The Performance of Python, Cython and C on a VectorΒΆ
Lets look at a real world numerical problem, namely computing the standard deviation of a million floats using:
- Pure Python (using a list of values).
- Numpy.
- Cython expecting a numpy array - naive
- Cython expecting a numpy array - optimised
- C (called from Cython)
The pure Python code looks like this, where the argument is a list of values:
# File: StdDev.py
import math
def pyStdDev(a):
mean = sum(a) / len(a)
return math.sqrt((sum(((x - mean)**2 for x in a)) / len(a)))
The numpy code works on an ndarray:
# File: StdDev.py
import numpy as np
def npStdDev(a):
return np.std(a)
The naive Cython code also expects an ndarray:
# File: cyStdDev.pyx
import math
def cyStdDev(a):
m = a.mean()
w = a - m
wSq = w**2
return math.sqrt(wSq.mean())
The optimised Cython code:
# File: cyStdDev.pyx
cdef extern from "math.h":
double sqrt(double m)
from numpy cimport ndarray
cimport numpy as np
cimport cython
@cython.boundscheck(False)
def cyOptStdDev(ndarray[np.float64_t, ndim=1] a not None):
cdef Py_ssize_t i
cdef Py_ssize_t n = a.shape[0]
cdef double m = 0.0
for i in range(n):
m += a[i]
m /= n
cdef double v = 0.0
for i in range(n):
v += (a[i] - m)**2
return sqrt(v / n)
Finally Cython calling pure ‘C’, here is the Cython code:
# File: cyStdDev.pyx
cdef extern from "std_dev.h":
double std_dev(double *arr, size_t siz)
def cStdDev(ndarray[np.float64_t, ndim=1] a not None):
return std_dev(<double*> a.data, a.size)
And the C code it calls in std_dev.h
:
#include <stdlib.h>
double std_dev(double *arr, size_t siz);
And the implementation is in std_dev.c
:
#include <math.h>
#include "std_dev.h"
double std_dev(double *arr, size_t siz) {
double mean = 0.0;
double sum_sq;
double *pVal;
double diff;
double ret;
pVal = arr;
for (size_t i = 0; i < siz; ++i, ++pVal) {
mean += *pVal;
}
mean /= siz;
pVal = arr;
sum_sq = 0.0;
for (size_t i = 0; i < siz; ++i, ++pVal) {
diff = *pVal - mean;
sum_sq += diff * diff;
}
return sqrt(sum_sq / siz);
}
Timing these is done, respectively by:
# Pure Python
python3 -m timeit -s "import StdDev; import numpy as np; a = [float(v) for v in range(1000000)]" "StdDev.pyStdDev(a)"
# Numpy
python3 -m timeit -s "import StdDev; import numpy as np; a = np.arange(1e6)" "StdDev.npStdDev(a)"
# Cython - naive
python3 -m timeit -s "import cyStdDev; import numpy as np; a = np.arange(1e6)" "cyStdDev.cyStdDev(a)"
# Optimised Cython
python3 -m timeit -s "import cyStdDev; import numpy as np; a = np.arange(1e6)" "cyStdDev.cyOptStdDev(a)"
# Cython calling C
python3 -m timeit -s "import cyStdDev; import numpy as np; a = np.arange(1e6)" "cyStdDev.cStdDev(a)"
In summary:
Method | Time (ms) | Compared to Python | Compared to Numpy |
---|---|---|---|
Pure Python | 183 | x1 | x0.03 |
Numpy | 5.97 | x31 | x1 |
Naive Cython | 7.76 | x24 | x0.8 |
Optimised Cython | 2.18 | x84 | x2.7 |
Cython calling C | 2.22 | x82 | x2.7 |
Or graphically:
The conclusions that I draw from this are:
- Numpy is around 30x faster than pure Python in this case.
- Surprisingly Numpy was not the fastest, even naive Cython can get close to its performance [1].
- Optimised Cython and pure ‘C’ beat Numpy by a significant margin (x2.7)
- Optimised Cython performs as well as pure ‘C’ but the Cython code is rather opaque.
Footnotes
[1] | At PyconUK 2014 Ian Ozsvald and I may have found why numpy is comparatively slow. Watch this space! |