishing or its dealers and distributors, will be held liable for any damages caused or alleged to have been caused directly or indirectly by this book.

Packt Publishing has endeavored to provide trademark information about all of the companies and products mentioned in this book by the appropriate use of capitals. However, Packt Publishing cannot guarantee the accuracy of this information.

Commissioning Editor: Aaron Lazar
Acquisition Editor: Denim Pinto
Content Development Editor: Akshita Billava
Technical Editor: Neha Pande
Copy Editor: Safis Editing
Project Coordinator: Vaidehi Sawant
Proofreader: Safis Editing
Indexer: Tejal Daruwale Soni
Production Coordinator: Jisha Chirayil

First published: April 2016
Second edition: June 2019

Production reference: 1070619

Published by Packt Publishing Ltd.
Livery Place
35 Livery Street
Birmingham
B3 2PB, UK.

ISBN 978-1-78829-811-7

www.packtpub.com

To Vaishali and Ahanfor whom I do everything that I do.

Packt.com

Subscribe to our online digital library for full access to over 7,000 books and videos, as well as industry leading tools to help you plan your personal development and advance your career. For more information, please visit our website.

• Spend less time learning and more time coding with practical eBooks and Videos from over 4,000 industry professionals

• Improve your learning with Skill Plans built especially for you

• Get a free eBook or video every month

• Fully searchable for easy access to vital information

• Copy and paste, print, and bookmark content

Did you know that Packt offers eBook versions of every book published, with PDF and ePub files available? You can upgrade to the eBook version at www.packt.com and as a print book customer, you are entitled to a discount on the eBook copy. Get in touch with us at customercare@packtpub.com for more details.

At www.packt.com , you can also read a collection of free technical articles, sign up for a range of free newsletters, and receive exclusive discounts and offers on Packt books and eBooks.

Those who are new to Julia often ask me what makes it so special, or how it achieves such high performance. Having to think on my feet in order to answer this question has proven challenging. This was the case, at least, until Avik Sengupta came along with the Julia High Performance book. Now all I have to do is tell the enquirers to read the book as it consists of just the right combination of details to answer their questions.

In an easy-to-read concise set of chapters - most of which contain words like "performance" and "fast" - Avik takes you through examples that you can run yourself in order to see how fast and easy Julia is to use .

There are computer science words that have become Julia words. It is a pleasure to learn these in a manner that is easy to follow. Just a few examples of this are "JIT", "Multiple Dispatch", "type system", "generated functions", "CUDA", and "SIMD".

After learning about Julia's design, you will learn to measure performance. From there, you will appreciate Julia's type system. You will then master using arrays along with making fast function calls and fast numbers. Finally, you will learn to write parallel Julia programs.

With Julia High Performance, you'll pick up the key essentials of Julia in no time. You can then join the friendly, fast growing, online community of Julia programmers.

Welcome to the world of Julia! Read this book and you will soon join us in loving the Julia language.

Alan Edelman
Professor of Applied Mathematics
Computer Science & AI Labs Member
MIT
Co-creator, The Julia Language

AvikSengupta is the vice president of engineering at Julia Computing, a contributor to open source Julia, and the maintainer of several Julia packages. Avik is the co-founder of two start-ups in the financial services and AI sectors, and is a creator of large, complex trading systems for the world's leading investment banks. Prior to Julia Computing, Avik was co-founder and CTO at AlgoCircle and at Itellix, director at Lab49, and head of algorithmic solutions at Decimal Point Analytics. Avik earned his MS in computational finance at Carnegie Mellon and MBA Finance at the Indian Institute of Management in Bangalore.

This book wouldn't exist, and my life would have been very different, if, almost over a decade ago, four people across the world did not imagine that scientific computing needed a new language. Thank you, Jeff, Alan, Viral, and Stefan, for launching a thousand ships.

My colleagues at Julia Computing have been a source of immense support. Among others, Keno Fischer, Matt Bauman, Kristoffer Carlson, and Tanmay Mohapatra have helped clear my misconceptions, and have provided code and ideas that have seeped into this book. I'm also grateful to my reviewers, who've painstakingly provided detailed feedback on this book. All of them have made this book immeasurably better, but the responsibility for any errors, of course, remains my own.

And finally, a word of thanks to the entire Julia community. The depth and breadth of knowledge and skill I have encountered are exceptional. Over the past few years, I've learned so muchthings that I should have known, and things that I never thought I could know. Thank you for sharing your knowledge so generously.

Lyndon White is a research engineer at Invenia Labs, living in Broadway Nedlands, Australia. His key research areas include natural language processing and computational linguistics, with a focus on the capturing of sentence meaning. More broadly, his interests include machine learning, data mining, pattern recognition, and artificial intelligence. His overarching goal is to develop methods to allow for better computational processing of vast amounts of data intended for manual (human) processing via media such as books, blogs, and newspapers. He gained a bachelor's degree in engineering (electrical and electronic) and a bachelor's degree in computer and mathematical science from the University of Western Australia in 2014, where he continued his PhD studies.