Julia – fast and dynamic

It is a widely believed myth in programming language communities that high-performance languages and dynamic languages are completely disjoint sets. The perceived wisdom is that, if you want programmer productivity, you should use a dynamic language, such as Ruby, Python or R. On the other hand, if you want fast code execution, you should use a statically typed language such as C or Java.

There are always exceptions to this rule. However, for most mainstream programmers, this is a strongly held belief.

This usually manifests itself in what is known as the "two language" problem. This is something that is especially prominent in scientific computing. This is the situation where the performance-critical inner kernel is written in C, but is then wrapped and used from a dynamic, higher-level language. Code written in traditional, scientific computing environments such as R, Matlab or NumPy follows this paradigm.

Code written in this fashion is not without its drawbacks however. Even though it looks like this gets you the best of both worlds — fast computation, while allowing the programmer to use a high-level language — this is a path full of hidden dangers. For one, someone will have to write the low-level kernel. So, you need two different skillsets. If you are lucky to find the low level code in C for your project, you are fine. However, if you are doing anything new or original, or even slightly different from the norm, you will find yourself writing both C and a high-level language. This severely limits the number of contributors that your projects or research will get: to be really productive, they have to be familiar with two languages.

Secondly, when running code routinely written in two languages, there can be severe and unforeseen performance pitfalls. When you can drop down to C code quickly, everything is fine. However, if, for whatever reason, your code cannot call into a C routine, you'll find your program taking hundreds or even thousands of times more longer than you expected.

Julia is the first modern language to make a reasonable effort to solve the "two language" problem. It is a high-level, dynamic, language with powerful features that make for a very productive programmer. At the same time, code written in Julia usually runs very fast, almost as fast as code written in statically typed languages.

The rest of this chapter describes some of the underlying design decisions that make Julia such a fast language. We also see some evidence of the performance claims for Julia.

The rest of the book shows you how to write your Julia programs in a way that optimizes its time and memory usage to the maximum. We will discuss how to measure and reason performance in Julia, and how to avoid potential performance pitfalls.

For all the content in this book, we will illustrate our point individually with small and simple programs. We hope that this will enable you grasp the crux of the issue, without getting distracted by unnecessary elements of a larger program. We expect that this methodology will therefore provide you with an instinctive intuition about Julia's performance profile.

Julia has a refreshingly simple performance model – and thus writing fast Julia code is a matter of understanding a few key elements of computer architecture, and how the Julia compiler interacts with it. We hope that, by the end of this book, your instincts are well developed to design and write your own Julia code with the fastest possible performance.