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diff --git a/doc/source/reference/arrays.nditer.cython.rst b/doc/source/reference/arrays.nditer.cython.rst new file mode 100644 index 000000000..2cc7763ed --- /dev/null +++ b/doc/source/reference/arrays.nditer.cython.rst @@ -0,0 +1,147 @@ +Putting the Inner Loop in Cython +================================ + +Those who want really good performance out of their low level operations +should strongly consider directly using the iteration API provided +in C, but for those who are not comfortable with C or C++, Cython +is a good middle ground with reasonable performance tradeoffs. For +the :class:`nditer` object, this means letting the iterator take care +of broadcasting, dtype conversion, and buffering, while giving the inner +loop to Cython. + +For our example, we'll create a sum of squares function. To start, +let's implement this function in straightforward Python. We want to +support an 'axis' parameter similar to the numpy :func:`sum` function, +so we will need to construct a list for the `op_axes` parameter. +Here's how this looks. + +.. admonition:: Example + + >>> def axis_to_axeslist(axis, ndim): + ... if axis is None: + ... return [-1] * ndim + ... else: + ... if type(axis) is not tuple: + ... axis = (axis,) + ... axeslist = [1] * ndim + ... for i in axis: + ... axeslist[i] = -1 + ... ax = 0 + ... for i in range(ndim): + ... if axeslist[i] != -1: + ... axeslist[i] = ax + ... ax += 1 + ... return axeslist + ... + >>> def sum_squares_py(arr, axis=None, out=None): + ... axeslist = axis_to_axeslist(axis, arr.ndim) + ... it = np.nditer([arr, out], flags=['reduce_ok', + ... 'buffered', 'delay_bufalloc'], + ... op_flags=[['readonly'], ['readwrite', 'allocate']], + ... op_axes=[None, axeslist], + ... op_dtypes=['float64', 'float64']) + ... with it: + ... it.operands[1][...] = 0 + ... it.reset() + ... for x, y in it: + ... y[...] += x*x + ... return it.operands[1] + ... + >>> a = np.arange(6).reshape(2,3) + >>> sum_squares_py(a) + array(55.0) + >>> sum_squares_py(a, axis=-1) + array([ 5., 50.]) + +To Cython-ize this function, we replace the inner loop (y[...] += x*x) with +Cython code that's specialized for the float64 dtype. With the +'external_loop' flag enabled, the arrays provided to the inner loop will +always be one-dimensional, so very little checking needs to be done. + +Here's the listing of sum_squares.pyx:: + + import numpy as np + cimport numpy as np + cimport cython + + def axis_to_axeslist(axis, ndim): + if axis is None: + return [-1] * ndim + else: + if type(axis) is not tuple: + axis = (axis,) + axeslist = [1] * ndim + for i in axis: + axeslist[i] = -1 + ax = 0 + for i in range(ndim): + if axeslist[i] != -1: + axeslist[i] = ax + ax += 1 + return axeslist + + @cython.boundscheck(False) + def sum_squares_cy(arr, axis=None, out=None): + cdef np.ndarray[double] x + cdef np.ndarray[double] y + cdef int size + cdef double value + + axeslist = axis_to_axeslist(axis, arr.ndim) + it = np.nditer([arr, out], flags=['reduce_ok', 'external_loop', + 'buffered', 'delay_bufalloc'], + op_flags=[['readonly'], ['readwrite', 'allocate']], + op_axes=[None, axeslist], + op_dtypes=['float64', 'float64']) + with it: + it.operands[1][...] = 0 + it.reset() + for xarr, yarr in it: + x = xarr + y = yarr + size = x.shape[0] + for i in range(size): + value = x[i] + y[i] = y[i] + value * value + return it.operands[1] + +On this machine, building the .pyx file into a module looked like the +following, but you may have to find some Cython tutorials to tell you +the specifics for your system configuration.:: + + $ cython sum_squares.pyx + $ gcc -shared -pthread -fPIC -fwrapv -O2 -Wall -I/usr/include/python2.7 -fno-strict-aliasing -o sum_squares.so sum_squares.c + +Running this from the Python interpreter produces the same answers +as our native Python/NumPy code did. + +.. admonition:: Example + + >>> from sum_squares import sum_squares_cy + >>> a = np.arange(6).reshape(2,3) + >>> sum_squares_cy(a) + array(55.0) + >>> sum_squares_cy(a, axis=-1) + array([ 5., 50.]) + +Doing a little timing in IPython shows that the reduced overhead and +memory allocation of the Cython inner loop is providing a very nice +speedup over both the straightforward Python code and an expression +using NumPy's built-in sum function.:: + + >>> a = np.random.rand(1000,1000) + + >>> timeit sum_squares_py(a, axis=-1) + 10 loops, best of 3: 37.1 ms per loop + + >>> timeit np.sum(a*a, axis=-1) + 10 loops, best of 3: 20.9 ms per loop + + >>> timeit sum_squares_cy(a, axis=-1) + 100 loops, best of 3: 11.8 ms per loop + + >>> np.all(sum_squares_cy(a, axis=-1) == np.sum(a*a, axis=-1)) + True + + >>> np.all(sum_squares_py(a, axis=-1) == np.sum(a*a, axis=-1)) + True |