[SciPy-User] Parallelizing a for loop
Wed Dec 23 16:16:35 CST 2009
2009/12/23 Askey, Scott A Capt USAF AETC AFIT/ENY <Scott.Askey@afit.edu>:
> I am looking for a good way to speed the calculation of the of the residuals and and the Jacobian of for fsolve.
> For a small problem with 10 elements (420x420) the Jacobians .04 seconds to calculate and the residuals 420x1 take .007 seconds.
> The residual and Jacobian elements are independent and calculated in a for loop.
> Is threading or multiprocessing more appropriate.
A first step, if this is possible, would be to eliminate the for loops
using numpy. Since interpreting each python statement takes a fair
number of microseconds, your code will run much faster if you can
rewrite it in terms of array operations. With a little luck it may
also simplify your code.
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