Now I am clear. I guess the vectorized notation speeds up difference equations describing FIR structures, whereas IIR ones won't benefit.
Francesco Barale wrote: > > Hello everyone, > > After reading the very good post > http://technicaldiscovery.blogspot.com/2011/06/speeding-up-python-numpy-cython-and.html > and the book by H. P. Langtangen 'Python scripting for computational > science' I was trying to speed up the execution of a loop on numpy arrays > being used to describe a simple difference equation. > > The actual code I am working on involves some more complicated equations, > but I am having the same exact behavior as described below. To test the > improvement in speed I wrote the following in vect_try.py: > > #!/usr/bin/python > import numpy as np > import matplotlib.pyplot as plt > > dt = 0.02 #time step > time = np.arange(0,2,dt) #time array > u = np.sin(2*np.pi*time) #input signal array > > def vect_int(u,y): #vectorized function > n = u.size > y[1:n] = y[0:n-1] + u[1:n] > return y > > def sc_int(u,y): #scalar function > y = y + u > return y > > def calc_vect(u, func=vect_int): > out = np.zeros(u.size) > for i in xrange(u.size): > out = func(u,out) > return out > > def calc_sc(u, func=sc_int): > out = np.zeros(u.size) > for i in xrange(u.size-1): > out[i+1] = func(u[i+1],out[i]) > return out > > To verify the execution time I've used the timeit function in Ipython: > > import vect_try as vt > timeit vt.calc_vect(vt.u) --> 1000 loops, best of 3: 494 us per loop > timeit vt.calc_sc(vt.u) -->10000 loops, best of 3: 92.8 us per loop > > As you can see the scalar implementation looping one item at the time > (calc_sc) is 494/92.8~5.3 times faster than the vectorized one > (calc_vect). > > My problem consists in the fact that I need to iterate the execution of > vect_int in order for it to operate on all the elements of the input > array. If I execute vect_int only once, it will only operate on the first > slice of the vectors leaving the remaining untouched. My understanding was > that the vector expression y[1:n] = y[0:n-1] + u[1:n] was supposed to > iterate over all the array, but that's not happening for me. Can anyone > tell me what I am doing wrong? > > Thanks! > Francesco > > -- View this message in context: http://old.nabble.com/problem-with-vectorized-difference-equation-tp33641688p33646154.html Sent from the Numpy-discussion mailing list archive at Nabble.com. _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
