numba-cfunc.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import numba as nb\n",
    "import numpy as np\n",
    "from math import sin\n",
    "from numba import types as T"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "@nb.cfunc(\"float64(float64)\")\n",
    "def f1(x):\n",
    "    return x * sin(x)\n",
    "\n",
    "@nb.cfunc(T.float64(T.CPointer(T.float64)))\n",
    "def f2(x):\n",
    "    return x[0] + x[1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "@nb.cfunc(T.float64(T.intc, T.CPointer(T.float64)))\n",
    "def f3(n, x):\n",
    "    return 2.0 * (x[0] - 1.0)**2 + 3.0 * (x[1] - 2.0)**2.0 "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.8414709848078965"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from cffi import FFI\n",
    "\n",
    "ffi = FFI()\n",
    "ffi.cast(\"double(*)(double)\", f1.cffi)(1.0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "3.0"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ffi.cast(\"double(*)(double *)\", f2.cffi)(ffi.new(\"double[]\", [1, 2]))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0.8414709848078965"
      ]
     },
     "execution_count": 29,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "f1.ctypes(1.0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "3.0"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import ctypes\n",
    "\n",
    "f2.ctypes((ctypes.c_double * 2)(1, 2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import scipy\n",
    "from scipy import optimize\n",
    "from scipy import integrate"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "integrate.quad?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {},
   "outputs": [],
   "source": [
    "lc = scipy.LowLevelCallable(f3.ctypes)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "scipy.LowLevelCallable?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from scipy.integrate import ode"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "ode?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "optimize.fmin?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {},
   "outputs": [
    {
     "ename": "TypeError",
     "evalue": "'LowLevelCallable' object is not callable",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mTypeError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[0;32m<ipython-input-43-2ef63b4fa856>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[0;32m----> 1\u001b[0;31m \u001b[0moptimize\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mfmin\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mlc\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m[\u001b[0m\u001b[0;36m0\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;36m0\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
      "\u001b[0;32m/usr/local/share/miniconda3/lib/python3.5/site-packages/scipy/optimize/optimize.py\u001b[0m in \u001b[0;36mfmin\u001b[0;34m(func, x0, args, xtol, ftol, maxiter, maxfun, full_output, disp, retall, callback, initial_simplex)\u001b[0m\n\u001b[1;32m    391\u001b[0m             'initial_simplex': initial_simplex}\n\u001b[1;32m    392\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 393\u001b[0;31m     \u001b[0mres\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0m_minimize_neldermead\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mfunc\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mx0\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mcallback\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mcallback\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mopts\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m    394\u001b[0m     \u001b[0;32mif\u001b[0m \u001b[0mfull_output\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    395\u001b[0m         \u001b[0mretlist\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mres\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'x'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mres\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'fun'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mres\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'nit'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mres\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'nfev'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mres\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'status'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m/usr/local/share/miniconda3/lib/python3.5/site-packages/scipy/optimize/optimize.py\u001b[0m in \u001b[0;36m_minimize_neldermead\u001b[0;34m(func, x0, args, callback, maxiter, maxfev, disp, return_all, initial_simplex, xatol, fatol, **unknown_options)\u001b[0m\n\u001b[1;32m    515\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    516\u001b[0m     \u001b[0;32mfor\u001b[0m \u001b[0mk\u001b[0m \u001b[0;32min\u001b[0m \u001b[0mrange\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mN\u001b[0m \u001b[0;34m+\u001b[0m \u001b[0;36m1\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 517\u001b[0;31m         \u001b[0mfsim\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0mk\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mfunc\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0msim\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0mk\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m    518\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    519\u001b[0m     \u001b[0mind\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mnumpy\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0margsort\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mfsim\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;32m/usr/local/share/miniconda3/lib/python3.5/site-packages/scipy/optimize/optimize.py\u001b[0m in \u001b[0;36mfunction_wrapper\u001b[0;34m(*wrapper_args)\u001b[0m\n\u001b[1;32m    290\u001b[0m     \u001b[0;32mdef\u001b[0m \u001b[0mfunction_wrapper\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0mwrapper_args\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    291\u001b[0m         \u001b[0mncalls\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;36m0\u001b[0m\u001b[0;34m]\u001b[0m \u001b[0;34m+=\u001b[0m \u001b[0;36m1\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 292\u001b[0;31m         \u001b[0;32mreturn\u001b[0m \u001b[0mfunction\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mwrapper_args\u001b[0m \u001b[0;34m+\u001b[0m \u001b[0margs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m    293\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m    294\u001b[0m     \u001b[0;32mreturn\u001b[0m \u001b[0mncalls\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mfunction_wrapper\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;31mTypeError\u001b[0m: 'LowLevelCallable' object is not callable"
     ]
    }
   ],
   "source": [
    "optimize.fmin(lc, [0, 0])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from math import sin\n",
    "def f2(x):\n",
    "    return x * sin(x)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "119 µs ± 4.9 µs per loop (mean ± std. dev. of 7 runs, 10000 loops each)\n"
     ]
    }
   ],
   "source": [
    "%timeit integrate.quad(f.ctypes, 0, 100)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "924 µs ± 127 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)\n"
     ]
    }
   ],
   "source": [
    "%timeit integrate.quad(f2, 0, 100)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "integrate.quad?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import scipy"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "from scipy import interpolate"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "scipy.LowLevelCallable?"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "module = scipy.interpolate\n",
    "for name in dir(module):\n",
    "    obj = getattr(module, name)\n",
    "    doc = getattr(obj, \"__doc__\", \"\")\n",
    "    if doc and \"LowLevelCallable\" in doc:\n",
    "        print(name)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<module 'scipy.integrate._odepack' from '/usr/local/share/miniconda3/lib/python3.5/site-packages/scipy/integrate/_odepack.cpython-35m-x86_64-linux-gnu.so'>"
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "integrate._odepack"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "integrate.odeint??"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "integrate._odepack.odeint??"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Optimization terminated successfully.\n",
      "         Current function value: 0.000000\n",
      "         Iterations: 3\n",
      "         Function evaluations: 6\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "array([ 0.])"
      ]
     },
     "execution_count": 49,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "optimize.fmin(f.ctypes, 0)"
   ]
  }
 ],
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  "anaconda-cloud": {},
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