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Int / Int64 .Net Memory Allocations

I have a large application which averages about 30 mb/sec in memory allocations (per performance monitor bytes allocated/sec measurement). I am trying to cut this down substantially, and the source of the allocations is not obvious.
To instrument things I have recorded my ETW traces for the CLR / GC, and have exported the AllocationTick event, which records every time an additional 100 kilobytes is allocated, and what the object type was that was most recently allocated. This produces a nice size sample set. Three object types account for 70% of my allocations, but they are a bit of a mystery.
System.Int64 30%
System.Int32 28%
System.Runtime.CompilerServices.CallSite'1[System.Func'3[System.Runtime.CompilerServices.CallSite,System.Object,System.Object]] 12%
The dataset was ~70 minutes and a million events, so I am quite confident in the numbers.
I am guessing this is somehow indicating that I am creating a lot of pointers on the heap in some unexpected way? (this is an x64 application)
I use some linq and foreach loops, but these should only be creating increment variables on the stack, not the heap.
I am running everything on top of the TPL / Dataflow library as well, which could be generating these.
I am looking for any advice on what may be causing so many heap allocations of int32/64, and perhaps some techniques to isolate these allocations (call stacks would be great, but may be performance prohibitive).

I am guessing this is somehow indicating that I am creating a lot of pointers on the heap in some unexpected way?
It sounds more likely that you're boxing a lot of int and long values to me.
The CallSite part sounds like you're using dynamic a lot (or in one very heavily-used part of the code), which can easily lead to more boxing than statically typed code.
I would try to isolate particular areas of the code which allocate a lot of your objects - if you can exercise just specific code paths, for example, that would give you a much clearer idea of which of those paths generates more garbage than you'd expect. Have a look at anywhere that uses dynamic and see whether you actually need to - although you shouldn't feel you have to remove all uses of dynamic by any means; there may well be one particuar "hot spot" that could be micro-optimized.
The other thing to consider is how much this allocation is actually costing you. You say you're trying to cut down on it substantially - do you really need to? If all of these objects are very short-lived, you may well find that you don't improve performance much by reducing the allocation rate. You should measure time spent in garbage collection to work out how effective this is likely to be.

Does it really matter to distinct between short, int, long?

In my C# app, I would like to know whether it is really important to use short for smaller numbers, int for bigger etc. Does the memory consumption really matter?

Unless you are packing large numbers of these together in some kind of structure, it will probably not affect the memory consumption at all. The best reason to use a particular integer type is compatibility with an API. Other than that, just make sure the type you pick has enough range to cover the values you need. Beyond that for simple local variables, it doesn't matter much.

The simple answer is that it's not really important.
The more complex answer is that it depends.
Obviously you need to choose a type that will hold your datastructure without overflowing, and even if you're only storing smaller numbers then choosing int is probably the most sensible thing to do.
However, if your application loads a lot of data or runs on a device with limited memory then you might need to choose short for some values.

For C# apps that aren't trying to mirror some sort of structure from a file, you're better off using ints or whatever your native format is. The only other time it might matter is if using arrays on the order of millions of entries. Even then, I'd still consider ints.

Only you can be the judge of whether the memory consumption really matters to you. In most situations it won't make any discernible difference.
In general, I would recommend using int/Int32 where you can get away with it. If you really need to use short, long, byte, uint etc in a particular situation then do so.

This is entirely relative to the amount of memory you can afford to waste. If you aren't sure, it probably doesn't matter.

The answer is: it depends. The question of whether memory matters is entirely up to you. If you are writing a small application that has minimal storage and memory requirements, then no. If you are google, storing billions and billions of records on thousands of servers, then every byte can cost some real money.

There are a few cases where I really bother choosing.
When I have memory limitations
When I do bitshift operations
When I care about x86/x64 portability
Every other case is int all the way
Edit : About x86/x64
In x86 architecture, an int is 32 bits but in x64, an int is 64 bits
If you write "int" everywhere and move from one architecture to another, it might leads to problems. For example you have an 32 bits api that export a long. You cast it to an integer and everything is fine. But when you move to x64, the hell breaks loose.
The int is defined by your architecture so when you change architecture you need to be aware that it might lead to potential problems

That all depends on how you are using them and how many you have. Even if you only have a few in memory at a time - this might drive the data type in your backing store.

Memory consumption based on the type of integers you are storing is probably not an issue in a desktop or web app. In a game or a mobile device app, it may be more of an issue.
However, the real reason to differentiate between the types is the kind of numbers you need to store. If you have really big numbers, or high precision, you may need to use long to store it.

The context of the situation is very important here. You don't need to take a guess at whether it is important or not though, we are dealing with quantifiable things here. We know that we are saving 2 bytes by using a short instead of an int.
What do you estimate the largest number of instances are going to be in memory at a given point in time? If there are a million then you are saving ~2Mb of Ram. Is that a large amount of ram? Again, it depends on the context, if the app is running on a desktop with 4Gb of ram you probably don't care too much about the 2Mb.
If there will be hundreds of millions of instances in memory the savings are going to get pretty big, but if that is the case you may just not have enough ram to deal with it and you may have to store this structure on disk and work with parts of it at a time.

Int32 will be fine for almost anything. Exceptions include:
if you have specific needs where a different type is clearly better. Example: if you're writing a 16 bit emulator, Int16 (aka: short) would probably be better to represent some of the internals
when an API requires a certain type
one time, I had an invalid int cast and Visual Studio's first suggestion was to verify my value was less than infinity. I couldn't find a good type for that without using the pre-defined constants, so i used ulong since that was the closest I could come in .NET 2.0 :)

Computation overhead in C# - Using getters/setters vs. modifying arrays directly and casting speeds

I was going to write a long-winded post, but I'll boil it down here:
I'm trying to emulate the graphical old-school style of the NES via XNA. However, my FPS is SLOW, trying to modify 65K pixels per frame. If I just loop through all 65K pixels and set them to some arbitrary color, I get 64FPS. The code I made to look-up what colors should be placed where, I get 1FPS.
I think it is because of my object-orented code.
Right now, I have things divided into about six classes, with getters/setters. I'm guessing that I'm at least calling 360K getters per frame, which I think is a lot of overhead. Each class contains either/and-or 1D or 2D arrays containing custom enumerations, int, Color, or Vector2D, bytes.
What if I combined all of the classes into just one, and accessed the contents of each array directly? The code would look a mess, and ditch the concepts of object-oriented coding, but the speed might be much faster.
I'm also not concerned about access violations, as any attempts to get/set the data in the arrays will done in blocks. E.g., all writing to arrays will take place before any data is accessed from them.
As for casting, I stated that I'm using custom enumerations, int, Color, and Vector2D, bytes. Which data types are fastest to use and access in the .net Framework, XNA, XBox, C#? I think that constant casting might be a cause of slowdown here.
Also, instead of using math to figure out which indexes data should be placed in, I've used precomputed lookup tables so I don't have to use constant multiplication, addition, subtraction, division per frame. :)

There's a terrific presentation from GDC 2008 that is worth reading if you are an XNA developer. It's called Understanding XNA Framework Performance.
For your current architecture - you haven't really described it well enough to give a definite answer - you probably are doing too much unnecessary "stuff" in a tight loop. If I had to guess, I'd suggest that your current method is thrashing the cache - you need to fix your data layout.
In the ideal case you should have a nice big array of small-as-possible value types (structs not classes), and a heavily inlined loop that shoves data into it linearly.
(Aside: regarding what is fast: Integer and floating point maths is very fast - in general, you shouldn't use lookup tables. Function calls are pretty fast - to the point that copying large structs when you pass them will be more significant. The JIT will inline simple getters and setters - although you shouldn't depend on it to inline anything else in very tight loops - like your blitter.)
HOWEVER - even if optimised - your current architecture sucks. What you are doing flies in the face of how a modern GPU works. You should be loading your sprites onto your GPU and letting it composite your scene.
If you want to manipulate your sprites at a pixel level (for example: pallet swapping as you have mentioned) then you should be using pixel shaders. The CPU on the 360 (and on PCs) is fast, but the GPU is so much faster when you're doing something like this!
The Sprite Effects XNA sample is a good place to get started.

Have you profiled your code to determine where the slowdown is? Before you go rewriting your application, you ought to at least know which parts need to be rewritten.
I strongly suspect that the overhead of the accessors and data conversions is trivial. It's much more likely that your algorithms are doing unnecessary work, recomputing values that they could cache, and other things that can be addressed without blowing up your object design.

Are you specifying a color and such for each pixel or something? If that is the case I think you should really think about the architecture some more. Start using sprites that will speed things up.
EDIT
Okay I think what your solution could be load several sprites with different colours (a sprite of a few pixels) and reuse those. It is faster to point to the same sprite than to assign a different colour to each pixel as the sprite has already been loaded into memory

As with any performance problem, you should profile the application to identify the bottlenecks rather than trying to guess. I seriously doubt that getters and setters are at the root of your problem. The compiler almost always inlines these sorts of functions. I'm also curious what you have against math. Multiplying two integers, for instance, is one of the fastest things the computer can do.

Why use flags+bitmasks rather than a series of booleans?

Given a case where I have an object that may be in one or more true/false states, I've always been a little fuzzy on why programmers frequently use flags+bitmasks instead of just using several boolean values.
It's all over the .NET framework. Not sure if this is the best example, but the .NET framework has the following:
public enum AnchorStyles
{
None = 0,
Top = 1,
Bottom = 2,
Left = 4,
Right = 8
}
So given an anchor style, we can use bitmasks to figure out which of the states are selected. However, it seems like you could accomplish the same thing with an AnchorStyle class/struct with bool properties defined for each possible value, or an array of individual enum values.
Of course the main reason for my question is that I'm wondering if I should follow a similar practice with my own code.
So, why use this approach?
Less memory consumption? (it doesn't seem like it would consume less than an array/struct of bools)
Better stack/heap performance than a struct or array?
Faster compare operations? Faster value addition/removal?
More convenient for the developer who wrote it?

It was traditionally a way of reducing memory usage. So, yes, its quite obsolete in C# :-)
As a programming technique, it may be obsolete in today's systems, and you'd be quite alright to use an array of bools, but...
It is fast to compare values stored as a bitmask. Use the AND and OR logic operators and compare the resulting 2 ints.
It uses considerably less memory. Putting all 4 of your example values in a bitmask would use half a byte. Using an array of bools, most likely would use a few bytes for the array object plus a long word for each bool. If you have to store a million values, you'll see exactly why a bitmask version is superior.
It is easier to manage, you only have to deal with a single integer value, whereas an array of bools would store quite differently in, say a database.
And, because of the memory layout, much faster in every aspect than an array. It's nearly as fast as using a single 32-bit integer. We all know that is as fast as you can get for operations on data.

Easy setting multiple flags in any order.
Easy to save and get a serie of 0101011 to the database.

Among other things, its easier to add new bit meanings to a bitfield than to add new boolean values to a class. Its also easier to copy a bitfield from one instance to another than a series of booleans.

It can also make Methods clearer. Imagine a Method with 10 bools vs. 1 Bitmask.

Actually, it can have a better performance, mainly if your enum derives from an byte.
In that extreme case, each enum value would be represented by a byte, containing all the combinations, up to 256. Having so many possible combinations with booleans would lead to 256 bytes.
But, even then, I don't think that is the real reason. The reason I prefer those is the power C# gives me to handle those enums. I can add several values with a single expression. I can remove them also. I can even compare several values at once with a single expression using the enum. With booleans, code can become, let's say, more verbose.

From a domain Model perspective, it just models reality better in some situations. If you have three booleans like AccountIsInDefault and IsPreferredCustomer and RequiresSalesTaxState, then it doesnn't make sense to add them to a single Flags decorated enumeration, cause they are not three distinct values for the same domain model element.
But if you have a set of booleans like:
[Flags] enum AccountStatus {AccountIsInDefault=1,
AccountOverdue=2 and AccountFrozen=4}
or
[Flags] enum CargoState {ExceedsWeightLimit=1,
ContainsDangerousCargo=2, IsFlammableCargo=4,
ContainsRadioactive=8}
Then it is useful to be able to store the total state of the Account, (or the cargo) in ONE variable... that represents ONE Domain Element whose value can represent any possible combination of states.

Raymond Chen has a blog post on this subject.
Sure, bitfields save data memory, but
you have to balance it against the
cost in code size, debuggability, and
reduced multithreading.
As others have said, its time is largely past. It's tempting to still do it, cause bit fiddling is fun and cool-looking, but it's no longer more efficient, it has serious drawbacks in terms of maintenance, it doesn't play nicely with databases, and unless you're working in an embedded world, you have enough memory.

I would suggest never using enum flags unless you are dealing with some pretty serious memory limitations (not likely). You should always write code optimized for maintenance.
Having several boolean properties makes it easier to read and understand the code, change the values, and provide Intellisense comments not to mention reduce the likelihood of bugs. If necessary, you can always use an enum flag field internally, just make sure you expose the setting/getting of the values with boolean properties.

Space efficiency - 1 bit
Time efficiency - bit comparisons are handled quickly by hardware.
Language independence - where the data may be handled by a number of different programs you don't need to worry about the implementation of booleans across different languages/platforms.
Most of the time, these are not worth the tradeoff in terms of maintance. However, there are times when it is useful:
Network protocols - there will be a big saving in reduced size of messages
Legacy software - once I had to add some information for tracing into some legacy software.
Cost to modify the header: millions of dollars and years of effort.
Cost to shoehorn the information into 2 bytes in the header that weren't being used: 0.
Of course, there was the additional cost in the code that accessed and manipulated this information, but these were done by functions anyways so once you had the accessors defined it was no less maintainable than using Booleans.

I have seen answers like Time efficiency and compatibility. those are The Reasons, but I do not think it is explained why these are sometime necessary in times like ours. from all answers and experience of chatting with other engineers I have seen it pictured as some sort of quirky old time way of doing things that should just die because new way to do things are better.
Yes, in very rare case you may want to do it the "old way" for performance sake like if you have the classic million times loop. but I say that is the wrong perspective of putting things.
While it is true that you should NOT care at all and use whatever C# language throws at you as the new right-way™ to do things (enforced by some fancy AI code analysis slaping you whenever you do not meet their code style), you should understand deeply that low level strategies aren't there randomly and even more, it is in many cases the only way to solve things when you have no help from a fancy framework. your OS, drivers, and even more the .NET itself(especially the garbage collector) are built using bitfields and transactional instructions. your CPU instruction set itself is a very complex bitfield, so JIT compilers will encode their output using complex bit processing and few hardcoded bitfields so that the CPU can execute them correctly.
When we talk about performance things have a much larger impact than people imagine, today more then ever especially when you start considering multicores.
when multicore systems started to become more common all CPU manufacturer started to mitigate the issues of SMP with the addition of dedicated transactional memory access instructions while these were made specifically to mitigate the near impossible task to make multiple CPUs to cooperate at kernel level without a huge drop in perfomrance it actually provides additional benefits like an OS independent way to boost low level part of most programs. basically your program can use CPU assisted instructions to perform memory changes to integers sized memory locations, that is, a read-modify-write where the "modify" part can be anything you want but most common patterns are a combination of set/clear/increment.
usually the CPU simply monitors if there is any other CPU accessing the same address location and if a contention happens it usually stops the operation to be committed to memory and signals the event to the application within the same instruction. this seems trivial task but superscaler CPU (each core has multiple ALUs allowing instruction parallelism), multi-level cache (some private to each core, some shared on a cluster of CPU) and Non-Uniform-Memory-Access systems (check threadripper CPU) makes things difficult to keep coherent, luckily the smartest people in the world work to boost performance and keep all these things happening correctly. todays CPU have a large amount of transistor dedicated to this task so that caches and our read-modify-write transactions work correctly.
C# allows you to use the most common transactional memory access patterns using Interlocked class (it is only a limited set for example a very useful clear mask and increment is missing, but you can always use CompareExchange instead which gets very close to the same performance).
To achieve the same result using a array of booleans you must use some sort of lock and in case of contention the lock is several orders of magnitude less permorming compared to the atomic instructions.
here are some examples of highly appreciated HW assisted transaction access using bitfields which would require a completely different strategy without them of course these are not part of C# scope:
assume a DMA peripheral that has a set of DMA channels, let say 20 (but any number up to the maximum number of bits of the interlock integer will do). When any peripheral's interrupt that might execute at any time, including your beloved OS and from any core of your 32-core latest gen wants a DMA channel you want to allocate a DMA channel (assign it to the peripheral) and use it. a bitfield will cover all those requirements and will use just a dozen of instructions to perform the allocation, which are inlineable within the requesting code. basically you cannot go faster then this and your code is just few functions, basically we delegate the hard part to the HW to solve the problem, constraints: bitfield only
assume a peripheral that to perform its duty requires some working space in normal RAM memory. for example assume a high speed I/O peripheral that uses scatter-gather DMA, in short it uses a fixed-size block of RAM populated with the description (btw the descriptor is itself made of bitfields) of the next transfer and chained one to each other creating a FIFO queue of transfers in RAM. the application prepares the descriptors first and then it chains with the tail of the current transfers without ever pausing the controller (not even disabling the interrupts). the allocation/deallocation of such descriptors can be made using bitfield and transactional instructions so when it is shared between diffent CPUs and between the driver interrupt and the kernel all will still work without conflicts. one usage case would be the kernel allocates atomically descriptors without stopping or disabling interrupts and without additional locks (the bitfield itself is the lock), the interrupt deallocates when the transfer completes.
most old strategies were to preallocate the resources and force the application to free after usage.
If you ever need to use multitask on steriods C# allows you to use either Threads + Interlocked, but lately C# introduced lightweight Tasks, guess how it is made? transactional memory access using Interlocked class. So you likely do not need to reinvent the wheel any of the low level part is already covered and well engineered.
so the idea is, let smart people (not me, I am a common developer like you) solve the hard part for you and just enjoy general purpose computing platform like C#. if you still see some remnants of these parts is because someone may still need to interface with worlds outside .NET and access some driver or system calls for example requiring you to know how to build a descriptor and put each bit in the right place. do not being mad at those people, they made our jobs possible.
In short : Interlocked + bitfields. incredibly powerful, don't use it

It is for speed and efficiency. Essentially all you are working with is a single int.
if ((flags & AnchorStyles.Top) == AnchorStyles.Top)
{
//Do stuff
}

Types for large numbers

I am working on an app that will need to handle very large numbers.
I checked out a few available LargeNumber classes and have found a few that I am happy with. I have a class for large integers and for large floating point numbers.
Since some of the numbers will be small and some large the question is whether it is worth checking the length of the number and if it is small use a regular C# int or double and if is is large use the other classes I have or if I am already using the Large Integer and Large Float classes I should just stick with them even for smaller numbers.
My consideration is purely performance. Will I save enough time on the math for the smaller numbers that it would be worthwhile to check each number after is is put in.

Really hard to tell - Depends on your 3rd party libraries :)
Best bet would be to use the System.Diagnostics.StopWatch class, do a gazzillion different calculations, time them and compare the results, I guess ..
[EDIT] - About the benchmarks, I'd do a series of benchmarks your largeInt-type to do the calculations on regular 32/64 bits numbers, and a series checking if the number can fit in the regular Int32/Int64 types (which they should), "downcasting" them to these types, and then run the same calculations using these types. From your question, this sounds like what you'll be doing if the built-in types are faster..
If your application is targetted for more people than yourself, try to run them on different machines (single core, multicore, 32bit, 64bit platforms), and if the platform seems to have a large impact in the time the calculations take, use some sort of strategy-pattern to do the calculations differently on different machines.
Good luck :)

I would expect that a decent large numbers library would be able to do this optimization on it's own...

I would say yes, the check will more than pay for itself, as long as you have enough values within the regular range.
The logic is simple: an integer addition is one assembly instruction. Combined with a comparison, that's three or four instructions. Any software implementation of such operation will most probably be much slower.
Optimally, this check should be done in the LargeNumber libraries themselves. If they don't do it, you may need a wrapper to avoid having checks all over the place. But then you need to think of the additional cost of the wrapper as well.

Worked in a project where the same fields needed to handle very large numbers and at the same time handels precision for very small numbers.
The ended up with storing to fields (mantissa and exponent) for every number of such kind.
We made a class for mantissa/exponent calculations and it performed well.