.. highlight:: cython .. _numpy_tutorial: ************************** Cython for NumPy users ************************** This tutorial is aimed at NumPy users who have no experience with Cython at all. If you have some knowledge of Cython you may want to skip to the ''Efficient indexing'' section. The main scenario considered is NumPy end-use rather than NumPy/SciPy development. The reason is that Cython is not (yet) able to support functions that are generic with respect to the number of dimensions in a high-level fashion. This restriction is much more severe for SciPy development than more specific, "end-user" functions. See the last section for more information on this. The style of this tutorial will not fit everybody, so you can also consider: * Kurt Smith's `video tutorial of Cython at SciPy 2015 `_. The slides and notebooks of this talk are `on github `_. * Basic Cython documentation (see `Cython front page `_). Cython at a glance ================== Cython is a compiler which compiles Python-like code files to C code. Still, ''Cython is not a Python to C translator''. That is, it doesn't take your full program and "turns it into C" -- rather, the result makes full use of the Python runtime environment. A way of looking at it may be that your code is still Python in that it runs within the Python runtime environment, but rather than compiling to interpreted Python bytecode one compiles to native machine code (but with the addition of extra syntax for easy embedding of faster C-like code). This has two important consequences: * Speed. How much depends very much on the program involved though. Typical Python numerical programs would tend to gain very little as most time is spent in lower-level C that is used in a high-level fashion. However for-loop-style programs can gain many orders of magnitude, when typing information is added (and is so made possible as a realistic alternative). * Easy calling into C code. One of Cython's purposes is to allow easy wrapping of C libraries. When writing code in Cython you can call into C code as easily as into Python code. Very few Python constructs are not yet supported, though making Cython compile all Python code is a stated goal, you can see the differences with Python in :ref:`limitations `. Your Cython environment ======================= Using Cython consists of these steps: 1. Write a :file:`.pyx` source file 2. Run the Cython compiler to generate a C file 3. Run a C compiler to generate a compiled library 4. Run the Python interpreter and ask it to import the module However there are several options to automate these steps: 1. The `SAGE `_ mathematics software system provides excellent support for using Cython and NumPy from an interactive command line or through a notebook interface (like Maple/Mathematica). See `this documentation `_. 2. Cython can be used as an extension within a Jupyter notebook, making it easy to compile and use Cython code with just a ``%%cython`` at the top of a cell. For more information see :ref:`Using the Jupyter Notebook `. 3. A version of pyximport is shipped with Cython, so that you can import pyx-files dynamically into Python and have them compiled automatically (See :ref:`pyximport`). 4. Cython supports distutils so that you can very easily create build scripts which automate the process, this is the preferred method for Cython implemented libraries and packages. See :ref:`Basic setup.py `. 5. Manual compilation (see below) .. Note:: If using another interactive command line environment than SAGE, like IPython or Python itself, it is important that you restart the process when you recompile the module. It is not enough to issue an "import" statement again. Installation ============= If you already have a C compiler, just do:: pip install Cython otherwise, see :ref:`the installation page `. As of this writing SAGE comes with an older release of Cython than required for this tutorial. So if using SAGE you should download the newest Cython and then execute :: $ cd path/to/cython-distro $ path-to-sage/sage -python setup.py install This will install the newest Cython into SAGE. Manual compilation ==================== As it is always important to know what is going on, I'll describe the manual method here. First Cython is run:: $ cython yourmod.pyx This creates :file:`yourmod.c` which is the C source for a Python extension module. A useful additional switch is ``-a`` which will generate a document :file:`yourmod.html`) that shows which Cython code translates to which C code line by line. Then we compile the C file. This may vary according to your system, but the C file should be built like Python was built. Python documentation for writing extensions should have some details. On Linux this often means something like:: $ gcc -shared -pthread -fPIC -fwrapv -O2 -Wall -fno-strict-aliasing -I/usr/include/python2.7 -o yourmod.so yourmod.c ``gcc`` should have access to the NumPy C header files so if they are not installed at :file:`/usr/include/numpy` or similar you may need to pass another option for those. You only need to provide the NumPy headers if you write:: cimport numpy in your Cython code. This creates :file:`yourmod.so` in the same directory, which is importable by Python by using a normal ``import yourmod`` statement. The first Cython program ========================== You can easily execute the code of this tutorial by downloading `the Jupyter notebook `_. The code below does the equivalent of this function in numpy:: def compute_np(array_1, array_2, a, b, c): return np.clip(array_1, 2, 10) * a + array_2 * b + c We'll say that ``array_1`` and ``array_2`` are 2D NumPy arrays of integer type and ``a``, ``b`` and ``c`` are three Python integers. This function uses NumPy and is already really fast, so it might be a bit overkill to do it again with Cython. This is for demonstration purposes. Nonetheless, we will show that we achieve a better speed and memory efficiency than NumPy at the cost of more verbosity. This code computes the function with the loops over the two dimensions being unrolled. It is both valid Python and valid Cython code. I'll refer to it as both :file:`compute_py.py` for the Python version and :file:`compute_cy.pyx` for the Cython version -- Cython uses ``.pyx`` as its file suffix (but it can also compile ``.py`` files). .. literalinclude:: ../../examples/userguide/numpy_tutorial/compute_py.py This should be compiled to produce :file:`compute_cy.so` for Linux systems (on Windows systems, this will be a ``.pyd`` file). We run a Python session to test both the Python version (imported from ``.py``-file) and the compiled Cython module. .. sourcecode:: ipython In [1]: import numpy as np In [2]: array_1 = np.random.uniform(0, 1000, size=(3000, 2000)).astype(np.intc) In [3]: array_2 = np.random.uniform(0, 1000, size=(3000, 2000)).astype(np.intc) In [4]: a = 4 In [5]: b = 3 In [6]: c = 9 In [7]: def compute_np(array_1, array_2, a, b, c): ...: return np.clip(array_1, 2, 10) * a + array_2 * b + c In [8]: %timeit compute_np(array_1, array_2, a, b, c) 103 ms ± 4.16 ms per loop (mean ± std. dev. of 7 runs, 10 loops each) In [9]: import compute_py In [10]: compute_py.compute(array_1, array_2, a, b, c) 1min 10s ± 844 ms per loop (mean ± std. dev. of 7 runs, 1 loop each) In [11]: import compute_cy In [12]: compute_cy.compute(array_1, array_2, a, b, c) 56.5 s ± 587 ms per loop (mean ± std. dev. of 7 runs, 1 loop each) There's not such a huge difference yet; because the C code still does exactly what the Python interpreter does (meaning, for instance, that a new object is allocated for each number used). You can look at the Python interaction and the generated C code by using ``-a`` when calling Cython from the command line, ``%%cython -a`` when using a Jupyter Notebook, or by using ``cythonize('compute_cy.pyx', annotate=True)`` when using a ``setup.py``. Look at the generated html file and see what is needed for even the simplest statements. You get the point quickly. We need to give Cython more information; we need to add types. Adding types ============= To add types we use custom Cython syntax, so we are now breaking Python source compatibility. Here's :file:`compute_typed.pyx`. *Read the comments!* .. literalinclude:: ../../examples/userguide/numpy_tutorial/compute_typed.pyx .. figure:: compute_typed_html.jpg At this point, have a look at the generated C code for :file:`compute_cy.pyx` and :file:`compute_typed.pyx`. Click on the lines to expand them and see corresponding C. Especially have a look at the ``for-loops``: In :file:`compute_cy.c`, these are ~20 lines of C code to set up while in :file:`compute_typed.c` a normal C for loop is used. After building this and continuing my (very informal) benchmarks, I get: .. sourcecode:: ipython In [13]: %timeit compute_typed.compute(array_1, array_2, a, b, c) 26.5 s ± 422 ms per loop (mean ± std. dev. of 7 runs, 1 loop each) So adding types does make the code faster, but nowhere near the speed of NumPy? What happened is that most of the time spend in this code is spent in the following lines, and those lines are slower to execute than in pure Python:: tmp = clip(array_1[x, y], 2, 10) tmp = tmp * a + array_2[x, y] * b result[x, y] = tmp + c So what made those line so much slower than in the pure Python version? ``array_1`` and ``array_2`` are still NumPy arrays, so Python objects, and expect Python integers as indexes. Here we pass C int values. So every time Cython reaches this line, it has to convert all the C integers to Python int objects. Since this line is called very often, it outweighs the speed benefits of the pure C loops that were created from the ``range()`` earlier. Furthermore, ``tmp * a + array_2[x, y] * b`` returns a Python integer and ``tmp`` is a C integer, so Cython has to do type conversions again. In the end those types conversions add up. And made our computation really slow. But this problem can be solved easily by using memoryviews. Efficient indexing with memoryviews =================================== There are still two bottlenecks that degrade the performance, and that is the array lookups and assignments, as well as C/Python types conversion. The ``[]``-operator still uses full Python operations -- what we would like to do instead is to access the data buffer directly at C speed. What we need to do then is to type the contents of the :obj:`ndarray` objects. We do this with a memoryview. There is :ref:`a page in the Cython documentation ` dedicated to it. In short, memoryviews are C structures that can hold a pointer to the data of a NumPy array and all the necessary buffer metadata to provide efficient and safe access: dimensions, strides, item size, item type information, etc... They also support slices, so they work even if the NumPy array isn't contiguous in memory. They can be indexed by C integers, thus allowing fast access to the NumPy array data. Here is how to declare a memoryview of integers:: cdef int [:] foo # 1D memoryview cdef int [:, :] foo # 2D memoryview cdef int [:, :, :] foo # 3D memoryview ... # You get the idea. No data is copied from the NumPy array to the memoryview in our example. As the name implies, it is only a "view" of the memory. So we can use the view ``result_view`` for efficient indexing and at the end return the real NumPy array ``result`` that holds the data that we operated on. Here is how to use them in our code: :file:`compute_memview.pyx` .. literalinclude:: ../../examples/userguide/numpy_tutorial/compute_memview.pyx Let's see how much faster accessing is now. .. sourcecode:: ipython In [22]: %timeit compute_memview.compute(array_1, array_2, a, b, c) 22.9 ms ± 197 µs per loop (mean ± std. dev. of 7 runs, 10 loops each) Note the importance of this change. We're now 3081 times faster than an interpreted version of Python and 4.5 times faster than NumPy. Memoryviews can be used with slices too, or even with Python arrays. Check out the :ref:`memoryview page ` to see what they can do for you. Tuning indexing further ======================== The array lookups are still slowed down by two factors: 1. Bounds checking is performed. 2. Negative indices are checked for and handled correctly. The code above is explicitly coded so that it doesn't use negative indices, and it (hopefully) always access within bounds. With decorators, we can deactivate those checks:: ... cimport cython @cython.boundscheck(False) # Deactivate bounds checking @cython.wraparound(False) # Deactivate negative indexing. def compute(int[:, :] array_1, int[:, :] array_2, int a, int b, int c): ... Now bounds checking is not performed (and, as a side-effect, if you ''do'' happen to access out of bounds you will in the best case crash your program and in the worst case corrupt data). It is possible to switch bounds-checking mode in many ways, see :ref:`compiler-directives` for more information. .. sourcecode:: ipython In [23]: %timeit compute_index.compute(array_1, array_2, a, b, c) 16.8 ms ± 25.4 µs per loop (mean ± std. dev. of 7 runs, 100 loops each) We're faster than the NumPy version (6.2x). NumPy is really well written, but does not performs operation lazily, resulting in a lot of intermediate copy operations in memory. Our version is very memory efficient and cache friendly because we can execute the operations in a single run over the data. .. Warning:: Speed comes with some cost. Especially it can be dangerous to set typed objects (like ``array_1``, ``array_2`` and ``result_view`` in our sample code) to ``None``. Setting such objects to ``None`` is entirely legal, but all you can do with them is check whether they are None. All other use (attribute lookup or indexing) can potentially segfault or corrupt data (rather than raising exceptions as they would in Python). The actual rules are a bit more complicated but the main message is clear: Do not use typed objects without knowing that they are not set to ``None``. Declaring the NumPy arrays as contiguous ======================================== For extra speed gains, if you know that the NumPy arrays you are providing are contiguous in memory, you can declare the memoryview as contiguous. We give an example on an array that has 3 dimensions. If you want to give Cython the information that the data is C-contiguous you have to declare the memoryview like this:: cdef int [:,:,::1] a If you want to give Cython the information that the data is Fortran-contiguous you have to declare the memoryview like this:: cdef int [::1, :, :] a If all this makes no sense to you, you can skip this part, declaring arrays as contiguous constrains the usage of your functions as it rejects array slices as input. If you still want to understand what contiguous arrays are all about, you can see `this answer on StackOverflow `_. For the sake of giving numbers, here are the speed gains that you should get by declaring the memoryviews as contiguous: .. sourcecode:: ipython In [23]: %timeit compute_contiguous.compute(array_1, array_2, a, b, c) 11.1 ms ± 30.2 µs per loop (mean ± std. dev. of 7 runs, 100 loops each) We're now around nine times faster than the NumPy version, and 6300 times faster than the pure Python version! Making the function cleaner =========================== Declaring types can make your code quite verbose. If you don't mind Cython inferring the C types of your variables, you can use the ``infer_types=True`` compiler directive at the top of the file. It will save you quite a bit of typing. Note that since type declarations must happen at the top indentation level, Cython won't infer the type of variables declared for the first time in other indentation levels. It would change too much the meaning of our code. This is why, we must still declare manually the type of the ``tmp``, ``x`` and ``y`` variable. And actually, manually giving the type of the ``tmp`` variable will be useful when using fused types. .. literalinclude:: ../../examples/userguide/numpy_tutorial/compute_infer_types.pyx We now do a speed test: .. sourcecode:: ipython In [24]: %timeit compute_infer_types.compute(array_1, array_2, a, b, c) 11.5 ms ± 261 µs per loop (mean ± std. dev. of 7 runs, 100 loops each) Lo and behold, the speed has not changed. More generic code ================== All those speed gains are nice, but adding types constrains our code. At the moment, it would mean that our function can only work with NumPy arrays with the ``np.intc`` type. Is it possible to make our code work for multiple NumPy data types? Yes, with the help of a new feature called fused types. You can learn more about it at :ref:`this section of the documentation `. It is similar to C++ 's templates. It generates multiple function declarations at compile time, and then chooses the right one at run-time based on the types of the arguments provided. By comparing types in if-conditions, it is also possible to execute entirely different code paths depending on the specific data type. In our example, since we don't have access anymore to the NumPy's dtype of our input arrays, we use those ``if-else`` statements to know what NumPy data type we should use for our output array. In this case, our function now works for ints, doubles and floats. .. literalinclude:: ../../examples/userguide/numpy_tutorial/compute_fused_types.pyx We can check that the output type is the right one:: >>>compute(array_1, array_2, a, b, c).dtype dtype('int32') >>>compute(array_1.astype(np.double), array_2.astype(np.double), a, b, c).dtype dtype('float64') We now do a speed test: .. sourcecode:: ipython In [25]: %timeit compute_fused_types.compute(array_1, array_2, a, b, c) 11.5 ms ± 258 µs per loop (mean ± std. dev. of 7 runs, 100 loops each) More versions of the function are created at compile time. So it makes sense that the speed doesn't change for executing this function with integers as before. Using multiple threads ====================== Cython has support for OpenMP. It also has some nice wrappers around it, like the function :func:`prange`. You can see more information about Cython and parallelism in :ref:`parallel`. Since we do elementwise operations, we can easily distribute the work among multiple threads. It's important not to forget to pass the correct arguments to the compiler to enable OpenMP. When using the Jupyter notebook, you should use the cell magic like this:: %%cython --force # distutils: extra_compile_args=-fopenmp # distutils: extra_link_args=-fopenmp The GIL must be released (see :ref:`Releasing the GIL `), so this is why we declare our :func:`clip` function ``nogil``. .. literalinclude:: ../../examples/userguide/numpy_tutorial/compute_prange.pyx We can have substantial speed gains for minimal effort: .. sourcecode:: ipython In [25]: %timeit compute_prange.compute(array_1, array_2, a, b, c) 9.33 ms ± 412 µs per loop (mean ± std. dev. of 7 runs, 100 loops each) We're now 7558 times faster than the pure Python version and 11.1 times faster than NumPy! Where to go from here? ====================== * If you want to learn how to make use of `BLAS `_ or `LAPACK `_ with Cython, you can watch `the presentation of Ian Henriksen at SciPy 2015 `_. * If you want to learn how to use Pythran as backend in Cython, you can see how in :ref:`Pythran as a NumPy backend `. Note that using Pythran only works with the :ref:`old buffer syntax ` and not yet with memoryviews.