Invert particular bits in a byte array [duplicate] - python

What is the most efficient way to map a function over a numpy array? I am currently doing:
import numpy as np
x = np.array([1, 2, 3, 4, 5])
# Obtain array of square of each element in x
squarer = lambda t: t ** 2
squares = np.array([squarer(xi) for xi in x])
However, this is probably very inefficient, since I am using a list comprehension to construct the new array as a Python list before converting it back to a numpy array. Can we do better?

I've tested all suggested methods plus np.array(list(map(f, x))) with perfplot (a small project of mine).
Message #1: If you can use numpy's native functions, do that.
If the function you're trying to vectorize already is vectorized (like the x**2 example in the original post), using that is much faster than anything else (note the log scale):
If you actually need vectorization, it doesn't really matter much which variant you use.
Code to reproduce the plots:
import numpy as np
import perfplot
import math
def f(x):
# return math.sqrt(x)
return np.sqrt(x)
vf = np.vectorize(f)
def array_for(x):
return np.array([f(xi) for xi in x])
def array_map(x):
return np.array(list(map(f, x)))
def fromiter(x):
return np.fromiter((f(xi) for xi in x), x.dtype)
def vectorize(x):
return np.vectorize(f)(x)
def vectorize_without_init(x):
return vf(x)
b = perfplot.bench(
setup=np.random.rand,
n_range=[2 ** k for k in range(20)],
kernels=[
f,
array_for,
array_map,
fromiter,
vectorize,
vectorize_without_init,
],
xlabel="len(x)",
)
b.save("out1.svg")
b.show()

How about using numpy.vectorize.
import numpy as np
x = np.array([1, 2, 3, 4, 5])
squarer = lambda t: t ** 2
vfunc = np.vectorize(squarer)
vfunc(x)
# Output : array([ 1, 4, 9, 16, 25])

TL;DR
As noted by #user2357112, a "direct" method of applying the function is always the fastest and simplest way to map a function over Numpy arrays:
import numpy as np
x = np.array([1, 2, 3, 4, 5])
f = lambda x: x ** 2
squares = f(x)
Generally avoid np.vectorize, as it does not perform well, and has (or had) a number of issues. If you are handling other data types, you may want to investigate the other methods shown below.
Comparison of methods
Here are some simple tests to compare three methods to map a function, this example using with Python 3.6 and NumPy 1.15.4. First, the set-up functions for testing:
import timeit
import numpy as np
f = lambda x: x ** 2
vf = np.vectorize(f)
def test_array(x, n):
t = timeit.timeit(
'np.array([f(xi) for xi in x])',
'from __main__ import np, x, f', number=n)
print('array: {0:.3f}'.format(t))
def test_fromiter(x, n):
t = timeit.timeit(
'np.fromiter((f(xi) for xi in x), x.dtype, count=len(x))',
'from __main__ import np, x, f', number=n)
print('fromiter: {0:.3f}'.format(t))
def test_direct(x, n):
t = timeit.timeit(
'f(x)',
'from __main__ import x, f', number=n)
print('direct: {0:.3f}'.format(t))
def test_vectorized(x, n):
t = timeit.timeit(
'vf(x)',
'from __main__ import x, vf', number=n)
print('vectorized: {0:.3f}'.format(t))
Testing with five elements (sorted from fastest to slowest):
x = np.array([1, 2, 3, 4, 5])
n = 100000
test_direct(x, n) # 0.265
test_fromiter(x, n) # 0.479
test_array(x, n) # 0.865
test_vectorized(x, n) # 2.906
With 100s of elements:
x = np.arange(100)
n = 10000
test_direct(x, n) # 0.030
test_array(x, n) # 0.501
test_vectorized(x, n) # 0.670
test_fromiter(x, n) # 0.883
And with 1000s of array elements or more:
x = np.arange(1000)
n = 1000
test_direct(x, n) # 0.007
test_fromiter(x, n) # 0.479
test_array(x, n) # 0.516
test_vectorized(x, n) # 0.945
Different versions of Python/NumPy and compiler optimization will have different results, so do a similar test for your environment.

There are numexpr, numba and cython around, the goal of this answer is to take these possibilities into consideration.
But first let's state the obvious: no matter how you map a Python-function onto a numpy-array, it stays a Python function, that means for every evaluation:
numpy-array element must be converted to a Python-object (e.g. a Float).
all calculations are done with Python-objects, which means to have the overhead of interpreter, dynamic dispatch and immutable objects.
So which machinery is used to actually loop through the array doesn't play a big role because of the overhead mentioned above - it stays much slower than using numpy's built-in functionality.
Let's take a look at the following example:
# numpy-functionality
def f(x):
return x+2*x*x+4*x*x*x
# python-function as ufunc
import numpy as np
vf=np.vectorize(f)
vf.__name__="vf"
np.vectorize is picked as a representative of the pure-python function class of approaches. Using perfplot (see code in the appendix of this answer) we get the following running times:
We can see, that the numpy-approach is 10x-100x faster than the pure python version. The decrease of performance for bigger array-sizes is probably because data no longer fits the cache.
It is worth also mentioning, that vectorize also uses a lot of memory, so often memory-usage is the bottle-neck (see related SO-question). Also note, that numpy's documentation on np.vectorize states that it is "provided primarily for convenience, not for performance".
Other tools should be used, when performance is desired, beside writing a C-extension from the scratch, there are following possibilities:
One often hears, that the numpy-performance is as good as it gets, because it is pure C under the hood. Yet there is a lot room for improvement!
The vectorized numpy-version uses a lot of additional memory and memory-accesses. Numexp-library tries to tile the numpy-arrays and thus get a better cache utilization:
# less cache misses than numpy-functionality
import numexpr as ne
def ne_f(x):
return ne.evaluate("x+2*x*x+4*x*x*x")
Leads to the following comparison:
I cannot explain everything in the plot above: we can see bigger overhead for numexpr-library at the beginning, but because it utilize the cache better it is about 10 time faster for bigger arrays!
Another approach is to jit-compile the function and thus getting a real pure-C UFunc. This is numba's approach:
# runtime generated C-function as ufunc
import numba as nb
#nb.vectorize(target="cpu")
def nb_vf(x):
return x+2*x*x+4*x*x*x
It is 10 times faster than the original numpy-approach:
However, the task is embarrassingly parallelizable, thus we also could use prange in order to calculate the loop in parallel:
#nb.njit(parallel=True)
def nb_par_jitf(x):
y=np.empty(x.shape)
for i in nb.prange(len(x)):
y[i]=x[i]+2*x[i]*x[i]+4*x[i]*x[i]*x[i]
return y
As expected, the parallel function is slower for smaller inputs, but faster (almost factor 2) for larger sizes:
While numba specializes on optimizing operations with numpy-arrays, Cython is a more general tool. It is more complicated to extract the same performance as with numba - often it is down to llvm (numba) vs local compiler (gcc/MSVC):
%%cython -c=/openmp -a
import numpy as np
import cython
#single core:
#cython.boundscheck(False)
#cython.wraparound(False)
def cy_f(double[::1] x):
y_out=np.empty(len(x))
cdef Py_ssize_t i
cdef double[::1] y=y_out
for i in range(len(x)):
y[i] = x[i]+2*x[i]*x[i]+4*x[i]*x[i]*x[i]
return y_out
#parallel:
from cython.parallel import prange
#cython.boundscheck(False)
#cython.wraparound(False)
def cy_par_f(double[::1] x):
y_out=np.empty(len(x))
cdef double[::1] y=y_out
cdef Py_ssize_t i
cdef Py_ssize_t n = len(x)
for i in prange(n, nogil=True):
y[i] = x[i]+2*x[i]*x[i]+4*x[i]*x[i]*x[i]
return y_out
Cython results in somewhat slower functions:
Conclusion
Obviously, testing only for one function doesn't prove anything. Also one should keep in mind, that for the choosen function-example, the bandwidth of the memory was the bottle neck for sizes larger than 10^5 elements - thus we had the same performance for numba, numexpr and cython in this region.
In the end, the ultimative answer depends on the type of function, hardware, Python-distribution and other factors. For example Anaconda-distribution uses Intel's VML for numpy's functions and thus outperforms numba (unless it uses SVML, see this SO-post) easily for transcendental functions like exp, sin, cos and similar - see e.g. the following SO-post.
Yet from this investigation and from my experience so far, I would state, that numba seems to be the easiest tool with best performance as long as no transcendental functions are involved.
Plotting running times with perfplot-package:
import perfplot
perfplot.show(
setup=lambda n: np.random.rand(n),
n_range=[2**k for k in range(0,24)],
kernels=[
f,
vf,
ne_f,
nb_vf, nb_par_jitf,
cy_f, cy_par_f,
],
logx=True,
logy=True,
xlabel='len(x)'
)

squares = squarer(x)
Arithmetic operations on arrays are automatically applied elementwise, with efficient C-level loops that avoid all the interpreter overhead that would apply to a Python-level loop or comprehension.
Most of the functions you'd want to apply to a NumPy array elementwise will just work, though some may need changes. For example, if doesn't work elementwise. You'd want to convert those to use constructs like numpy.where:
def using_if(x):
if x < 5:
return x
else:
return x**2
becomes
def using_where(x):
return numpy.where(x < 5, x, x**2)

It seems that no one has mentioned a built-in factory method of producing ufunc in numpy package: np.frompyfunc, which I have tested against np.vectorize, and have outperformed it by about 20~30%. Of course it will not perform as well prescribed C code or even numba(which I have not tested), but it can a better alternative than np.vectorize
f = lambda x, y: x * y
f_arr = np.frompyfunc(f, 2, 1)
vf = np.vectorize(f)
arr = np.linspace(0, 1, 10000)
%timeit f_arr(arr, arr) # 307ms
%timeit vf(arr, arr) # 450ms
I have also tested larger samples, and the improvement is proportional. See the documentation also here

Edit: the original answer was misleading, np.sqrt was applied directly to the array, just with a small overhead.
In multidimensional cases where you want to apply a builtin function that operates on a 1d array, numpy.apply_along_axis is a good choice, also for more complex function compositions from numpy and scipy.
Previous misleading statement:
Adding the method:
def along_axis(x):
return np.apply_along_axis(f, 0, x)
to the perfplot code gives performance results close to np.sqrt.

I believe in newer version( I use 1.13) of numpy you can simply call the function by passing the numpy array to the fuction that you wrote for scalar type, it will automatically apply the function call to each element over the numpy array and return you another numpy array
>>> import numpy as np
>>> squarer = lambda t: t ** 2
>>> x = np.array([1, 2, 3, 4, 5])
>>> squarer(x)
array([ 1, 4, 9, 16, 25])

As mentioned in this post, just use generator expressions like so:
numpy.fromiter((<some_func>(x) for x in <something>),<dtype>,<size of something>)

All above answers compares well, but if you need to use custom function for mapping, and you have numpy.ndarray, and you need to retain the shape of array.
I have compare just two, but it will retain the shape of ndarray. I have used the array with 1 million entries for comparison. Here I use square function, which is also inbuilt in numpy and has great performance boost, since there as was need of something, you can use function of your choice.
import numpy, time
def timeit():
y = numpy.arange(1000000)
now = time.time()
numpy.array([x * x for x in y.reshape(-1)]).reshape(y.shape)
print(time.time() - now)
now = time.time()
numpy.fromiter((x * x for x in y.reshape(-1)), y.dtype).reshape(y.shape)
print(time.time() - now)
now = time.time()
numpy.square(y)
print(time.time() - now)
Output
>>> timeit()
1.162431240081787 # list comprehension and then building numpy array
1.0775556564331055 # from numpy.fromiter
0.002948284149169922 # using inbuilt function
here you can clearly see numpy.fromiter works great considering to simple approach, and if inbuilt function is available please use that.

Use numpy.fromfunction(function, shape, **kwargs)
See "https://docs.scipy.org/doc/numpy/reference/generated/numpy.fromfunction.html"

Related

Fast Bitwise Get Column in Python

Is there an efficient way to get an array of boolean values that are in the n-th position in bitwise array in Python?
Create numpy array with values 0 or 1:
import numpy as np
array = np.array(
[
[1, 0, 1],
[1, 1, 1],
[0, 0, 1],
]
)
Compress size by np.packbits:
pack_array = np.packbits(array, axis=1)
Expected result - some function that could get all values from n-th column from bitwise array. For example if I would like the second column I would like to get (the same as I would call array[:,1]):
array([0, 1, 0])
I have tried numba with the following function. It returns right results but it is very slow:
import numpy as np
from numba import njit
#njit(nopython=True, fastmath=True)
def getVector(packed, j):
n = packed.shape[0]
res = np.zeros(n, dtype=np.int32)
for i in range(n):
res[i] = bool(packed[i, j//8] & (128>>(j%8)))
return res
How to test it?
import numpy as np
import time
from numba import njit
array = np.random.choice(a=[False, True], size=(100000000,15))
pack_array = np.packbits(array, axis=1)
start = time.time()
array[:,10]
print('np array')
print(time.time()-start)
#njit(nopython=True, fastmath=True)
def getVector(packed, j):
n = packed.shape[0]
res = np.zeros(n, dtype=np.int32)
for i in range(n):
res[i] = bool(packed[i, j//8] & (128>>(j%8)))
return res
# To initialize
getVector(pack_array, 10)
start = time.time()
getVector(pack_array, 10)
print('getVector')
print(time.time()-start)
It returns:
np array
0.00010132789611816406
getVector
0.15648770332336426
Besides some micro-optimisations, I dont believe that there is much that can be optimised here. There are also a few small mistakes in your code:
#njit(nopython=True) is saying the same thing twice (the n in njit already stands for nopython mode.) simply #njit or #jit(nopython=True) should be used
fastMath is for "cutting corners" when doing floating point math, since we are only working with integers and booleans, it can be safely removed because it does nothing for us here.
My updated code (seeing a meagre 40% perfomance increase on my machine):
import numba as nb
import numpy as np
np.random.seed(0)
array = np.random.choice(a=[False, True], size=(10000000,15))
pack_array = np.packbits(array, axis=1)
#nb.njit(locals={'res': nb.boolean[:]})
def getVector(packed, j):
n = packed.shape[0]
res = np.zeros(n, dtype=nb.boolean)
byte = j//8
bit = 128>>(j%8)
for i in range(n):
res[i] = bool(packed[i, byte] & bit)
return res
getVector(pack_array, 10)
In your answer, "res" is a list of 32 bit integers, by giving np.zeros() the numba (NOT numpy) boolean datatype, we can swap it to the more efficient booleans. This is where most of the perfomance improvement comes from. On my machine putting j_mod and j_flr outside of the loop had no noticable effect. But it did have an effect for the commenter #Michael Szczesny, so it might help you aswell.
I would not try to use strides, which #Nick ODell is suggesting, because they can be quite dangerous if used incorrectly. (See the numpy documentation).
edit: I have made a few small changes that were suggested by Michael. (Thanks)

How to efficiently operate a large numpy array

I have a segment of codes which is based on a large numpy array and then to operate another array. Because this is a very large array, could you please let me know whether there is an efficient way to achieve my goal? (I think the efficient way should be achieved by directly operating on the array but not through the for-loop).
Thanks in advance, please below find my codes:
N = 1000000000
rand = np.random.rand(N)
beta = np.zeros(N)
for i in range(0, N):
if rand[i] < 0.5:
beta[i] = 2.0*rand[i]
else:
beta[i] = 1.0/(2.0*(1.0-rand[i]))
You are here basically losing the efficiency of numpy, by performing the processing in Python. The idea of numpy is process the items in bulk, since it has efficiency algorithms in C++ behind the curtains that do the actual processing. You can see the Python end of numpy more as an "interface".
Now to answer your question, we can basically first construct an array of random numbers between 0 and 2, by multiplying it with 2 already:
rand = 2.0 * np.random.rand(N)
next we can use np.where(..) [numpy-doc] that acts like a conditional selector: we here pass it three "arrays": the first one is an array of booleans that encodes the truthiness of the "condition", the second is the array of values to fill in in case the related condition is true, and the third value is the array of values to plug in in case the condition is false, so we can then write it like:
N = 1000000000
rand = 2 * np.random.rand(N)
beta = np.where(rand < 1.0, rand, 1.0 / (2.0 - rand))
N = 1000000000 caused a MemoryError for me. Reducing to 100 for a minimal example.
You can use np.where routine.
In both case, fundamentally you are iterating over your array and applying a function. However, np.where uses a way faster loop (it's compiled code basically), while your "python" loop is interpreted and thus really slow for a big N.
Here's an example of implementation.
N = 100
rand = np.random.rand(N)
beta = np.where(rand < 0.5, 2.0 * rand, 1.0/(2.0*(1.0-rand))
As other answers have pointed out, iterating over the elements of a numpy array in a Python loop should (and can) almost always be avoided. In most cases going from a Python loop to an array operation gives a speedup of ~100x.
However, if performance is absolutely critical, you can often squeeze out another factor of between 2x and 10x (in my experience) by using Cython.
Here's an example:
%%cython
cimport numpy as np
import numpy as np
cimport cython
from cython cimport floating
#cython.boundscheck(False)
#cython.wraparound(False)
#cython.cdivision(True)
cpdef np.ndarray[floating, ndim=1] beta(np.ndarray[floating, ndim=1] arr):
cdef:
Py_ssize_t i
Py_ssize_t N = arr.shape[0]
np.ndarray[floating, ndim=1] result = np.zeros(N)
for i in range(N):
if arr[i] < 0.5:
result[i] = 2.0*arr[i]
else:
result[i] = 1.0/(2.0*(1.0-arr[i]))
return result
You would then call it as beta(rand).
As you can see, this allows you to use your original loop structure, but now using efficient typed native code. I get a speedup of ~2.5x compared to np.where.
It should be noted that in many cases this is not worth the extra effort compared to the one-liner in numpy -- but it may well be where performance is critical.

GEMM using Numpy einsum

Can a single numpy einsum statement replicate gemm functionality? Scalar and matrix multiplication seem straightforward, but I haven't found how to get the "+" working. In case its simpler, D = alpha * A * B + beta * C would be acceptable (preferable actually)
alpha = 2
beta = 3
A = np.arange(9).reshape(3, 3)
B = A + 1
C = B + 1
left_part = alpha*np.dot(A, B)
print(left_part)
left_part = np.einsum(',ij,jk->ik', alpha, A, B)
print(left_part)
There seems to be some confusion here: np.einsum handles operations that can be cast in the following form: broadcast–multiply–reduce. Element-wise summation is not part of its scope.
The reason why you need this sort of thing for the multiplication is that writing these operations out "naively" may exceed memory or computing resources quickly. Consider, for example, matrix multiplication:
import numpy as np
x, y = np.ones((2, 2000, 2000))
# explicit loop - ridiculously slow
a = sum(x[:,j,np.newaxis] * y[j,:] for j in range(2000))
# explicit broadcast-multiply-reduce: throws MemoryError
a = (x[:,:,np.newaxis] * y[:,np.newaxis,:]).sum(1)
# einsum or dot: fast and memory-saving
a = np.einsum('ij,jk->ik', x, y)
The Einstein convention however factorizes for addition, so you
can write your BLAS-like problem simply as:
d = np.einsum(',ij,jk->ik', alpha, a, b) + np.einsum(',ik', beta, c)
with minimal memory overhead (you can rewrite most of it as in-place operations if you are really concerned about memory) and constant runtime overhead (the cost of two python-to-C calls).
So regarding performance, this seems, respectfully, like a case of premature optimization to me: have you actually verified that the split of GEMM-like operations into two separate numpy calls is a bottleneck in your code? If it indeed is, then I suggest the following (in order of increasing involvedness):
Try, carefully!, scipy.linalg.blas.dgemm. I would be surprised if you get
significantly better performance, since dgemms are usually only
building block themselves.
Try an expression compiler (essentially you are proposing
such a thing) like Theano.
Write your own generalised ufunc using Cython or C.

I Need a fast way to loop through pixels of an Image/Stack in Python

I have created a 3D median filter which does work and is the following:
def Median_Filter_3D(image,kernel):
window = np.zeros(shape=(kernel,kernel,kernel), dtype = np.uint8)
n = (kernel-1)/2 #Deals with Image border
imgout = np.empty_like(image)
w,h,l = image.shape()
%%Start Loop over each pixel
for y in np.arange(0,(w-n*2),1):
for x in np.arange(0,(h-n*2),1):
for z in np.arange(0,(l-n*2),1):
window[:,:,:] = image[x:x+kernel,y:y+kernel,z:z+kernel]
med = np.median(window)
imgout[x+n,y+n,z+n] = med
return(imgout)
So at every pixel, It creates a window of size kernelxkernelxkernel, finds the median value of the pixels in the window, and replaces the value of that pixel with the new medium value.
My problem is, its very slow, I have thousands of big images to process. There must be a faster way to iterate through all these pixels and still be able to get the same result.
Thanks in advance!!
First, looping a 3D matrix in python is a very very very bad idea. In order to loop a large 3D matrix you are better of going down to Cython or C/C++/Fortran and creating a python extension. However, for this particular case, scipy already contains an implementation of the median filter for n-dimensional arrays:
>>> from scipy.ndimage import median_filter
>>> median_filter(my_large_3d_array, radious)
In short, there is no a faster way of iterating through voxels in python (maybe numpy iterators would help a bit, but won't increase the performance considerably). If you need to perform more complicated 3D stuff in python, you should consider programming in Cython the loopy interface or, alternatively, using a chunking library such as Dask, which implements parallel operations for chunks of arrays.
The problem with Python if that for loops are extremely slow, specially if they are nested and with large arrays. Thus, there is no a standard pythonic method for obtaining efficient iterations over arrays. Usually, the way of getting speed-ups is through vectorized operations and numpy-ticks, but those are very problem-specific and there is no generic trick, you will learn a lot of numpy tricks here in SO.
As a generic approach, if you really need to iterate over arrays, you can write your code in Cython. Cython is a C-like extension for Python. You write code in Python syntax, but specifying variable types (like in C, with int or float. That code is then compiled automatically to C and can be called from python. A quick example:
Example Python loopy function:
import numpy as np
def iter_A(A):
B = np.empty(A.shape, dtype=np.float64)
for i in range(A.shape[0]):
for j in range(A.shape[1]):
B[i, j] = A[i, j] * 2
return B
I know that the above code is kinda redundant and could be written as B = A * 2, but its purpose is just to illustrate that python loops are extremely slow.
Cython version of the function:
import numpy as np
cimport numpy as np
def iter_A_cy(double[:, ::1] A):
cdef Py_ssize_t H = A.shape[0], W = A.shape[1]
cdef double[:, ::1] B = np.empty((H, W), dtype=np.float64)
cdef Py_ssize_t i, j
for i in range(H):
for j in range(W):
B[i, j] = A[i, j] * 2
return np.asarray(B)
Test speeds of both implementations:
>>> import numpy as np
>>> A = np.random.randn(1000, 1000)
>>> %timeit iter_A(A)
1 loop, best of 3: 399 ms per loop
>>> %timeit iter_A_cy(A)
100 loops, best of 3: 2.11 ms per loop
NOTE: you cannot run the Cython function as it is. You need to put it in a separate file and compile it first (or use %%cython magic in IPython Notebook).
It shows that the raw python version took 400ms to iterate the whole array, while it was only 2ms for the Cython version (x200 speedup).

Can the cumsum function in NumPy decay while adding?

I have an array of values a = (2,3,0,0,4,3)
y=0
for x in a:
y = (y+x)*.95
Is there any way to use cumsum in numpy and apply the .95 decay to each row before adding the next value?
You're asking for a simple IIR Filter. Scipy's lfilter() is made for that:
import numpy as np
from scipy.signal import lfilter
data = np.array([2, 3, 0, 0, 4, 3], dtype=float) # lfilter wants floats
# Conventional approach:
result_conv = []
last_value = 0
for elmt in data:
last_value = (last_value + elmt)*.95
result_conv.append(last_value)
# IIR Filter:
result_IIR = lfilter([.95], [1, -.95], data)
if np.allclose(result_IIR, result_conv, 1e-12):
print("Values are equal.")
If you're only dealing with a 1D array, then short of scipy conveniences or writing a custom reduce ufunc for numpy, then in Python 3.3+, you can use itertools.accumulate, eg:
from itertools import accumulate
a = (2,3,0,0,4,3)
y = list(accumulate(a, lambda x,y: (x+y)*0.95))
# [2, 4.75, 4.5125, 4.286875, 7.87253125, 10.3289046875]
Numba provides an easy way to vectorize a function, creating a universal function (thus providing ufunc.accumulate):
import numpy
from numba import vectorize, float64
#vectorize([float64(float64, float64)])
def f(x, y):
return 0.95 * (x + y)
>>> a = numpy.array([2, 3, 0, 0, 4, 3])
>>> f.accumulate(a)
array([ 2. , 4.75 , 4.5125 , 4.286875 ,
7.87253125, 10.32890469])
I don't think that this can be done easily in NumPy alone, without using a loop.
One array-based idea would be to calculate the matrix M_ij = .95**i * a[N-j] (where N is the number of elements in a). The numbers that you are looking for are found by summing entries diagonally (with i-j constant). You could use thus use multiple numpy.diagonal(…).sum().
The good old algorithm that you outline is clearer and probably quite fast already (otherwise you can use Cython).
Doing what you want through NumPy without a single loop sounds like wizardry to me. Hats off to anybody who can pull this off.

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