This is a simplified example of a Monte Carlo
simulation where random vectors (here 2D vectors,
which are all zero) are summed (the result is in
r1 and r2 or r, respectively):
def case1():
import numpy as np
M = 100000
N = 10000
r1 = np.zeros(M)
r2 = np.zeros(M)
s1 = np.zeros(N)
s2 = np.zeros(N)
for n in range(1000):
ind = np.random.random_integers(N, size=M) - 1
r1 += s1[ind]
r2 += s2[ind]
def case2():
import numpy as np
M = 100000
N = 10000
r = np.zeros((M, 2))
s = np.zeros((N, 2))
for n in range(1000):
ind = np.random.random_integers(N, size=M) - 1
r += s[ind]
import timeit
print("case1:", timeit.timeit(
"case1()", setup="from __main__ import case1", number=1))
print("case2:", timeit.timeit(
"case2()", setup="from __main__ import case2", number=1))
Resulting in:
case1: 2.6224704339983873
case2: 4.374910838028882
Why is case2 significantly slower (almost by a
factor of 2) than case1? There should be the same number
of operations (additions) in both cases; the main
difference is the indexing.
Is there another (faster) way to avoid the separate
component arrays r1 and r2? (I also tried
r = np.zeros(M, dtype='2d'), which was comparable
to case2.)
Olaf
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