6

我注意到scipy.specialn 阶贝塞尔函数和参数 xjv(n,x)在 x 中被矢量化:

In [14]: import scipy.special as sp In [16]: sp.jv(1, range(3)) # n=1, [x=0,1,2] Out[16]: array([ 0., 0.44005059, 0.57672481])

但是没有相应的球面贝塞尔函数的矢量化形式sp.sph_jn

In [19]: sp.sph_jn(1,range(3)) 

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-19-ea59d2f45497> in <module>()
----> 1 sp.sph_jn(1,range(3)) #n=1, 3 value array

/home/glue/anaconda/envs/fibersim/lib/python2.7/site-packages/scipy/special/basic.pyc in sph_jn(n, z)
    262     """
    263     if not (isscalar(n) and isscalar(z)):
--> 264         raise ValueError("arguments must be scalars.")
    265     if (n != floor(n)) or (n < 0):
    266         raise ValueError("n must be a non-negative integer.")

ValueError: arguments must be scalars.

此外,球面贝塞尔函数一次计算 N 的所有阶数。因此,如果我想要n=5Bessel 函数作为参数x=10,它会返回 n=1,2,3,4,5。它实际上一次返回 jn 及其导数:

In [21]: sp.sph_jn(5,10)
Out[21]: 
(array([-0.05440211,  0.07846694,  0.07794219, -0.03949584, -0.10558929,
        -0.05553451]),
 array([-0.07846694, -0.0700955 ,  0.05508428,  0.09374053,  0.0132988 ,
        -0.07226858]))

为什么 API 中存在这种不对称性,有没有人知道一个库会返回向量化的球形贝塞尔函数,或者至少更快(即在 cython 中)?

4

3 回答 3

4

您可以编写一个 cython 函数来加快计算速度,您必须做的第一件事是获取 fortran 函数的地址,以下SPHJ是如何在 Python 中执行此操作:

from scipy import special as sp
sphj = sp.specfun.sphj

import ctypes
addr = ctypes.pythonapi.PyCObject_AsVoidPtr(ctypes.py_object(sphj._cpointer))

然后你可以直接在 Cython 中调用 fortran 函数,注意我prange()使用多核来加速计算:

%%cython -c-Ofast -c-fopenmp --link-args=-fopenmp
from cpython.mem cimport PyMem_Malloc, PyMem_Free
from cython.parallel import prange
import numpy as np
import cython
from cpython cimport PyCObject_AsVoidPtr
from scipy import special

ctypedef void (*sphj_ptr) (const int *n, const double *x, 
                            const int *nm, const double *sj, const double *dj) nogil

cdef sphj_ptr _sphj=<sphj_ptr>PyCObject_AsVoidPtr(special.specfun.sphj._cpointer)


@cython.wraparound(False)
@cython.boundscheck(False)
def cython_sphj2(int n, double[::1] x):
    cdef int count = x.shape[0]
    cdef double * sj = <double *>PyMem_Malloc(count * sizeof(double) * (n + 1))
    cdef double * dj = <double *>PyMem_Malloc(count * sizeof(double) * (n + 1))
    cdef int * mn    = <int *>PyMem_Malloc(count * sizeof(int))
    cdef double[::1] res = np.empty(count)
    cdef int i
    if count < 100:
        for i in range(x.shape[0]):
            _sphj(&n, &x[i], mn + i, sj + i*(n+1), dj + i*(n+1))
            res[i] = sj[i*(n+1) + n]    #choose the element you want here        
    else:
        for i in prange(count,  nogil=True):
            _sphj(&n, &x[i], mn + i, sj + i*(n+1), dj + i*(n+1))
            res[i] = sj[i*(n+1) + n]    #choose the element you want here
    PyMem_Free(sj)
    PyMem_Free(dj)
    PyMem_Free(mn)
    return res.base

sphj()为了比较,这里是在 forloop中调用的 Python 函数:

import numpy as np
def python_sphj(n, x):
    sphj = special.specfun.sphj
    res = np.array([sphj(n, v)[1][n] for v in x])
    return res

这是 10 个元素的 %timit 结果:

x = np.linspace(1, 2, 10)
r1 = cython_sphj2(4, x)
r2 = python_sphj(4, x)
assert np.allclose(r1, r2)
%timeit cython_sphj2(4, x)
%timeit python_sphj(4, x)

结果:

10000 loops, best of 3: 21.5 µs per loop
10000 loops, best of 3: 28.1 µs per loop

这是 100000 个元素的结果:

x = np.linspace(1, 2, 100000)
r1 = cython_sphj2(4, x)
r2 = python_sphj(4, x)
assert np.allclose(r1, r2)
%timeit cython_sphj2(4, x)
%timeit python_sphj(4, x)

结果:

10 loops, best of 3: 44.7 ms per loop
1 loops, best of 3: 231 ms per loop
于 2015-02-11T01:15:13.480 回答
3

如果有人仍然感兴趣,我发现一种解决方案比 Ted Pudlik 的解决方案快近 17 倍。我使用了 n 阶球形贝塞尔函数本质上是 n+1/2 阶标准贝塞尔函数的 1/sqrt(x) 倍的事实,该函数已经矢量化:

import numpy as np
from scipy import special

sphj_bessel = lambda n, z: special.jv(n+1/2,z)*np.sqrt(np.pi/2)/(np.sqrt(z))

我得到了以下时间:

%timeit sphj_vectorize(2, x) # x = np.linspace(1, 2, 10**5)
1 loops, best of 3: 759 ms per loop

%timeit sphj_bessel(2,x) # x = np.linspace(1, 2, 10**5)
10 loops, best of 3: 44.6 ms per loop
于 2016-04-04T14:57:16.300 回答
1

有一个拉取请求将向量化球形贝塞尔函数例程合并到 SciPy 中scipy.special.spherical_x,如x = jn, yn, in, kn. 运气好的话,他们应该会进入 0.18.0 版。

对(即,for 循环)的性能改进np.vectorize取决于函数,但可以是数量级。

import numpy as np
from scipy import special

@np.vectorize
def sphj_vectorize(n, z):
    return special.sph_jn(n, z)[0][-1]

x = np.linspace(1, 2, 10**5)

%timeit sphj_vectorize(4, x)
1 loops, best of 3: 1.47 s per loop

%timeit special.spherical_jn(4, x)
100 loops, best of 3: 8.07 ms per loop
于 2016-01-01T19:18:19.657 回答