[SciPy-user] Numpy/SciPy and performance optimizations

Neal Becker ndbecker2@gmail....
Wed Jan 7 07:28:20 CST 2009

Georg Holzmann wrote:

> Hallo!
> In the last days I went through some tutorials about python and
> performance optimizations, basically the two main articles I looked
> through are (and the references in there):
> - http://www.scipy.org/PerformancePython
> - http://wiki.cython.org/tutorials/numpy
> So it seems that there exist now many possibilities to speed up some
> essential parts of the python code, however, I am still not satisfied
> with those solutions.
> My problem:
> I have parts in my projects, where I have to iterate over loops (some
> recursive algorithms). In the past I developed the basic library in C++
> (using SWIG to generate python modules) - but now I want to switch fully
> to python and only optimize some small parts, because I waste too much
> time while trying to extend the C++ library, which is already quite
> complex ...
> Okay, of course weave in combination with blitz looked very attractive
> to me.
> After struggling through the documentation of weave and blitz++, I
> understood the concept and tried to implement an example.
> One example of such a typical loop would be (all variables are arrays,
> from numpy import *):
> for n in range(steps):
>      x = dot(A, x)
>      x += dot(B, u[:, n])
>      x = tanh(x)
>      y[:,n] = dot(C, r_[x,u[:,n]] )
> So I need in blitz++ some matrix-vector multiplications and similar
> stuff, which is unfortunately not very intuitive.
> One way is to use the blitz::sum function, which is IMHO not intuitive
> and very slow, slower than usual numpy (see for instance also some
> benchmark of C/C++ libraries I made last year:
> http://grh.mur.at/misc/sparselib_benchmark/index.html).
> Another way would be to use blas and write support code for every needed
> blas (or maybe also lapack) function - as for instance demonstrated in
> http://www.math.washington.edu/~jkantor/Numerical_Sage/node14.html.
> However, this was now too much work for me ...
> What I want:
> - easy embeddable C/C++ code, without having to handle a complicated
> python API (like in weave)
> - basic matrix operations (blas, maybe also lapack) available in C/C++
> - nice indexing, slicing etc. also in C/C++ (which is nice with blitz++)
> - handling of sparse matrices also in C/C++ (at least basic blas methods
> for sparse matrices)
> OK, this is quite a big wishlist ;)
> However, ATM I can think of two possible solutions:
> 1. Add some additional header files to weave/blitz, so that it is out of
> the box possible to have at least blas functions available
> 2. Writing a new type converter for weave, which supports a more feature
> rich (and faster) C++ library than blitz++
> I don't know how hard 2. would be ?
> At least I played with quite some C++ libraries last year (see again the
> benchmark http://grh.mur.at/misc/sparselib_benchmark/index.html) and
> there would be three nice candidates:
> - MTL: http://www.osl.iu.edu/research/mtl/
> - gmm++: http://home.gna.org/getfem/gmm_intro
> - flens: http://flens.sourceforge.net/
> (- maybe also boost ublas:
> http://grh.mur.at/misc/sparselib_benchmark/www.boost.org/libs/numeric/)
> These three libraries are very fast, header only libs (like blitz++) and
> also have blas, lapack and sparse support.
> See also this more general benchmark, which shows advantages of MTL
> compared to Intel BLAS, blitz, fortran, c:
> http://projects.opencascade.org/btl/
I have had best luck with boost::ublas.  Limited to 2d though.
blitz is very nice, but 2 problems:
suffers from lots of old cruft from supporting ancient c++ compilers
Poorly maintained - future uncertain IMO.

MTL is moving extremely slowly.

One very active project is eigen.  I haven't used it myself.

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