Castou
Castou

Reputation: 97

Partial sum over an array given a list of indices

I have a 2D matrix and I need to sum a subset of the matrix elements, given two lists of indices imp_list and bath_list. Here is what I'm doing right now:

s = 0.0
for i in imp_list:
    for j in bath_list:
        s += K[i,j]

which appears to be very slow. What would be a better solution to perform the sum?

Upvotes: 2

Views: 2466

Answers (1)

Alex Riley
Alex Riley

Reputation: 177078

If you're working with large arrays, you should get a huge speed boost by using NumPy's own indexing routines over Python's for loops.

In the general case you can use np.ix_ to select a subarray of the matrix to sum:

K[np.ix_(imp_list, bath_list)].sum()

Note that np.ix_ carries some overhead, so if your two lists contain consecutive or evenly-spaced values, it's worth using regular slicing to index the array instead (see method3() below).

Here's some data to illustrate the improvements:

K = np.arange(1000000).reshape(1000, 1000)
imp_list = range(100)  # [0, 1, 2, ..., 99]
bath_list = range(200) # [0, 1, 2, ..., 199]

def method1():
    s = 0
    for i in imp_list:
        for j in bath_list:
            s += K[i,j]
    return s

def method2():
    return K[np.ix_(imp_list, bath_list)].sum()

def method3():
    return K[:100, :200].sum()

Then:

In [80]: method1() == method2() == method3()
Out[80]: True

In [91]: %timeit method1()
10 loops, best of 3: 9.93 ms per loop

In [92]: %timeit method2()
1000 loops, best of 3: 884 µs per loop

In [93]: %timeit method3()
10000 loops, best of 3: 34 µs per loop

Upvotes: 4

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