Numpy, the Python foundation for number crunching

Numpy, the Python foundation for number crunching

• 1.
  Numpy, the Python foundation for number crunching Didrik Pinte, Enthought London Data Science meetup Monday 22 October 2012
• 2.
  Number crunching? •High-level api •Interactivity & visualization •Performance •Low-level access Monday 22 October 2012
• 3.
  Evidence ? Clyther PyOpenGL PyCuda PyAlgoTrade PyTrilinos Joblib numpy-boost petsc4py Monday 22 October 2012
• 4.
  Evidence ? Clyther PyOpenGL PyCuda PyAlgoTrade PyTrilinos Joblib numpy-boost petsc4py Monday 22 October 2012
• 5.
  Why then? •The API ... •Simple but powerful memory model •Open access to the data Monday 22 October 2012
• 6.
  Array data structure Monday22 October 2012
• 7.
  Let’s look atthe code! •Examples: – API / interactivity – memory management with stride_tricks – pikos – extensions with talib –(joblib, memmap/multiprocessing, ipython //) Monday 22 October 2012
• 8.
  API / interactivity Monday22 October 2012
• 9.
  Memory management 1 2 3 4 5 6 7 8 9 10 11 12 = 1 2 3 4 2 3 4 5 3 4 5 6 4 5 6 7 5 6 7 8 6 7 8 9 7 8 9 10 8 9 10 11 ... Monday 22 October 2012
• 10.
  Memory management Shape 12, Strides8, 1 2 3 4 5 6 7 8 9 10 11 12 = 1 2 3 4 Shape 9,4, 2 3 4 5 Strides 8,8 3 4 5 6 4 5 6 7 5 6 7 8 6 7 8 9 7 8 9 10 8 9 10 11 ... Monday 22 October 2012
• 11.
  Memory management -pikos Monday 22 October 2012
• 12.
  Memory management -chaco Monday 22 October 2012
• 13.
  Low level access %timeit talib.moving_average(adj_close, optInTimePeriod=5) 100000 loops, best of 3: 7.67 us per loop %timeit as_strided(adj_close, shape=(len(adj_close)-4, 5), strides=(8, 8)).mean (axis=1) 10000 loops, best of 3: 28.2 us per loop Monday 22 October 2012
• 14.
  Conclusion •It’s obvious, no? Monday 22 October 2012
• 15.
  Q&A? Monday 22 October2012