[Numpy-discussion] Why is numpy.abs so much slower on complex64 than complex128 under windows 32-bit?
Tue Apr 10 13:13:01 CDT 2012
On 4/10/12 11:43 AM, Henry Gomersall wrote:
> On 10/04/2012 17:57, Francesc Alted wrote:
>>> I'm using numexpr in the end, but this is slower than numpy.abs under linux.
>> Oh, you mean the windows version of abs(complex64) in numexpr is slower
>> than a pure numpy.abs(complex64) under linux? That's weird, because
>> numexpr has an independent implementation of the complex operations from
>> NumPy machinery. Here it is how abs() is implemented in numexpr:
>> static void
>> nc_abs(cdouble *x, cdouble *r)
>> r->real = sqrt(x->real*x->real + x->imag*x->imag);
>> r->imag = 0;
>> [as I said, only the double precision version is implemented, so you
>> have to add here the cost of the cast too]
> hmmm, I can't seem to reproduce that assertion, so ignore it.
>> Hmm, considering all of these facts, it might be that sqrtf() on windows
>> is under-performing? Can you try this:
>> In : a = numpy.linspace(0, 1, 1e6)
>> In : b = numpy.float32(a)
>> In : timeit c = numpy.sqrt(a)
>> 100 loops, best of 3: 5.64 ms per loop
>> In : timeit c = numpy.sqrt(b)
>> 100 loops, best of 3: 3.77 ms per loop
>> and tell us the results for windows?
> In : timeit c = numpy.sqrt(a)
> 100 loops, best of 3: 21.4 ms per loop
> In : timeit c = numpy.sqrt(b)
> 100 loops, best of 3: 12.5 ms per loop
> So, all sensible there it seems.
> Taking this to the next stage...
> In : a = numpy.random.randn(256,2048) + 1j*numpy.random.randn(256,2048)
> In : b = numpy.complex64(a)
> In : timeit numpy.sqrt(a*numpy.conj(a))
> 10 loops, best of 3: 61.9 ms per loop
> In : timeit numpy.sqrt(b*numpy.conj(b))
> 10 loops, best of 3: 27.2 ms per loop
> In : timeit numpy.abs(a) # for comparison
> 10 loops, best of 3: 30 ms per loop
> In : timeit numpy.abs(b) # and again (slow slow slow)
> 1 loops, best of 3: 153 ms per loop
> I can confirm the results are correct. So, it really is in numpy.abs.
Yup, definitely seems an issues of numpy.abs for complex64 on windows.
Could you file a ticket on this please?
>> PD: if you are using numexpr on windows, you may want to use the MKL
>> linked version, which uses the abs of MKL, that should have considerably
>> better performance.
> I'd love to - I presume this would mean me buying an MKL license? If
> not, where do I find the MKL linked version?
Well, depending on what you do, you may want to use Golke's version:
where part of the packages here comes with MKL included (in particular
However, after having a look at numexpr sources, I found that the abs()
version is not using MKL (apparently due to some malfunction of the
latter; maybe this has been solved already).
So, don't expect a speedup by using MKL in this case.
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