John Hunter wrote:
Partly as an excuse to learn cython, and partly because I need to eke
out some extra performance of a neighborhood search, I tried to code
up a brute force neighborhood search in cython around an N-dimensional
point p.  I need to incrementally add a point, do a search, add
another point, do another search, so some of the algorithms like those
in scipy.stats.spatial which assume a static data structure with lots
of searches over it probably won't help me.

I wrote some cython code to grow a Npoints x Ndimensions numpy array
(doubling in size every time I exceed Npoints) and then doing a brute
force request for all points within a radius r using a euclidean
distance.  The code is working fine, but it is still slower than a
simple numpy implementation (damn you numpy performance!)

A couple small changes speed it up quite a bit:

efir...@manini:~/temp/nnbf$   python test_nnbf.py
loading data... this could take a while
testing nnbf...
    10 trials: mean=0.0150, min=0.0100
testing numpy...
    10 trials: mean=0.0660, min=0.0600

It is all a matter of keeping Python objects and function calls out of inner loops. I suspect there is quite a bit more that could be done in that regard, but I haven't looked.

Eric
"""
A brute force nearest neighbor routine with incremental add.  The
internal array data structure grows as you add points
"""

import numpy as np
cimport numpy as np

cdef extern from "math.h":
     float sqrt(float)

cdef inline int is_neighbor(int n, double*row, double*pp, double d2max):
    """
    return 1 if the sum-of-squares of n length array row[j]-pp[j] <= d2max
    """
    cdef int j
    cdef double d, d2

    d2 = 0.

    for j in range(n):
        d = row[j] - pp[j]
        d2 += d*d
        if d2>d2max:
            return 0
    return 1

cdef class NNBF:
    cdef readonly object data
    #cdef double* raw_data
    cdef readonly int n, numrows, numpoints

    def __init__(self, n):
        """
        create a buffer to hold n dimensional points
        """
        #cdef np.ndarray[double, ndim=2] inner_data


        self.n = n
        self.numrows = 100
        #  XXX how to create mepty as contiguous w/o copy?
        self.data = np.empty((self.numrows, self.n), dtype=np.float)
        #inner_data = self.data
        #self.raw_data = <double*>inner_data.data
        self.numpoints = 0


    def add(NNBF self, object point):
        """
        add a point to the buffer, grow if necessary
        """
        #cdef np.ndarray[double, ndim=2] inner_data
        cdef np.ndarray[double, ndim=1] pp
        pp = np.asarray(point).astype(np.float)


        self.data[self.numpoints] = pp
        self.numpoints += 1
        if self.numpoints==self.numrows:
            ## XXX do I need to do memory management here, eg free
            ## raw_data if I were using it?
            self.numrows *= 2
            newdata = np.empty((self.numrows, self.n), np.float)
            newdata[:self.numpoints] = self.data
            self.data = newdata
            #self.raw_data = <double*>inner_data.data

    def get_data(NNBF self):
        """
        return a copy of data added so far as a numpoints x n array
        """
        return self.data[:self.numpoints]


    def find_neighbors(NNBF self, object point, double radius):
        """
        return a list of indices into data which are within radius
        from point
        """
        cdef int i, neighbor, n
        cdef double d2max
        cdef np.ndarray[double, ndim=1] pp
        #cdef np.ndarray[double, ndim=1] row
        cdef double * dataptr
        dataptr = <double*> self.data.data

        if len(point)!=self.n:
            raise ValueError('Expected a length %d vector'%self.n)

        pp = np.asarray(point).astype(np.float)

        d2max = radius*radius
        neighbors = []
        n = self.n


        for i in range(self.numpoints):
            # XXX : is there a more efficient way to access the row
            # data?  Can/should we be using raw_data here?
            #row = self.data[i]
            neighbor = is_neighbor(
                n,
                #<double*>row.data,
                dataptr + i,
                <double*>pp.data,
                d2max)

            # if the number of points in the cluster is small, the
            # python list performance should not kill us
            if neighbor:
                neighbors.append(i)

        return neighbors


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