[Numpy-discussion] numpy large arrays?

Timothy Hochberg tim.hochberg@ieee....
Wed Dec 12 13:40:24 CST 2007

On Dec 12, 2007 7:29 AM, Søren Dyrsting <sorendyrsting@gmail.com> wrote:

> Hi all
> I need to perform computations involving large arrays. A lot of rows and
> no more than e.g. 34 columns. My first choice is python/numpy because I'm
> already used to code in matlab.
> However I'm experiencing memory problems even though there is still 500 MB
> available (2 GB total). I have cooked down my code to following meaningless
> code snip. This code share some of the same structure and calls as my real
> program and shows the same behaviour.
> ********************************************************
> import numpy as N
> import scipy as S
> def stress():
>     x = S.randn(200000,80)
>     for i in range(8):
>         print "%(0)d" % {"0": i}
>         s = N.dot(x.T, x)
>         sd = N.array([s.diagonal()])
>         r = N.dot(N.ones((N.size(x,0),1),'d'), sd)
>         x = x + r
>         x = x / 1.01
> ********************************************************
> To different symptoms depending how big x are:
> 1) the program becomes extremely slow after a few iterations.

This appears to be because you are overflowing your floating point
variables. Once your data has INFs in it, it will tend to run much slower.

> 2) if the size of x is increased a little the program fails with the
> message "MemoryError" for example at line 'x = x + r', but different places
> in the code depending on the matrice size and which computer I'm testing.
> This might also occur after several iterations, not just during the first
> pass.

Why it would occur after several iterations I'm not sure. It's possible that
there are some cycles that it takes a while for the garbage collector to get
to and in the meantime you are chewing through all of your memory. Their are
a couple different things you could try to address that, but before you do
that, you need to clean up your algorithm and right it in idiomatic numpy. I
realize that you said the above code is meaningless, but I'm going to assume
that it's indicative of how your numpy code is written. That can be
rewritten as:

    def stress2(x):
        for i in range(8):
            print i
            x += (x**2).sum(axis=0)
            x /= 1.01
        return x.sum()

Not only is the above about sixty times faster, it's considerably clearer as
well. FWIW, on my box, which has a very similar setup to yours, neither
version throws a memory error.

> I'm using Windows XP, ActivePython, NumPy 1.0.4, SciPy  0.6.0.
> - Is there an error under the hood in NumPy?

Probably not in this case.

> - Am I balancing on the edge of the performance of Python/NumPy and should
> consider other environments. Fortran, C, BLAS, LAPACK e.t.c.

Maybe, but try cleaning things up first.

> - Am I misusing NumPy? Changing coding style will be a good workaround and
> even perform on larger datasets without errors?

Your code is doing a lot of extra work and creating a lot of temporaries.
I'd clean it up before I did anything else.

> Thanks in advance
> /Søren
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.  __
.   |-\
.  tim.hochberg@ieee.org
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