Ada*_*hes 6 python numpy vectorization scipy bessel-functions
我注意到scipy.special
n阶和参数x的Bessel函数在x中jv(n,x)
被矢量化:
In [14]: import scipy.special as sp
In [16]: sp.jv(1, range(3)) # n=1, [x=0,1,2]
Out[16]: array([ 0., 0.44005059, 0.57672481])
但是没有相应的矢量化形式的球形贝塞尔函数,sp.sph_jn
:
In [19]: sp.sph_jn(1,range(3))
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-19-ea59d2f45497> in <module>()
----> 1 sp.sph_jn(1,range(3)) #n=1, 3 value array
/home/glue/anaconda/envs/fibersim/lib/python2.7/site-packages/scipy/special/basic.pyc in sph_jn(n, z)
262 """
263 if not (isscalar(n) and isscalar(z)):
--> 264 raise ValueError("arguments must be scalars.")
265 if (n != floor(n)) or (n < 0):
266 raise ValueError("n must be a non-negative integer.")
ValueError: arguments must be scalars.
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此外,球形贝塞尔函数在一次通过中计算N的所有阶数.所以如果我想要n=5
Bessel函数作为参数x=10
,它返回n = 1,2,3,4,5.它实际上在一次传递中返回jn及其衍生物:
In [21]: sp.sph_jn(5,10)
Out[21]:
(array([-0.05440211, 0.07846694, 0.07794219, -0.03949584, -0.10558929,
-0.05553451]),
array([-0.07846694, -0.0700955 , 0.05508428, 0.09374053, 0.0132988 ,
-0.07226858]))
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为什么API中存在这种不对称性,并且有没有人知道一个库将返回矢量化的球形贝塞尔函数,或者至少更快(即在cython中)?
你可以编写一个 cython 函数来加速计算,你要做的第一件事就是获取 fortran 函数的地址SPHJ
,以下是如何在 Python 中执行此操作:
from scipy import special as sp\nsphj = sp.specfun.sphj\n\nimport ctypes\naddr = ctypes.pythonapi.PyCObject_AsVoidPtr(ctypes.py_object(sphj._cpointer))\n
Run Code Online (Sandbox Code Playgroud)\n\n然后你可以直接在Cython中调用fortran函数,注意我prange()
使用多核来加速计算:
%%cython -c-Ofast -c-fopenmp --link-args=-fopenmp\nfrom cpython.mem cimport PyMem_Malloc, PyMem_Free\nfrom cython.parallel import prange\nimport numpy as np\nimport cython\nfrom cpython cimport PyCObject_AsVoidPtr\nfrom scipy import special\n\nctypedef void (*sphj_ptr) (const int *n, const double *x, \n const int *nm, const double *sj, const double *dj) nogil\n\ncdef sphj_ptr _sphj=<sphj_ptr>PyCObject_AsVoidPtr(special.specfun.sphj._cpointer)\n\n\n@cython.wraparound(False)\n@cython.boundscheck(False)\ndef cython_sphj2(int n, double[::1] x):\n cdef int count = x.shape[0]\n cdef double * sj = <double *>PyMem_Malloc(count * sizeof(double) * (n + 1))\n cdef double * dj = <double *>PyMem_Malloc(count * sizeof(double) * (n + 1))\n cdef int * mn = <int *>PyMem_Malloc(count * sizeof(int))\n cdef double[::1] res = np.empty(count)\n cdef int i\n if count < 100:\n for i in range(x.shape[0]):\n _sphj(&n, &x[i], mn + i, sj + i*(n+1), dj + i*(n+1))\n res[i] = sj[i*(n+1) + n] #choose the element you want here \n else:\n for i in prange(count, nogil=True):\n _sphj(&n, &x[i], mn + i, sj + i*(n+1), dj + i*(n+1))\n res[i] = sj[i*(n+1) + n] #choose the element you want here\n PyMem_Free(sj)\n PyMem_Free(dj)\n PyMem_Free(mn)\n return res.base\n
Run Code Online (Sandbox Code Playgroud)\n\nsphj()
为了进行比较,下面是在 forloop 中调用的 Python 函数:
import numpy as np\ndef python_sphj(n, x):\n sphj = special.specfun.sphj\n res = np.array([sphj(n, v)[1][n] for v in x])\n return res\n
Run Code Online (Sandbox Code Playgroud)\n\n以下是 10 个元素的 %timi 结果:
\n\nx = np.linspace(1, 2, 10)\nr1 = cython_sphj2(4, x)\nr2 = python_sphj(4, x)\nassert np.allclose(r1, r2)\n%timeit cython_sphj2(4, x)\n%timeit python_sphj(4, x)\n
Run Code Online (Sandbox Code Playgroud)\n\n结果:
\n\n10000 loops, best of 3: 21.5 \xc2\xb5s per loop\n10000 loops, best of 3: 28.1 \xc2\xb5s per loop\n
Run Code Online (Sandbox Code Playgroud)\n\n以下是 100000 个元素的结果:
\n\nx = np.linspace(1, 2, 100000)\nr1 = cython_sphj2(4, x)\nr2 = python_sphj(4, x)\nassert np.allclose(r1, r2)\n%timeit cython_sphj2(4, x)\n%timeit python_sphj(4, x)\n
Run Code Online (Sandbox Code Playgroud)\n\n结果:
\n\n10 loops, best of 3: 44.7 ms per loop\n1 loops, best of 3: 231 ms per loop\n
Run Code Online (Sandbox Code Playgroud)\n
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