Recursive symbolic calculations - improve the performance - python
In my research I'm trying to tackle the Kolmogorov backward equation, i.e. interested in
$$Af = b(x)f'(x)+\sigma(x)f''(x)$$
With the specific b(x) and \sigma(x), I'm trying to see how fast the coefficients of the expression are growing when calculating higher Af powers. I'm struggle to derive this analytically thus tried to see the trend empirically.
First, I have used sympy:
from sympy import *
import matplotlib.pyplot as plt
import re
import math
import numpy as np
import time
np.set_printoptions(suppress=True)
x = Symbol('x')
b = Function('b')(x)
g = Function('g')(x)
def new_coef(gamma, beta, coef_minus2, coef_minus1, coef):
return expand(simplify(gamma*coef_minus2 + beta*coef_minus1 + 2*gamma*coef_minus1.diff(x)\
+beta*coef.diff(x)+gamma*coef.diff(x,2)))
def new_coef_first(gamma, beta, coef):
return expand(simplify(beta*coef.diff(x)+gamma*coef.diff(x,2)))
def new_coef_second(gamma, beta, coef_minus1, coef):
return expand(simplify(beta*coef_minus1 + 2*gamma*coef_minus1.diff(x)\
+beta*coef.diff(x)+gamma*coef.diff(x,2)))
def new_coef_last(gamma, beta, coef_minus2):
return lambda x: gamma(x)*coef_minus2(x)
def new_coef_last(gamma, beta, coef_minus2):
return expand(simplify(gamma*coef_minus2 ))
def new_coef_second_to_last(gamma, beta, coef_minus2, coef_minus1):
return expand(simplify(gamma*coef_minus2 + beta*coef_minus1 + 2*gamma*coef_minus1.diff(x)))
def set_to_zero(expression):
expression = expression.subs(Derivative(b, x, x, x), 0)
expression = expression.subs(Derivative(b, x, x), 0)
expression = expression.subs(Derivative(g, x, x, x, x), 0)
expression = expression.subs(Derivative(g, x, x, x), 0)
return expression
def sum_of_coef(expression):
sum_of_coef = 0
for i in str(expression).split(' + '):
if i[0:1] == '(':
i = i[1:]
integers = re.findall(r'\b\d+\b', i)
if len(integers) > 0:
length_int = len(integers[0])
if i[0:length_int] == integers[0]:
sum_of_coef += int(integers[0])
else:
sum_of_coef += 1
else:
sum_of_coef += 1
return sum_of_coef
power = 6
charar = np.zeros((power, power*2), dtype=Symbol)
coef_sum_array = np.zeros((power, power*2))
charar[0,0] = b
charar[0,1] = g
coef_sum_array[0,0] = 1
coef_sum_array[0,1] = 1
for i in range(1, power):
#print(i)
for j in range(0, (i+1)*2):
#print(j, ':')
#start_time = time.time()
if j == 0:
charar[i,j] = set_to_zero(new_coef_first(g, b, charar[i-1, j]))
elif j == 1:
charar[i,j] = set_to_zero(new_coef_second(g, b, charar[i-1, j-1], charar[i-1, j]))
elif j == (i+1)*2-2:
charar[i,j] = set_to_zero(new_coef_second_to_last(g, b, charar[i-1, j-2], charar[i-1, j-1]))
elif j == (i+1)*2-1:
charar[i,j] = set_to_zero(new_coef_last(g, b, charar[i-1, j-2]))
else:
charar[i,j] = set_to_zero(new_coef(g, b, charar[i-1, j-2], charar[i-1, j-1], charar[i-1, j]))
#print("--- %s seconds for expression---" % (time.time() - start_time))
#start_time = time.time()
coef_sum_array[i,j] = sum_of_coef(charar[i,j])
#print("--- %s seconds for coeffiecients---" % (time.time() - start_time))
coef_sum_array
Then, looked into automated differentiation and used autograd:
import autograd.numpy as np
from autograd import grad
import time
np.set_printoptions(suppress=True)
b = lambda x: 1 + x
g = lambda x: 1 + x + x**2
def new_coef(gamma, beta, coef_minus2, coef_minus1, coef):
return lambda x: gamma(x)*coef_minus2(x) + beta(x)*coef_minus1(x) + 2*gamma(x)*grad(coef_minus1)(x)\
+beta(x)*grad(coef)(x)+gamma(x)*grad(grad(coef))(x)
def new_coef_first(gamma, beta, coef):
return lambda x: beta(x)*grad(coef)(x)+gamma(x)*grad(grad(coef))(x)
def new_coef_second(gamma, beta, coef_minus1, coef):
return lambda x: beta(x)*coef_minus1(x) + 2*gamma(x)*grad(coef_minus1)(x)\
+beta(x)*grad(coef)(x)+gamma(x)*grad(grad(coef))(x)
def new_coef_last(gamma, beta, coef_minus2):
return lambda x: gamma(x)*coef_minus2(x)
def new_coef_second_to_last(gamma, beta, coef_minus2, coef_minus1):
return lambda x: gamma(x)*coef_minus2(x) + beta(x)*coef_minus1(x) + 2*gamma(x)*grad(coef_minus1)(x)
power = 6
coef_sum_array = np.zeros((power, power*2))
coef_sum_array[0,0] = b(1.0)
coef_sum_array[0,1] = g(1.0)
charar = [b, g]
for i in range(1, power):
print(i)
charar_new = []
for j in range(0, (i+1)*2):
if j == 0:
new_funct = new_coef_first(g, b, charar[j])
elif j == 1:
new_funct = new_coef_second(g, b, charar[j-1], charar[j])
elif j == (i+1)*2-2:
new_funct = new_coef_second_to_last(g, b, charar[j-2], charar[j-1])
elif j == (i+1)*2-1:
new_funct = new_coef_last(g, b, charar[j-2])
else:
new_funct = new_coef(g, b, charar[j-2], charar[j-1], charar[j])
coef_sum_array[i,j] = new_funct(1.0)
charar_new.append(new_funct)
charar = charar_new
coef_sum_array
However, I'm so not happy with the speed of either of them. I would like to do at least thousand iterations while after 3 days of running simpy method, I got 30 :/
I expect that the second method (numerical) could be optimized to avoid recalculating expressions every time. Unfortunately, I cannot see that solution myself. Also, I have tried Maple, but again without luck.
Overview
So, there are two formulas about derivatives that are interesting here:
Faa di Bruno's formula which is a way to quickly find the n-th derivative of f(g(x)) , and looks a lot like the Multinomial theorem
The General Leibniz rule which is a way to quickly find the n-th derivative of f(x)*g(x) and looks a lot like the Binomial theorem
Both of these have been discussed in pull request #13892 the n-th derivative was sped up using the general Leibniz rule.
I'm trying to see how fast the coefficients of the expression are growing
In your code, the general formula for computing c[i][j] is this:
c[i][j] = g * c[i-1][j-2] + b * c[i-1][j-1] + 2 * g * c'[i-1][j-1] + g * c''[i-1][j]
(where by c'[i][j] and c''[i][j] are the 1st and 2nd derivatives of c[i][j])
Because of this, and by the Leibniz rule mentioned above, I think intuitively, the coefficients computed should be related to Pascal's triangle (or at the very least they should have some combinatorial relation).
Optimization #1
In the original code, the function sum_to_coef(f) serializes the expression f to a string and then discarding everything that doesn't look like a number, and then sums the remaining numbers.
We can avoid serialization here by just traversing the expression tree and collecting what we need
def sum_of_coef(f):
s = 0
if f.func == Add:
for sum_term in f.args:
res = sum_term if sum_term.is_Number else 1
if len(sum_term.args) == 0:
s += res
continue
first = sum_term.args[0]
if first.is_Number == True:
res = first
else:
res = 1
s += res
elif f.func == Mul:
first = f.args[0]
if first.is_Number == True:
s = first
else:
s = 1
elif f.func == Pow:
s = 1
return s
Optimization #2
In the function set_to_zero(expr) all the 2nd and 3rd derivatives of b, and the 3rd and 4th derivatives of g are replaced by zero.
We can collapse all those substitutions into one statement like so:
b3,b2=b.diff(x,3),b.diff(x,2)
g4,g3=g.diff(x,4),g.diff(x,3)
def set_to_zero(expression):
expression = expression.subs({b3:0,b2:0,g4:0,g3:0})
return expression
Optimization #3
In the original code, for every cell c[i][j] we're calling simplify. This turns out to have a big impact on performance but actually we can skip this call, because fortunately our expressions are just sums of products of derivatives or unknown functions.
So the line
charar[i,j] = set_to_zero(expand(simplify(expr)))
becomes
charar[i,j] = set_to_zero(expand(expr))
Optimization #4
The following was also tried but turned out to have very little impact.
For two consecutive values of j, we're computing c'[i-1][j-1] twice.
j-1 c[i-1][j-3] c[i-1][j-2] c[i-1][j-1]
j c[i-1][j-2] c[i-1][j-1] c[i-1][j]
If you look at the loop formula in the else branch, you see that c'[i-1][j-1] has already been computed. It can be cached, but this optimization
has little effect in the SymPy version of the code.
Here it's also important to mention that it's possible to visualize the call tree of SymPy involved in computing these derivatives. It's actually larger, but here is part of it:
We can also generate a flamegraph using the py-spy module just to see where time is being spent:
As far as I could tell, 34% of the time spent in _eval_derivative_n_times , 10% of the time spent in the function getit from assumptions.py , 12% of the time spent in subs(..) , 12% of the time spent in expand(..)
Optimization #5
Apparently when pull request #13892 was merged into SymPy, it also introduced a performance regression.
In one of the comments regarding that regression, Ondrej Certik recommends using SymEngine to improve performance of code that makes heavy use of derivatives.
So I've ported the code mentioned to SymEngine.py and noticed that it runs 98 times faster than the SymPy version for power=8 ( and 4320 times faster for power=30)
The required module can be installed via pip3 install --user symengine.
#!/usr/bin/python3
from symengine import *
import pprint
x=var("x")
b=Function("b")(x)
g=Function("g")(x)
b3,b2=b.diff(x,3),b.diff(x,2)
g4,g3=g.diff(x,4),g.diff(x,3)
def set_to_zero(e):
e = e.subs({b3:0,b2:0,g4:0,g3:0})
return e
def sum_of_coef(f):
s = 0
if f.func == Add:
for sum_term in f.args:
res = 1
if len(sum_term.args) == 0:
s += res
continue
first = sum_term.args[0]
if first.is_Number == True:
res = first
else:
res = 1
s += res
elif f.func == Mul:
first = f.args[0]
if first.is_Number == True:
s = first
else:
s = 1
elif f.func == Pow:
s = 1
return s
def main():
power = 8
charar = [[0] * (power*2) for x in range(power)]
coef_sum_array = [[0] * (power*2) for x in range(power)]
charar[0][0] = b
charar[0][1] = g
init_printing()
for i in range(1, power):
jmax = (i+1)*2
for j in range(0, jmax):
c2,c1,c0 = charar[i-1][j-2],charar[i-1][j-1],charar[i-1][j]
#print(c2,c1,c0)
if j == 0:
expr = b*c0.diff(x) + g*c0.diff(x,2)
elif j == 1:
expr = b*c1 + 2*g*c1.diff(x) + b*c0.diff(x) + g*c0.diff(x,2)
elif j == jmax-2:
expr = g*c2 + b*c1 + 2*g*c1.diff(x)
elif j == jmax-1:
expr = g*c2
else:
expr = g*c2 + b*c1 + 2*g*c1.diff(x) + b*c0.diff(x) + g*c0.diff(x,2)
charar[i][j] = set_to_zero(expand(expr))
coef_sum_array[i][j] = sum_of_coef(charar[i][j])
pprint.pprint(Matrix(coef_sum_array))
main()
Performance after optimization #5
I think it would be very interesting to look at the number of terms in c[i][j] to determine how quickly the expressions are growing. That would definitely help in estimating the complexity of the current code.
But for practical purposes I've plotted the current time and memory consumption of the SymEngine code above and managed to get the following chart:
Both the time and the memory seem to be growing polynomially with the input (the power parameter in the original code).
The same chart but as a log-log plot can be viewed here:
Like the wiki page says, a straight line on a log-log plot corresponds to a monomial. This offers a way to recover the exponent of the monomial.
So if we consider two points N=16 and N=32 between which the log-log plot looks like a straight line
import pandas as pd
df=pd.read_csv("modif6_bench.txt", sep=',',header=0)
def find_slope(col1,col2,i1,i2):
xData = df[col1].to_numpy()
yData = df[col2].to_numpy()
x0,x1 = xData[i1],xData[i2]
y0,y1 = yData[i1],yData[i2]
m = log(y1/y0)/log(x1/x0)
return m
print("time slope = {0:0.2f}".format(find_slope("N","time",16,32)))
print("memory slope = {0:0.2f}".format(find_slope("N","memory",16,32)))
Output:
time slope = 5.69
memory slope = 2.62
So very rough approximation of time complexity would be O(n^5.69) and an approximation of space complexity would be O(2^2.62).
There are more details about deciding whether the growth rate is polynomial or exponential here (it involves drawing a semi-log and a log-log plot, and seeing where the data shows up as a straight line).
Performance with defined b and g functions
In the first original code block, the functions b and g were undefined functions. This means SymPy and SymEngine didn't know anything about them.
The 2nd original code block defines b=1+x and g=1+x+x**2 . If we run all of this again with known b and g the code runs much faster, and the running time curve and the memory usage curves are better than with unknown functions
time slope = 2.95
memory slope = 1.35
Recorded data fitting onto known growth-rates
I wanted to look a bit more into matching the observed resource consumption(time and memory), so I wrote the following Python module that fits each growth rate (from a catalog of common such growth rates) to the recorded data, and then shows the plot to the user.
It can be installed via pip3 install --user matchgrowth
When run like this:
match-growth.py --infile ./tests/modif7_bench.txt --outfile time.png --col1 N --col2 time --top 1
It produces graphs of the resource usage, as well as the closest growth rates it matches to. In this case, it finds the polynomial growth to be closest:
Other notes
If you run this for power=8 (in the symengine code mentioned above) the coefficients will look like this:
[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
[1, 5, 4, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
[1, 17, 40, 31, 9, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
[1, 53, 292, 487, 330, 106, 16, 1, 0, 0, 0, 0, 0, 0, 0, 0]
[1, 161, 1912, 6091, 7677, 4693, 1520, 270, 25, 1, 0, 0, 0, 0, 0, 0]
[1, 485, 11956, 68719, 147522, 150706, 83088, 26573, 5075, 575, 36, 1, 0, 0, 0, 0]
[1, 1457, 73192, 735499, 2568381, 4118677, 3528928, 1772038, 550620, 108948, 13776, 1085, 49, 1, 0, 0]
[1, 4373, 443524, 7649215, 42276402, 102638002, 130209104, 96143469, 44255170, 13270378, 2658264, 358890, 32340, 1876, 64, 1]
So as it turns out, the 2nd column coincides with A048473 which according to OEIS is "The number of triangles (of all sizes, including holes) in Sierpiński's triangle after n inscriptions".
All the code for this is also available in this repo.
Relations between polynomial coefficients from the i-th line with coefficients from the (i-1)-th line
In the previous post c[i][j] was calculated. It's possible to check that deg(c[i][j])=j+1 .
This can be checked by initializing a separate 2d array, and computing the degree like so:
deg[i][j] = degree(poly(parse_expr(str(charar[i][j]))))
Vertical formulas:
Then if we denote by u(i,j,k) the coefficient of x^k in c[i][j] , we can try to find formulas for u(i,j,k) in terms of u(i-1,_,_). Formulas for u(i,j,_) will be the same as formulas for u(i+1,j,_) (and all following rows), so there's some oportunity there for caching.
Horizontal formulas:
It's also interesting that when we fix i, and find that the formulas for u(i,j,_) look the same as they do for u(i,j+1,_) except for the last 3 values of k. But I'm not sure if this can be leveraged.
The caching steps mentioned above might help to skip unnecessary computations.
See more about this here.
Some notes about analytical, closed-form solutions and asymptotics
I'm struggling to derive this analytically
Yes, this seems to be hard. The closest class of recursive sequences related to the one mentioned here are called Holonomic sequences (also called D-finite or P-recursive). The sequence c[i][j] is not C-finite because it has polynomial coefficients (in the general case even the asymptotics of recurrences with polynomial coefficients is an open problem).
However, the recurrence relation for c[i][j] does not qualify for this because of the derivatives. If we were to leave out the derivatives in the formula of c[i][j] then it would qualify as a Holonomic sequence. Here are some places where I found solutions for these:
"The Concrete Tetrahedron: Symbolic Sums, Recurrence Equations, Generating Functions, Asymptotic Estimates" by Kauers and Paule - Chapter 7 Holonomic Sequences and Power Series
Analytic Combinatorics by Flajolet and Sedgewick - Appendix B.4 Holonomic Functions
But also c[i][j] is a several variable recurrence, so that's another reason why it doesn't fit into that theory mentioned above.
There is however another book called Analytic Combinatorics in Several Variables by Robin Pemantle and Mark C. Wilson which does handle several variable recurrences.
All the books mentioned above require a lot of complex analysis, and they go much beyond the little math that I currently know, so hopefully someone with a more solid understanding of that kind of math can try this out.
The most advanced CAS that has generating-function-related operations and can operate on this kind of sequences is Maple and the gfun package gfun repo (which for now only handles the univariate case).
Related
Modulo operation on Real values (Z3Py)
I want to implement the modulo operation using Z3Py. I've found this discussion on the Z3 github page where one of the creators has the following solution. However, I'm not sure I fully understand it. from z3 import * mod = z3.Function('mod', z3.RealSort(), z3.RealSort(), z3.RealSort()) quot = z3.Function('quot', z3.RealSort(), z3.RealSort(), z3.IntSort()) s = z3.Solver() def mk_mod_axioms(X, k): s.add(Implies(k != 0, 0 <= mod(X, k)), Implies(k > 0, mod(X, k) < k), Implies(k < 0, mod(X, k) < -k), Implies(k != 0, k * quot(X, k) + mod(X, k) == X)) x, y = z3.Reals('x y') mk_mod_axioms(x, 3) mk_mod_axioms(y, 5) print(s) If you set no additional constraints the model evaluates to 0, the first solution. If you set additional constraints that x and y should be less than 0, it produces correct solutions. However, if you set the constraint that x and y should be above 0 it produces incorrect results. s.add(x > 0) s.add(y > 0) The model evaluates to 1/2 for x and 7/2 for y.
Here's the model z3 prints: sat [y = 7/2, x = 1/2, mod = [(7/2, 5) -> 7/2, else -> 1/2], quot = [else -> 0]] So, what it's telling you is that it "picked" mod and quot to be functions that are: def mod (x, y): if x == 3.5 and y == 5: return 3.5 else: return 0.5 def quot (x, y): return 0 Now go over the axioms you put in: You'll see that the model does satisfy them just fine; so there's nothing really wrong with this. What the answer you linked to is saying is about what sort of properties you can state to get a "reasonable" model. Not that it's the unique such model. In particular, you want quot to be the maximum such value, but there's nothing in the axioms that require that. Long story short, the answer you're getting is correct; but it's perhaps not useful. Axiomatizing will take more work, in particular you'll need quantification and SMT solvers don't deal with such specifications that well. But it all depends on what you're trying to achieve: For specific problems you can get away with a simpler model. Without knowing your actual application, the only thing we can say is that this axiomatization is too weak for your use case.
Create random systems of linear equations - Python
Edit: more details Hello I found this problem through one of my teachers but I still don't understand how to approach to it, and I would like to know if anyone had any ideas for it: Create a program capable of generating systems of equations (randomly) that contain between 2 and 8 variables. The program will ask the user for a number of variables in the system of equations using the input function. The range of the coefficients must be between [-10,10], however, no coefficient should be 0. Both the coefficients and the solutions must be integers. The goal is to print the system and show the solution to the variables (x,y,z,...). NumPy is allowed. As far as I understand it should work this way: Enter the number of variables: 2 x + y = 7 4x - y =3 x = 2 y = 5 I'm still learning arrays in python, but do they work the same as in matlab? Thank you in advance :)!
For k variables, the lhs of the equations will be k number of unknowns and a kxk matrix for the coefficients. The dot product of those two should give you the rhs. Then it's a simple case of printing that however you want. import numpy as np def generate_linear_equations(k): coeffs = [*range(-10, 0), *range(1, 11)] rng = np.random.default_rng() return rng.choice(coeffs, size=(k, k)), rng.integers(-10, 11, k) k = int(input('Enter the number of variables: ')) if not 2 <= k <= 8: raise ValueError('The number of variables must be between 2 and 8.') coeffs, variables = generate_linear_equations(k) solution = coeffs.dot(variables) symbols = 'abcdefgh'[:k] for row, sol in zip(coeffs, solution): lhs = ' '.join(f'{r:+}{s}' for r, s in zip(row, symbols)).lstrip('+') print(f'{lhs} = {sol}') print() for s, v in zip(symbols, variables): print(f'{s} = {v}') Which for example can give Enter the number of variables: 3 8a +6b -4c = -108 9a -9b -4c = 3 10a +10b +9c = -197 a = -9 b = -8 c = -3 If you specifically want the formatting of the lhs to have a space between the sign and to not show a coefficient if it has a value of 1, then you need something more complex. Substitute lhs for the following: def sign(n): return '+' if n > 0 else '-' lhs = ' '.join(f'{sign(r)} {abs(r)}{s}' if r not in (-1, 1) else f'{sign(r)} {s}' for r, s in zip(row, symbols)) lhs = lhs[2:] if lhs.startswith('+') else f'-{lhs[2:]}'
I did this by randomly generating the left hand side and the solution within your constraints, then plugging the solutions into the equations to generate the right hand side. Feel free to ask for clarification about any part of the code. import numpy as np num_variables = int(input('Number of variables:')) valid_integers = np.asarray([x for x in range(-10,11) if x != 0]) lhs = np.random.choice(valid_integers, lhs_shape) solution = np.random.randint(-10, 11, num_variables) rhs = lhs.dot(solution) for i in range(num_variables): for j in range(num_variables): symbol = '=' if j == num_variables-1 else '+' print(f'{lhs[i, j]:3d}*x{j+1} {symbol} ', end='') print(rhs[i]) for i in range(num_variables): print(f'x{i+1} = {solution[i]}' Example output: Number of variables:2 2*x1 + -7*x2 = -84 -4*x1 + 1*x2 = 38 x1 = -7 x2 = 10
Vectorized code for a function to generate vector values
Suppose we have a defined function as following, and we would like to iterate over n from 1 to L, I've suffered a lot for a vectorization code, since this code is rather slow due to for loop needed outside to call this function. Details: L, K are large integers e.g. 1000 and H_n is float value. def multifrac_Brownian_motion(n, L, K, list_hurst, ind_hurst): t_ks = np.asarray(sorted(-np.array(range(1, K + 1))*(1./L))) t_ns = np.linspace(0, 1, num=L+1) t_n = t_ns[n] chi_k = np.random.randn(K) chi_lminus1 = np.random.randn(L) H_n = get_hurst_value(t_n, list_hurst, ind_hurst) part1 = 1./(np.random.gamma(0.5 + H_n)) sums1 = np.dot((t_n - t_ks)**(H_n - 0.5) - ((-t_ks)**(H_n - 0.5)), chi_k) sums2 = np.dot((t_n - t_ns[:n])**(H_n - 0.5), chi_lminus1[:n]) return part1*(1./np.sqrt(L))*(sums1 + sums2) for n in range(1, L + 1): onelist.append(multifrac_Brownian_motion(n, L, K, list_hurst, ind_hurst=ind_hurst)) Update: def list_hurst_funcs(M, seg_size=10): """Generate a list of Hurst function components Args: M: Int, number of hurst functions seg_size: Int, number of segmentations of interval [0, 1] Returns: list_hurst: List, list of hurst function components """ list_hurst = [] for i in range(M): seg_points = sorted(np.random.uniform(size=seg_size)) funclist = np.random.uniform(size=seg_size + 1) list_hurst.append((seg_points, funclist)) return list_hurst def get_hurst_value(x, list_hurst, ind): if np.isscalar(x): x = np.array(float(x), ndmin=1) seg_points, funclist = list_hurst[ind] condlist = [x < seg_points[0]] +\ [(x >= seg_points[s] and x < seg_points[s + 1]) for s in range(len(seg_points) - 1)] +\ [x >= seg_points[-1]] return np.piecewise(x, condlist=condlist, funclist=funclist)
One way to tackle a problem like this is to (try) understand the big picture, and come with a different approach that treats everything as 2d or larger (LxK arrays). Another is to examine the multifrac_Brownian_motion, trying to speed it up, and where possible eliminate steps that depend on scalars or 1d arrays. In other words, work from the inside out. If we get enough of a speed improvement it may not matter that we have to call it in a loop. Even better the improvement suggests ways of operating in high dimensions. As a start from inside out, I'd suggest replacing the t_ks calc with: t_ks = -np.arange(K,0,-1)/L # 1./L if required by Py2 integer division Since list_hurst, ind_hurst are the same for all n, I suspect you can move some time consuming parts of get_hurst_value outside the loop. But I'd put most effort into improving that condlist construction. That's list comprehension buried deep inside your outer loop. piecewise also loops over those seg_points.
Writing a function for x * sin(3/x) in python
I have to write a function, s(x) = x * sin(3/x) in python that is capable of taking single values or vectors/arrays, but I'm having a little trouble handling the cases when x is zero (or has an element that's zero). This is what I have so far: def s(x): result = zeros(size(x)) for a in range(0,size(x)): if (x[a] == 0): result[a] = 0 else: result[a] = float(x[a] * sin(3.0/x[a])) return result Which...doesn't work for x = 0. And it's kinda messy. Even worse, I'm unable to use sympy's integrate function on it, or use it in my own simpson/trapezoidal rule code. Any ideas? When I use integrate() on this function, I get the following error message: "Symbol" object does not support indexing.
This takes about 30 seconds per integrate call: import sympy as sp x = sp.Symbol('x') int2 = sp.integrate(x*sp.sin(3./x),(x,0.000001,2)).evalf(8) print int2 int1 = sp.integrate(x*sp.sin(3./x),(x,0,2)).evalf(8) print int1 The results are: 1.0996940 -4.5*Si(zoo) + 8.1682775 Clearly you want to start the integration from a small positive number to avoid the problem at x = 0. You can also assign x*sin(3./x) to a variable, e.g.: s = x*sin(3./x) int1 = sp.integrate(s, (x, 0.00001, 2)) My original answer using scipy to compute the integral: import scipy.integrate import math def s(x): if abs(x) < 0.00001: return 0 else: return x*math.sin(3.0/x) s_exact = scipy.integrate.quad(s, 0, 2) print s_exact See the scipy docs for more integration options.
If you want to use SymPy's integrate, you need a symbolic function. A wrong value at a point doesn't really matter for integration (at least mathematically), so you shouldn't worry about it. It seems there is a bug in SymPy that gives an answer in terms of zoo at 0, because it isn't using limit correctly. You'll need to compute the limits manually. For example, the integral from 0 to 1: In [14]: res = integrate(x*sin(3/x), x) In [15]: ans = limit(res, x, 1) - limit(res, x, 0) In [16]: ans Out[16]: 9⋅π 3⋅cos(3) sin(3) 9⋅Si(3) - ─── + ──────── + ────── + ─────── 4 2 2 2 In [17]: ans.evalf() Out[17]: -0.164075835450162
Fibonacci numbers, with an one-liner in Python 3?
I know there is nothing wrong with writing with proper function structure, but I would like to know how can I find nth fibonacci number with most Pythonic way with a one-line. I wrote that code, but It didn't seem to me best way: >>> fib = lambda n:reduce(lambda x, y: (x[0]+x[1], x[0]), [(1,1)]*(n-2))[0] >>> fib(8) 13 How could it be better and simplier?
fib = lambda n:reduce(lambda x,n:[x[1],x[0]+x[1]], range(n),[0,1])[0] (this maintains a tuple mapped from [a,b] to [b,a+b], initialized to [0,1], iterated N times, then takes the first tuple element) >>> fib(1000) 43466557686937456435688527675040625802564660517371780402481729089536555417949051 89040387984007925516929592259308032263477520968962323987332247116164299644090653 3187938298969649928516003704476137795166849228875L (note that in this numbering, fib(0) = 0, fib(1) = 1, fib(2) = 1, fib(3) = 2, etc.) (also note: reduce is a builtin in Python 2.7 but not in Python 3; you'd need to execute from functools import reduce in Python 3.)
A rarely seen trick is that a lambda function can refer to itself recursively: fib = lambda n: n if n < 2 else fib(n-1) + fib(n-2) By the way, it's rarely seen because it's confusing, and in this case it is also inefficient. It's much better to write it on multiple lines: def fibs(): a = 0 b = 1 while True: yield a a, b = b, a + b
I recently learned about using matrix multiplication to generate Fibonacci numbers, which was pretty cool. You take a base matrix: [1, 1] [1, 0] and multiply it by itself N times to get: [F(N+1), F(N)] [F(N), F(N-1)] This morning, doodling in the steam on the shower wall, I realized that you could cut the running time in half by starting with the second matrix, and multiplying it by itself N/2 times, then using N to pick an index from the first row/column. With a little squeezing, I got it down to one line: import numpy def mm_fib(n): return (numpy.matrix([[2,1],[1,1]])**(n//2))[0,(n+1)%2] >>> [mm_fib(i) for i in range(20)] [0, 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584, 4181]
This is a closed expression for the Fibonacci series that uses integer arithmetic, and is quite efficient. fib = lambda n:pow(2<<n,n+1,(4<<2*n)-(2<<n)-1)%(2<<n) >> fib(1000) 4346655768693745643568852767504062580256466051737178 0402481729089536555417949051890403879840079255169295 9225930803226347752096896232398733224711616429964409 06533187938298969649928516003704476137795166849228875L It computes the result in O(log n) arithmetic operations, each acting on integers with O(n) bits. Given that the result (the nth Fibonacci number) is O(n) bits, the method is quite reasonable. It's based on genefib4 from http://fare.tunes.org/files/fun/fibonacci.lisp , which in turn was based on an a less efficient closed-form integer expression of mine (see: http://paulhankin.github.io/Fibonacci/)
If we consider the "most Pythonic way" to be elegant and effective then: def fib(nr): return int(((1 + math.sqrt(5)) / 2) ** nr / math.sqrt(5) + 0.5) wins hands down. Why use a inefficient algorithm (and if you start using memoization we can forget about the oneliner) when you can solve the problem just fine in O(1) by approximation the result with the golden ratio? Though in reality I'd obviously write it in this form: def fib(nr): ratio = (1 + math.sqrt(5)) / 2 return int(ratio ** nr / math.sqrt(5) + 0.5) More efficient and much easier to understand.
This is a non-recursive (anonymous) memoizing one liner fib = lambda x,y=[1,1]:([(y.append(y[-1]+y[-2]),y[-1])[1] for i in range(1+x-len(y))],y[x])[1]
fib = lambda n, x=0, y=1 : x if not n else fib(n-1, y, x+y) run time O(n), fib(0) = 0, fib(1) = 1, fib(2) = 1 ...
I'm Python newcomer, but did some measure for learning purposes. I've collected some fibo algorithm and took some measure. from datetime import datetime import matplotlib.pyplot as plt from functools import wraps from functools import reduce from functools import lru_cache import numpy def time_it(f): #wraps(f) def wrapper(*args, **kwargs): start_time = datetime.now() f(*args, **kwargs) end_time = datetime.now() elapsed = end_time - start_time elapsed = elapsed.microseconds return elapsed return wrapper #time_it def fibslow(n): if n <= 1: return n else: return fibslow(n-1) + fibslow(n-2) #time_it #lru_cache(maxsize=10) def fibslow_2(n): if n <= 1: return n else: return fibslow_2(n-1) + fibslow_2(n-2) #time_it def fibfast(n): if n <= 1: return n a, b = 0, 1 for i in range(1, n+1): a, b = b, a + b return a #time_it def fib_reduce(n): return reduce(lambda x, n: [x[1], x[0]+x[1]], range(n), [0, 1])[0] #time_it def mm_fib(n): return (numpy.matrix([[2, 1], [1, 1]])**(n//2))[0, (n+1) % 2] #time_it def fib_ia(n): return pow(2 << n, n+1, (4 << 2 * n) - (2 << n)-1) % (2 << n) if __name__ == '__main__': X = range(1, 200) # fibslow_times = [fibslow(i) for i in X] fibslow_2_times = [fibslow_2(i) for i in X] fibfast_times = [fibfast(i) for i in X] fib_reduce_times = [fib_reduce(i) for i in X] fib_mm_times = [mm_fib(i) for i in X] fib_ia_times = [fib_ia(i) for i in X] # print(fibslow_times) # print(fibfast_times) # print(fib_reduce_times) plt.figure() # plt.plot(X, fibslow_times, label='Slow Fib') plt.plot(X, fibslow_2_times, label='Slow Fib w cache') plt.plot(X, fibfast_times, label='Fast Fib') plt.plot(X, fib_reduce_times, label='Reduce Fib') plt.plot(X, fib_mm_times, label='Numpy Fib') plt.plot(X, fib_ia_times, label='Fib ia') plt.xlabel('n') plt.ylabel('time (microseconds)') plt.legend() plt.show() The result is usually the same. Fiboslow_2 with recursion and cache, Fib integer arithmetic and Fibfast algorithms seems the best ones. Maybe my decorator not the best thing to measure performance, but for an overview it seemed good.
Another example, taking the cue from Mark Byers's answer: fib = lambda n,a=0,b=1: a if n<=0 else fib(n-1,b,a+b)
I wanted to see if I could create an entire sequence, not just the final value. The following will generate a list of length 100. It excludes the leading [0, 1] and works for both Python2 and Python3. No other lines besides the one! (lambda i, x=[0,1]: [(x.append(x[y+1]+x[y]), x[y+1]+x[y])[1] for y in range(i)])(100) Output [1, 2, 3, ... 218922995834555169026, 354224848179261915075, 573147844013817084101]
Here's an implementation that doesn't use recursion, and only memoizes the last two values instead of the whole sequence history. nthfib() below is the direct solution to the original problem (as long as imports are allowed) It's less elegant than using the Reduce methods above, but, although slightly different that what was asked for, it gains the ability to to be used more efficiently as an infinite generator if one needs to output the sequence up to the nth number as well (re-writing slightly as fibgen() below). from itertools import imap, islice, repeat nthfib = lambda n: next(islice((lambda x=[0, 1]: imap((lambda x: (lambda setx=x.__setitem__, x0_temp=x[0]: (x[1], setx(0, x[1]), setx(1, x0_temp+x[1]))[0])()), repeat(x)))(), n-1, None)) >>> nthfib(1000) 43466557686937456435688527675040625802564660517371780402481729089536555417949051 89040387984007925516929592259308032263477520968962323987332247116164299644090653 3187938298969649928516003704476137795166849228875L from itertools import imap, islice, repeat fibgen = lambda:(lambda x=[0,1]: imap((lambda x: (lambda setx=x.__setitem__, x0_temp=x[0]: (x[1], setx(0, x[1]), setx(1, x0_temp+x[1]))[0])()), repeat(x)))() >>> list(islice(fibgen(),12)) [1, 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144]
def fib(n): x =[0,1] for i in range(n): x=[x[1],x[0]+x[1]] return x[0] take the cue from Jason S, i think my version have a better understanding.
Starting Python 3.8, and the introduction of assignment expressions (PEP 572) (:= operator), we can use and update a variable within a list comprehension: fib = lambda n,x=(0,1):[x := (x[1], sum(x)) for i in range(n+1)][-1][0] This: Initiates the duo n-1 and n-2 as a tuple x=(0, 1) As part of a list comprehension looping n times, x is updated via an assignment expression (x := (x[1], sum(x))) to the new n-1 and n-2 values Finally, we return from the last iteration, the first part of the x
To solve this problem I got inspired by a similar question here in Stackoverflow Single Statement Fibonacci, and I got this single line function that can output a list of fibonacci sequence. Though, this is a Python 2 script, not tested on Python 3: (lambda n, fib=[0,1]: fib[:n]+[fib.append(fib[-1] + fib[-2]) or fib[-1] for i in range(n-len(fib))])(10) assign this lambda function to a variable to reuse it: fib = (lambda n, fib=[0,1]: fib[:n]+[fib.append(fib[-1] + fib[-2]) or fib[-1] for i in range(n-len(fib))]) fib(10) output is a list of fibonacci sequence: [0, 1, 1, 2, 3, 5, 8, 13, 21, 34]
I don't know if this is the most pythonic method but this is the best i could come up with:-> Fibonacci = lambda x,y=[1,1]:[1]*x if (x<2) else ([y.append(y[q-1] + y[q-2]) for q in range(2,x)],y)[1] The above code doesn't use recursion, just a list to store the values.
My 2 cents # One Liner def nthfibonacci(n): return long(((((1+5**.5)/2)**n)-(((1-5**.5)/2)**n))/5**.5) OR # Steps def nthfibonacci(nth): sq5 = 5**.5 phi1 = (1+sq5)/2 phi2 = -1 * (phi1 -1) n1 = phi1**(nth+1) n2 = phi2**(nth+1) return long((n1 - n2)/sq5)
Why not use a list comprehension? from math import sqrt, floor [floor(((1+sqrt(5))**n-(1-sqrt(5))**n)/(2**n*sqrt(5))) for n in range(100)] Without math imports, but less pretty: [int(((1+(5**0.5))**n-(1-(5**0.5))**n)/(2**n*(5**0.5))) for n in range(100)]
import math sqrt_five = math.sqrt(5) phi = (1 + sqrt_five) / 2 fib = lambda n : int(round(pow(phi, n) / sqrt_five)) print([fib(i) for i in range(1, 26)]) single line lambda fibonacci but with some extra variables
Similar: def fibonacci(n): f=[1]+[0] for i in range(n): f=[sum(f)] + f[:-1] print f[1]
A simple Fibonacci number generator using recursion fib = lambda x: 1-x if x < 2 else fib(x-1)+fib(x-2) print fib(100) This takes forever to calculate fib(100) in my computer. There is also closed form of Fibonacci numbers. fib = lambda n: int(1/sqrt(5)*((1+sqrt(5))**n-(1-sqrt(5))**n)/2**n) print fib(50) This works nearly up to 72 numbers due to precision problem.
Lambda with logical operators fibonacci_oneline = lambda n = 10, out = []: [ out.append(i) or i if i <= 1 else out.append(out[-1] + out[-2]) or out[-1] for i in range(n)]
here is how i do it ,however the function returns None for the list comprehension line part to allow me to insert a loop inside .. so basically what it does is appending new elements of the fib seq inside of a list which is over two elements >>f=lambda list,x :print('The list must be of 2 or more') if len(list)<2 else [list.append(list[-1]+list[-2]) for i in range(x)] >>a=[1,2] >>f(a,7)
You can generate once a list with some values and use as needed: fib_fix = [] fib = lambda x: 1 if x <=2 else fib_fix[x-3] if x-2 <= len(fib_fix) else (fib_fix.append(fib(x-2) + fib(x-1)) or fib_fix[-1]) fib_x = lambda x: [fib(n) for n in range(1,x+1)] fib_100 = fib_x(100) than for example: a = fib_fix[76]