On Friday, September 19, 2014 05:06:41 PM Spencer Lyon wrote: > 2. Linear interpolation. The function numpy.interp does simple piecewise > linear interpolation. We ended up using the CoordInterpGrid type from > Grid.jl to accomplish this. As of right now the interpolation steps are the > biggest bottleneck in most of the functions we have.
Performance of Grid is not terrific. There's an effort to change that (current efforts are focused at https://github.com/tlycken/Interpolations.jl). But I think it's held up now by the need to clarify exactly how to handle https://github.com/timholy/Grid.jl/issues/37. Of course, there are quite a few algorithms where, even if optimized, interpolation is the main bottleneck. But it would be less of a bottleneck if it were faster. --Tim
