#4206: [with patch, needs work] convert RDF and CDF vectors to use numpy
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Reporter: jason | Owner: was
Type: enhancement | Status: new
Priority: major | Milestone: sage-3.2.1
Component: linear algebra | Resolution:
Keywords: |
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Comment (by jason):
Okay, after spending some time optimizing the time_series.pyx code, we are
*faster* (for interesting big cases):
before patch:
{{{
sage: v = finance.TimeSeries([1..1e3])
sage: %timeit v.vector()
10000 loops, best of 3: 132 µs per loop
sage: v = finance.TimeSeries([1..1e4])
sage: %timeit v.vector()
1000 loops, best of 3: 198 µs per loop
sage: v = finance.TimeSeries([1..1e5])
sage: %timeit v.vector()
100 loops, best of 3: 2.02 ms per loop
sage: v = finance.TimeSeries([1..1e6])
%timeit v.vector()
sage: %timeit v.vector()
10 loops, best of 3: 17.1 ms per loop
}}}
after patch:
{{{
sage: v = finance.TimeSeries([1..1e3])
sage: %timeit v.vector()
10000 loops, best of 3: 148 µs per loop
sage: v = finance.TimeSeries([1..1e4])
sage: %timeit v.vector()
1000 loops, best of 3: 222 µs per loop
sage: v = finance.TimeSeries([1..1e5])
sage: %timeit v.vector()
1000 loops, best of 3: 1.26 ms per loop
sage: v = finance.TimeSeries([1..1e6])
sage: %timeit v.vector()
100 loops, best of 3: 10.1 ms per loop
}}}
--
Ticket URL: <http://trac.sagemath.org/sage_trac/ticket/4206#comment:12>
Sage <http://sagemath.org/>
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