[SciPy-User] Optimizing integration routine

R. O'Gara ronogara@yahoo....
Mon Nov 22 13:15:08 CST 2010


Hi all,

I am interested in calculating many integrals of the form f(x,y,A,B)dxdy, hence integrating over x,y given parameters A,B,.... 
Since I'm exploring parameter space A,B I was first doing nested for loops, i.e.

for iA in listA:
   for iB in listB:
       dblquad(f(x,y,iA,iB), etc...)

but the problem is that it just seems to take way too long. Is there a way this could be optimized? I figured I could vectorize f and make A, B numpy arrays but scipy dbquad would give me "the function does not return a valid float" message. 

Or would rewriting this in C/Fortran be any more efficient?

Any hints/ideas are appreciated. Thank you for your time
  




      
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