[Numpy-discussion] suggested change of behavior for interp
Nathaniel Smith
njs@pobox....
Wed Jun 5 09:33:55 CDT 2013
On Wed, Jun 5, 2013 at 3:16 PM, Slavin, Jonathan
<jslavin@cfa.harvard.edu> wrote:
> The simplest monotonicity test that I've seen is:
>
> dx = np.diff(x)
> monotonic = np.all(dx < 0.) or np.all(dx > 0.)
>
> I expect that this is pretty fast, though I haven't tested it yet. If we
> want to make checking optional, then I think the default should be to check
> with the option to skip the check.
The slow down people are worried about is, suppose that 'xp' has
1,000,000 entries, and the user wants to interpolate 1 point. If we
can assume the array is sorted, then we can find which bin the 1 point
falls into by using binary search (np.searchsorted), which will
require examining ~log2(1,000,000) = 20 entries in the array. Checking
that it's sorted, though, will require examining all 1,000,000 points
-- it turns an O(log n) operation into an O(n) operation. And if this
is being called as part of some larger algorithm, this effect can
cascade -- if it gets called m times from a loop, now that's O(mn)
instead of (m log n), etc. That's often the difference between
tractable and intractable.
If you submit a PR that gives interp the option to check for
monotonicity, then we'll almost certainly merge it :-). If you also
make it the default then there might be some debate, though I'd argue
for it...
Whether interp should accept descending inputs is a separate issue and
probably more contentious; I'm weakly against it myself, as
unnecessary magic when you can just say np.interp(x, xp[::-1],
fp[::-1]).
-n
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