优化通过每个元素迭代的NumPy矩阵之和

时间:2014-10-06 10:08:17

标签: python performance numpy matrix cython

我正在使用opencv使用 numpy 1.9 python 2.7 ,处理大型矩阵,我必须多次进行以下操作

def sumShifted(A):  # A: numpy array 1000*1000*10
    return A[:, 0:-1] + A[:, 1:]    

如果可能,我想优化此操作;我试过Cython,但我没有得到任何明显的改善,但我不排除这是因为我的执行不好。

有没有办法让它更快?

修改sumShifted在这样的for循环中被调用:

for i in xrange(0, 400):
    # ... Various operations on B
    A = sumShifted(B)
    # ... Other operations on B


#More detailed
for i in xrange(0, 400):
    A = sumShifted(a11)
    B = sumShifted(a12)
    C = sumShifted(b12)
    D = sumShifted(b22)

    v = -upQ12/upQ11

    W, X, Z = self.function1( input_matrix, v, A, C[:,:,4], D[:,:,4] )
    S, D, F = self.function2( input_matrix, v, A, C[:,:,5], D[:,:,5] )
    AA      = self.function3( input_matrix, v, A, C[:,:,6], D[:,:,6] )
    BB      = self.function4( input_matrix, v, A, C[:,:,7], D[:,:,7] )

EDIT2 :根据您的建议,我创建了两个可运行的基准测试(使用Cython),将4个sumShifted方法合并为一个。

A, B, C, D= improvedSumShifted(E, F, G, H)
#E,F: 1000x1000 matrices
#G,H: 1000x1000x8 matrices

#first implementation
def improvedSumShifted(np.ndarray[dtype_t, ndim=2] a, np.ndarray[dtype_t, ndim=2] b, np.ndarray[dtype_t, ndim=3] c, np.ndarray[dtype_t, ndim=3] d):
  cdef unsigned int i,j,k;
  cdef unsigned int w = a.shape[0], h = a.shape[1]-1, z = c.shape[2]
  cdef np.ndarray[dtype_t, ndim=2] aa = np.empty((w, h))
  cdef np.ndarray[dtype_t, ndim=2] bb = np.empty((w, h))
  cdef np.ndarray[dtype_t, ndim=3] cc = np.empty((w, h, z))
  cdef np.ndarray[dtype_t, ndim=3] dd = np.empty((w, h, z))
  with cython.boundscheck(False), cython.wraparound(False), cython.overflowcheck(False), cython.nonecheck(False):
    for i in range(w):
      for j in range(h):
        aa[i,j] = a[i,j] + a[i,j+1]
        bb[i,j] = b[i,j] + b[i,j+1]
        for k in range(z):
          cc[i,j,k] = c[i,j,k] + c[i,j+1,k]
          dd[i,j,k] = d[i,j,k] + d[i,j+1,k]
return aa, bb, cc, dd

#second implementation
def improvedSumShifted(np.ndarray[dtype_t, ndim=2] a, np.ndarray[dtype_t, ndim=2] b, np.ndarray[dtype_t, ndim=3] c, np.ndarray[dtype_t, ndim=3] d):
  cdef unsigned int i,j,k;
  cdef unsigned int w = a.shape[0], h = a.shape[1]-1, z = c.shape[2]
  cdef np.ndarray[dtype_t, ndim=2] aa = np.copy(a[:, 0:h])
  cdef np.ndarray[dtype_t, ndim=2] bb = np.copy(b[:, 0:h])
  cdef np.ndarray[dtype_t, ndim=3] cc = np.copy(c[:, 0:h])
  cdef np.ndarray[dtype_t, ndim=3] dd = np.copy(d[:, 0:h])
  with cython.boundscheck(False), cython.wraparound(False), cython.overflowcheck(False), cython.nonecheck(False):
  for i in range(w):
    for j in range(h):
      aa[i,j] += a[i,j+1]
      bb[i,j] += b[i,j+1]
      for k in range(z):
        cc[i,j,k] += c[i,j+1,k]
        dd[i,j,k] += d[i,j+1,k]

return aa, bb, cc, dd

1 个答案:

答案 0 :(得分:6)

这个函数不太可能进一步加速:它在python级别上只进行了四次操作:

  1. (2x)对输入执行切片。这些切片非常快,因为它们只需要一些整数运算来计算新的步幅和大小。
  2. 为输出分配新数组。对于这样一个简单的功能,这是一个很大的负担。
  3. 评估两个切片上的np.add ufunc,这是一项在numpy中高度优化的操作。
  4. 事实上,我的基准测试显示使用numba或cython没有任何改善。在我的机器上,如果输出数组是预先分配的,我每次调用时一直得到~30 ms,如果考虑到内存分配,则为~50 ms。

    纯粹的numpy版本:

    import numpy as np
    
    def ss1(A):
        return np.add(A[:,:-1,:],A[:,1:,:])
    
    def ss2(A,output):
        return np.add(A[:,:-1,:],A[:,1:,:],output)
    

    cython版本:

    import numpy as np
    cimport numpy as np
    cimport cython
    
    def ss3(np.float64_t[:,:,::1] A not None):
        cdef unsigned int i,j,k;
        cdef np.float64_t[:,:,::1] ret = np.empty((A.shape[0],A.shape[1]-1,A.shape[2]),'f8')
        with cython.boundscheck(False), cython.wraparound(False):
            for i in range(A.shape[0]):
                for j in range(A.shape[1]-1):
                    for k in range(A.shape[2]):
                        ret[i,j,k] = A[i,j,k] + A[i,j+1,k]
        return ret
    
    def ss4(np.float64_t[:,:,::1] A not None, np.float64_t[:,:,::1] ret not None):
        cdef unsigned int i,j,k;
        assert ret.shape[0]>=A.shape[0] and ret.shape[1]>=A.shape[1]-1 and ret.shape[2]>=A.shape[2]
        with cython.boundscheck(False), cython.wraparound(False):
            for i in range(A.shape[0]):
                for j in range(A.shape[1]-1):
                    for k in range(A.shape[2]):
                        ret[i,j,k] = A[i,j,k] + A[i,j+1,k]
        return ret
    

    numba版本(当前numba 0.14.0无法在优化函数中分配新数组):

    @numba.njit('f8[:,:,:](f8[:,:,:],f8[:,:,:])')
    def ss5(A,output):
        for i in range(A.shape[0]):
            for j in range(A.shape[1]-1):
                for k in range(A.shape[2]):
                    output[i,j,k] = A[i,j,k] + A[i,j+1,k]
        return output
    

    以下是时间:

    >>> A = np.random.randn((1000,1000,10))
    >>> output = np.empty((A.shape[0],A.shape[1]-1,A.shape[2]))
    
    >>> %timeit ss1(A)
    10 loops, best of 3: 50.2 ms per loop
    
    >>> %timeit ss2(A,output)
    10 loops, best of 3: 30.8 ms per loop
    
    >>> %timeit ss3(A)
    10 loops, best of 3: 50.8 ms per loop
    
    >>> %timeit ss4(A,output)
    10 loops, best of 3: 30.9 ms per loop
    
    >>> %timeit ss5(A,output)
    10 loops, best of 3: 31 ms per loop