[Numpy-discussion] Funky vectorisation question

[David Warde-Farley]

On 29-Apr-09, at 5:49 PM, Dan Goodman wrote:

> Thanks David, that's nice but unfortunately that Python loop will kill
> me. I'm thinking about some simulation code I'm writing where this
> operation will be carried out many, many times, with large arrays I. I
> figure I need to keep the Python overheads to a fixed cost to get good
> performance.


I see. Well, keep in mind that the loop only scales in the number of  
unique elements in I, rather than the total number of elements. This  
might make it much less costly than you might think depending on the  
typical distribution of elements in I.

Have you considered coding up a looped version in Cython? If this is  
going to be a bottleneck then it would be very worthwhile. Stéfan's  
code is clever, although as he points out, it will create an  
intermediate array of size (len(I))**2, which may end up being as much  
of a problem as a Python loop if you're allocating and garbage  
collecting an N**2 array every time.

David