python numpy库安装特别慢,Numpy + Python比MATLAB慢15倍？

Here is some code I wrote in Python / Numpy that I pretty much directly translated from MATLAB code. When I run the code in MATLAB on my machine, it takes roughly 17 seconds. When I run the code in Python / Numpy on my machine, it takes roughly 233 seconds. Am I not using Numpy effectively? Please look over my Python code to see if I'm using Numpy in a non effective manner.

import numpy as np

from numpy import *

import pylab as py

from pylab import *

import math

import time

def heat(D,u0,q,tdim):

xdim = np.size(u0)

Z = np.zeros([xdim,tdim])

Z[:,0]=u0;

for i in range(1,tdim):

for j in range (1,xdim-1):

Z[j,i]=Z[j,i-1]+ D*q*(Z[j-1,i-1]-2*Z[j,i-1]+Z[j+1,i-1])

return Z

start_time = time.clock()

L = 10

D = 0.5

s = 0.03 # magnitude of noise

Tmax = 0.2

xdim = 25

tdim = 75

x = np.linspace(0,L,xdim)

t = np.linspace(0,Tmax,tdim)

dt = t[1]-t[0]

dx = x[1]-x[0]

q = dt/(dx**2)

r1 = 0.75*L

r2 = 0.8*L

################################################

## check the stability criterion dt/(dx^2)<.5>

################################################

# Define the actual initial temperature distribution

u0 = np.zeros(xdim)

for i in range(0,xdim):

if(x[i]>=r1 and x[i]<=r2):

u0[i] = 1

xDat = range(1,xdim-1)

tDat = np.array([tdim])

nxDat = len(xDat)

ntDat = 1

tfinal = tdim-1

# synthesize data

Z = heat(D,u0,q,tdim)

u = Z[xDat,tfinal] # matrix

uDat = u + s*randn(nxDat)

# MATLAB PLOTTING

#figure(1);surf(x,t,Z); hold on;

#if ntDat>1, mesh(x(xDat),t(tDat),uDat);

#else set(plot3(x(xDat),t(tDat)*ones(1,nxDat),uDat,'r-o'),'LineWidth',3);

#end; hold off; drawnow

#MCMC run

N = 10000

m = 100

XD = 1.0

X = np.zeros(N)

X[0] = XD

Z = heat(XD,u0,q,tdim)

u = Z[xDat,tfinal]

oLLkd = sum(sum(-(u-uDat)**2))/(2*s**2)

LL = np.zeros(N)

LL[0] = oLLkd

# random walk step size

w = 0.1

for n in range (1,N):

XDp = XD+w*(2*rand(1)-1)

if XDp > 0:

Z = heat(XDp,u0,q,tdim)

u = Z[xDat,tfinal]

nLLkd = sum(sum( -(u-uDat)**2))/(2*s**2)

alpha = exp((nLLkd-oLLkd))

if random() < alpha:

XD = XDp

oLLkd = nLLkd

CZ = Z

X[n] = XD;

LL[n] = oLLkd;

print time.clock() - start_time, "seconds"

解决方案

Difference in performance between Numpy and Matlab for basic array/matrix operation is most probably due to Numpy being installed against a slower Lapack implementation. For maximum performance you may consider building numpy against LAPACK (instructions here).

In your code the main performance hit is that you are basically performing a convultion in a python for-loop. Thus your are not really making use of Numpy capabilities. You should replace your double for loop with a dedicated convolution function such as scipy.ndimage.convolve.