[dropping scipy-user]

Hello Andreas

PyTables is a great option and using compression (zlib, blosc, etc) will
probably help.  Additionally, I would not that since your values are
between [0, 100], you can probably get away with using 32-bit floats,
rather than 64-bit floats.  This size reduction will speed things up, but
you probably don't want to go down to 16-bit floats.

I would recommend that you store your dataset on disk and then use PyTables
Expressions [1,2] with the "out" argument to keep your results on disk as
well.  If this strategy fails because you need to simultaneously look at
multiple indexes in the same array, then I would use partially offset
iterators as described in this thread [3].  In both cases, since iterators
are automatically chunked, you never read in the whole dataset at one time
and what you are interpolating can be as large as you want :).

Let us know if you have further specific questions.

Be Well
Anthony

1.
http://pytables.github.io/usersguide/libref.html#the-expr-class-a-general-purpose-expression-evaluator
2.
https://github.com/scopatz/hdf5-is-for-lovers/blob/master/hdf5-is-for-lovers.pdf?raw=true
2.  "Nested Iteration of HDF5 using PyTables"
http://blog.gmane.org/gmane.comp.python.pytables.user/month=20130101


On Fri, May 10, 2013 at 4:58 AM, Andreas Hilboll <li...@hilboll.de> wrote:

> Hi,
>
> I'll have to code multilinear interpolation in n dimensions, n~7. My
> data space is quite large, ~10**9 points. The values are given on a
> rectangular (but not square) grid. The values are numbers in a range of
> approx. [0.0, 100.0].
>
> The challenge is to do this efficiently, and it would be great if the
> whole thing would be able to run fast on a machine with only 8G (or
> better 4G) RAM.
>
> A common task will be to interpolate 10**6 points, which souldn't take
> too long.
>
> Any ideas on how to do this efficiently are welcome:
>
> * which dtype to use?
> * is using pytables/blosc an option? How can this be integrated in the
> interpolation?
> * you name it ... ;)
>
> Cheers, Andreas.
>
>
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