Here is a list of recommendations in case you find yourself setting out on a project that involves heavy computation or deals with combinatorial complexity issues:
Do your homework. Understand computational complexity, know the complexity of the algorithm you intend to use, and research the different algorithms (and their trade-offs) available for your kind of problem. Read broadly—although the exact problem as specified may turn out to be intractable, you may find that a small change in the requirements may lead to a much simpler problem. It is definitely worth it to renegotiate the problem with the customer or end users than setting out on a project that is infeasible from the outset. (Skiena’s Algorithm Design Manual is a particularly good resource for algorithms grouped by problems.)
Run a few numbers. Do a few tests with small programs and evaluate their scaling performance. Don’t just look at the actual numbers themselves—also consider the scaling behavior as you vary the problem size. If the program does not exhibit the scaling behavior you expect theoretically, it has a bug. If so, fix the bug before proceeding! (In general, algorithms follow the theoretical scaling prediction quite closely for all but the smallest of problem sizes.) Extrapolate to real-sized problems: can you live with the expected runtime predictions?
Forget standard software engineering practices. It is a standard assumption in current software engineering that developer time is the scarcest resource and that programs should be designed and implemented accordingly. Computationally intensive programs are one case where this is not true: if you are likely to max out the machine, then it’s worth having the developer—rather than the computer—go the extra mile. Additional developer time may very well make the difference between an “infeasible” problem and a solved one.
For instance, in situations where you are pressed for space, it might very well make sense to write your own container implementations instead of relying on the system-provided hash map. Beware of the trap of conditioned thinking, though: in one project I worked on, we knew that we would have a memory size problem and that we therefore had to keep the size of individual elements small. On the other hand, it was not clear at first whether the 4-byte Java int data type would be sufficient to represent all required values or whether we would have to use the 8-bye Java long type. In response, someone suggested that we wrap the atomic data type in an object so we could swap out the implementation, in case the 4-byte int turned out to be insufficient. That’s a fine approach in a standard software engineering scenario (“encapsulation” and all that), but in this situation—where space was at a premium—it missed the point entirely: the space that the Java wrapper would have consumed (in addition to its data members) would have been larger than the payload!
Remember: standard software engineering practices are typically intended to trade machine resources for developer resources. However, for computationally intensive problems, machine resources (not developer time) are the limiting factor.
Don’t assume that parallelization will be possible. Don’t assume that you’ll be able to partition the problem in such a way that simultaneous execution on multiple machines (i.e., parallelization) will be possible, until you have developed an actual, concrete, implementable algorithm—many computational problems don’t parallelize well. Even if you can come up with a parallel algorithm, performance may be disappointing: hidden costs (such as communication overhead) often lead to performance that is much poorer than predicted; a cluster consisting of twice as many nodes often exhibits a behavior much less than double the original one! Running realistic tests (on realistically sized data sets and on realistically sized clusters) is harder for parallel programs than for single processor implementations—but even more important.
Leave yourself some margin. Assume that the problem size will be larger by a factor of 3 and that hardware will deliver only 50 percent of theoretically predicted performance.
If the results are not wholly reassuring, explore alternatives. Take the results for the expected runtime and memory requirements that you obtained from theoretical predictions and the tests that you have performed seriously. Unless you seem able to meet your required benchmarks comfortably, explore alternatives. Consider better algorithms, research whether the problem can be simplified or whether the problem can be approached in an entirely different manner, and look into approximate or heuristic solutions. If you feel yourself stuck, get help!
If you can’t make it work on paper, STOP. It won’t work in practice, either. It is a surprisingly common anti-pattern to see the warning signs early but to press on regardless with the hopeful optimism that “things will work themselves out during implementation.” This is entirely misguided: nothing will work out better as you proceed with an implementation; everything is always a bit worse than expected.
Unless you can make it work on paper and make it work comfortably, there is no point in proceeding!
Learn more about this topic from Data Analysis with Open Source Tools.
Turning raw data into something useful requires that you know how to extract precisely what you need. With this insightful book, intermediate to experienced programmers interested in data analysis will learn techniques for working with data in a business environment. You'll learn how to look at data to discover what it contains, how to capture those ideas in conceptual models, and then feed your understanding back into the organization through business plans, metrics dashboards, and other applications.

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