[SciPy-User] help speeding up a Runge-Kuta algorithm (cython, f2py, ...)
Sebastian Berg
sebastian@sipsolutions....
Sat Aug 4 04:07:40 CDT 2012
Hey,
Just to add what was said previously, isn't float in Cython single
precision? I doubt this was intended here and should be replaced with
DTYPE_t everywhere. Other then that it was already said, np.zeros/np.exp
is bad there...
Regards,
Sebastian
On Fr, 2012-08-03 at 14:41 -0500, Ryan Krauss wrote:
> Fortran, so fast, yet so painful. Once I got it working, it was 94
> times faster than my pure Python version.
>
> Thanks to Jim and Pauli for helping me find my error. Ironically, I
> was thinking like a C programmer. Just because a Fortran function
> declares its return value data type doesn't mean all calling functions
> or subroutines will know the data of the function when they call it.
>
> I am still open to Cython suggestions. I don't want to bring more F77
> code into the world.....
>
> On Fri, Aug 3, 2012 at 2:16 PM, Ryan Krauss <ryanlists@gmail.com> wrote:
> > Thanks for the suggestions.
> >
> >> - Do not use small numpy arrays inside loops.
> >> Use C constructs instead.
> >
> > This is where I ran into trouble with my knowledge of C. I have
> > several 3x1 arrays that I need to pass into the dxdt function,
> > multiply by scalars, and add together. I don't know how to do that
> > cleanly in C. For example:
> > x_out = x_prev + 1.0/6*(g1 + 2*g2 + 2*g3 + g4)
> > where x_prev, g1, g2, g3, and g4 are all 3x1.
> >
> > A little googling lead me to valarray's, but I don't know if that is
> > the best approach or how to use them within Cython.
> >
> > How would you do basic math on small arrays in pure C?
> >
> >
> >
> > On Fri, Aug 3, 2012 at 1:56 PM, Pauli Virtanen <pav@iki.fi> wrote:
> >> 03.08.2012 19:02, Ryan Krauss kirjoitti:
> >> [clip]
> >>> Can anyone either make my Cython or Fortran approaches work or point
> >>> me in a different direction?
> >>
> >> Regarding Cython: run
> >>
> >> cython -a runge_kuta.pyx
> >>
> >> and check the created HTML file. Slow points are highlighted with yellow.
> >>
> >> Regarding this case:
> >>
> >> - `cdef`, not `def` for the dxdt_* function
> >>
> >> - from libc.math import exp
> >>
> >> - Do not use small numpy arrays inside loops.
> >> Use C constructs instead.
> >>
> >> - Use @cython.cdivision(True), @cython.boundscheck(False)
> >>
> >>
> >>
> >> PS. Runge-Kutta
> >>
> >> --
> >> Pauli Virtanen
> >>
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