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pythonperformancenumpyscientific-computing

Why numpy is 'slow' by itself?


Given the thread here

It seems that numpy is not the most ideal for ultra fast calculation. Does anyone know what overhead we must be aware of when using numpy for numerical calculation?


Solution

  • Well, depends on what you want to do. XOR is, for instance, hardly relevant for someone interested in doing numerical linear algebra (for which numpy is pretty fast, by virtue of using optimized BLAS/LAPACK libraries underneath).

    Generally, the big idea behind getting good performance from numpy is to amortize the cost of the interpreter over many elements at a time. In other words, move the loops from python code (slow) into C/Fortran loops somewhere in the numpy/BLAS/LAPACK/etc. internals (fast). If you succeed in that operation (called vectorization) performance will usually be quite good.

    Of course, you can obviously get even better performance by dumping the python interpreter and using, say, C++ instead. Whether this approach actually succeeds or not depends on how good you are at high performance programming with C++ vs. numpy, and what operation exactly you're trying to do.