diff --git a/benchmarks/.ipynb_checkpoints/cython_least_squares-checkpoint.ipynb b/benchmarks/.ipynb_checkpoints/cython_least_squares-checkpoint.ipynb index 3032c66..5e855ad 100644 --- a/benchmarks/.ipynb_checkpoints/cython_least_squares-checkpoint.ipynb +++ b/benchmarks/.ipynb_checkpoints/cython_least_squares-checkpoint.ipynb @@ -1,7 +1,7 @@ { "metadata": { "name": "", - "signature": "sha256:a091baac3cb82ac71775c03f73be1925fefe2d659bb7359de4bb88887fbe7d24" + "signature": "sha256:379319350ffd7e7539cf8f11b3a7c15b6f1d1013bcb445b55714c76bf0855fa2" }, "nbformat": 3, "nbformat_minor": 0, @@ -714,7 +714,30 @@ "language": "python", "metadata": {}, "outputs": [], - "prompt_number": 15 + "prompt_number": 2 + }, + { + "cell_type": "code", + "collapsed": false, + "input": [ + "%%cython\n", + "import numpy as np\n", + "import scipy.stats\n", + "cimport numpy as np\n", + "\n", + "def cy_lin_lstsqr_mat2(x, y):\n", + " \"\"\" Computes the least-squares solution to a linear matrix equation. \"\"\"\n", + " cdef double x_avg = sum(x)/len(x)\n", + " cdef double y_avg = sum(y)/len(y)\n", + " cdef double var_x = sum([(x_i - x_avg)**2 for x_i in x])\n", + " cdef double cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])\n", + " cdef double slope = cov_xy / var_x\n", + " cdef double y_interc = y_avg - slope*x_avg\n", + " return (slope, y_interc)" + ], + "language": "python", + "metadata": {}, + "outputs": [] }, { "cell_type": "code", @@ -740,6 +763,16 @@ " y_interc = y_avg - slope*x_avg\n", " return (slope, y_interc)\n", "\n", + "def cy_lin_lstsqr_mat2(x, y):\n", + " \"\"\" Computes the least-squares solution to a linear matrix equation. \"\"\"\n", + " cdef double x_avg = sum(x)/len(x)\n", + " cdef double y_avg = sum(y)/len(y)\n", + " cdef double var_x = sum([(x_i - x_avg)**2 for x_i in x])\n", + " cdef double cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])\n", + " cdef double slope = cov_xy / var_x\n", + " cdef double y_interc = y_avg - slope*x_avg\n", + " return (slope, y_interc)\n", + "\n", "def cy_numpy_lstsqr(x, y):\n", " \"\"\" Computes the least-squares solution to a linear matrix equation. \"\"\"\n", " X = np.vstack([x, np.ones(len(x))]).T\n", @@ -752,7 +785,27 @@ "language": "python", "metadata": {}, "outputs": [], - "prompt_number": 16 + "prompt_number": 3 + }, + { + "cell_type": "code", + "collapsed": false, + "input": [ + "import timeit\n", + "\n", + "for lab,appr in zip([\"matrix approach\",\"classic approach\",\n", + " \"numpy function\",\"scipy function\"],\n", + " [(lin_lstsqr_mat, cy_lin_lstsqr_mat), \n", + " (classic_lstsqr, cy_classic_lstsqr),\n", + " (cy_lin_lstsqr_mat2, cy_lin_lstsqr_mat2),\n", + " (scipy_lstsqr, cy_scipy_lstsqr)]):\n", + " print(\"\\n\\n{}: \".format(lab))\n", + " %timeit appr[0](x, y)\n", + " %timeit appr[1](x, y)" + ], + "language": "python", + "metadata": {}, + "outputs": [] }, { "cell_type": "markdown", diff --git a/benchmarks/ccy_classic_lstsqr.c b/benchmarks/ccy_classic_lstsqr.c deleted file mode 100644 index 4813b5a..0000000 --- a/benchmarks/ccy_classic_lstsqr.c +++ /dev/null @@ -1,2203 +0,0 @@ -/* Generated by Cython 0.20.1 on Sun May 4 18:53:57 2014 */ - -#define PY_SSIZE_T_CLEAN -#ifndef CYTHON_USE_PYLONG_INTERNALS -#ifdef PYLONG_BITS_IN_DIGIT -#define CYTHON_USE_PYLONG_INTERNALS 0 -#else -#include "pyconfig.h" -#ifdef PYLONG_BITS_IN_DIGIT -#define CYTHON_USE_PYLONG_INTERNALS 1 -#else -#define CYTHON_USE_PYLONG_INTERNALS 0 -#endif -#endif -#endif -#include "Python.h" -#ifndef Py_PYTHON_H - #error Python headers needed to compile C extensions, please install development version of Python. -#elif PY_VERSION_HEX < 0x02040000 - #error Cython requires Python 2.4+. -#else -#define CYTHON_ABI "0_20_1" -#include /* For offsetof */ -#ifndef offsetof -#define offsetof(type, member) ( (size_t) & ((type*)0) -> member ) -#endif -#if !defined(WIN32) && !defined(MS_WINDOWS) - #ifndef __stdcall - #define __stdcall - #endif - #ifndef __cdecl - #define __cdecl - #endif - #ifndef __fastcall - #define __fastcall - #endif -#endif -#ifndef DL_IMPORT - #define DL_IMPORT(t) t -#endif -#ifndef DL_EXPORT - #define DL_EXPORT(t) t -#endif -#ifndef PY_LONG_LONG - #define PY_LONG_LONG LONG_LONG -#endif -#ifndef Py_HUGE_VAL - #define Py_HUGE_VAL HUGE_VAL -#endif -#ifdef PYPY_VERSION -#define CYTHON_COMPILING_IN_PYPY 1 -#define CYTHON_COMPILING_IN_CPYTHON 0 -#else -#define CYTHON_COMPILING_IN_PYPY 0 -#define CYTHON_COMPILING_IN_CPYTHON 1 -#endif -#if CYTHON_COMPILING_IN_PYPY -#define Py_OptimizeFlag 0 -#endif -#if PY_VERSION_HEX < 0x02050000 - typedef int Py_ssize_t; - #define PY_SSIZE_T_MAX INT_MAX - #define PY_SSIZE_T_MIN INT_MIN - #define PY_FORMAT_SIZE_T "" - #define CYTHON_FORMAT_SSIZE_T "" - #define PyInt_FromSsize_t(z) PyInt_FromLong(z) - #define PyInt_AsSsize_t(o) __Pyx_PyInt_As_int(o) - #define PyNumber_Index(o) ((PyNumber_Check(o) && !PyFloat_Check(o)) ? PyNumber_Int(o) : \ - (PyErr_Format(PyExc_TypeError, \ - "expected index value, got %.200s", Py_TYPE(o)->tp_name), \ - (PyObject*)0)) - #define __Pyx_PyIndex_Check(o) (PyNumber_Check(o) && !PyFloat_Check(o) && \ - !PyComplex_Check(o)) - #define PyIndex_Check __Pyx_PyIndex_Check - #define PyErr_WarnEx(category, message, stacklevel) PyErr_Warn(category, message) - #define __PYX_BUILD_PY_SSIZE_T "i" -#else - #define __PYX_BUILD_PY_SSIZE_T "n" - #define CYTHON_FORMAT_SSIZE_T "z" - #define __Pyx_PyIndex_Check PyIndex_Check -#endif -#if PY_VERSION_HEX < 0x02060000 - #define Py_REFCNT(ob) (((PyObject*)(ob))->ob_refcnt) - #define Py_TYPE(ob) (((PyObject*)(ob))->ob_type) - #define Py_SIZE(ob) (((PyVarObject*)(ob))->ob_size) - #define PyVarObject_HEAD_INIT(type, size) \ - PyObject_HEAD_INIT(type) size, - #define PyType_Modified(t) - typedef struct { - void *buf; - PyObject *obj; - Py_ssize_t len; - Py_ssize_t itemsize; - int readonly; - int ndim; - char *format; - Py_ssize_t *shape; - Py_ssize_t *strides; - Py_ssize_t *suboffsets; - void *internal; - } Py_buffer; - #define PyBUF_SIMPLE 0 - #define PyBUF_WRITABLE 0x0001 - #define PyBUF_FORMAT 0x0004 - #define PyBUF_ND 0x0008 - #define PyBUF_STRIDES (0x0010 | PyBUF_ND) - #define PyBUF_C_CONTIGUOUS (0x0020 | PyBUF_STRIDES) - #define PyBUF_F_CONTIGUOUS (0x0040 | PyBUF_STRIDES) - #define PyBUF_ANY_CONTIGUOUS (0x0080 | PyBUF_STRIDES) - #define PyBUF_INDIRECT (0x0100 | PyBUF_STRIDES) - #define PyBUF_RECORDS (PyBUF_STRIDES | PyBUF_FORMAT | PyBUF_WRITABLE) - #define PyBUF_FULL (PyBUF_INDIRECT | PyBUF_FORMAT | PyBUF_WRITABLE) - typedef int (*getbufferproc)(PyObject *, Py_buffer *, int); - typedef void (*releasebufferproc)(PyObject *, Py_buffer *); -#endif -#if PY_MAJOR_VERSION < 3 - #define __Pyx_BUILTIN_MODULE_NAME "__builtin__" - #define __Pyx_PyCode_New(a, k, l, s, f, code, c, n, v, fv, cell, fn, name, fline, lnos) \ - PyCode_New(a+k, l, s, f, code, c, n, v, fv, cell, fn, name, fline, lnos) - #define __Pyx_DefaultClassType PyClass_Type -#else - #define __Pyx_BUILTIN_MODULE_NAME "builtins" - #define __Pyx_PyCode_New(a, k, l, s, f, code, c, n, v, fv, cell, fn, name, fline, lnos) \ - PyCode_New(a, k, l, s, f, code, c, n, v, fv, cell, fn, name, fline, lnos) - #define __Pyx_DefaultClassType PyType_Type -#endif -#if PY_VERSION_HEX < 0x02060000 - #define PyUnicode_FromString(s) PyUnicode_Decode(s, strlen(s), "UTF-8", "strict") -#endif -#if PY_MAJOR_VERSION >= 3 - #define Py_TPFLAGS_CHECKTYPES 0 - #define Py_TPFLAGS_HAVE_INDEX 0 -#endif -#if (PY_VERSION_HEX < 0x02060000) || (PY_MAJOR_VERSION >= 3) - #define Py_TPFLAGS_HAVE_NEWBUFFER 0 -#endif -#if PY_VERSION_HEX < 0x02060000 - #define Py_TPFLAGS_HAVE_VERSION_TAG 0 -#endif -#if PY_VERSION_HEX < 0x02060000 && !defined(Py_TPFLAGS_IS_ABSTRACT) - #define Py_TPFLAGS_IS_ABSTRACT 0 -#endif -#if PY_VERSION_HEX < 0x030400a1 && !defined(Py_TPFLAGS_HAVE_FINALIZE) - #define Py_TPFLAGS_HAVE_FINALIZE 0 -#endif -#if PY_VERSION_HEX > 0x03030000 && defined(PyUnicode_KIND) - #define CYTHON_PEP393_ENABLED 1 - #define __Pyx_PyUnicode_READY(op) (likely(PyUnicode_IS_READY(op)) ? \ - 0 : _PyUnicode_Ready((PyObject *)(op))) - #define __Pyx_PyUnicode_GET_LENGTH(u) PyUnicode_GET_LENGTH(u) - #define __Pyx_PyUnicode_READ_CHAR(u, i) PyUnicode_READ_CHAR(u, i) - #define __Pyx_PyUnicode_KIND(u) PyUnicode_KIND(u) - #define __Pyx_PyUnicode_DATA(u) PyUnicode_DATA(u) - #define __Pyx_PyUnicode_READ(k, d, i) PyUnicode_READ(k, d, i) -#else - #define CYTHON_PEP393_ENABLED 0 - #define __Pyx_PyUnicode_READY(op) (0) - #define __Pyx_PyUnicode_GET_LENGTH(u) PyUnicode_GET_SIZE(u) - #define __Pyx_PyUnicode_READ_CHAR(u, i) ((Py_UCS4)(PyUnicode_AS_UNICODE(u)[i])) - #define __Pyx_PyUnicode_KIND(u) (sizeof(Py_UNICODE)) - #define __Pyx_PyUnicode_DATA(u) ((void*)PyUnicode_AS_UNICODE(u)) - #define __Pyx_PyUnicode_READ(k, d, i) ((void)(k), (Py_UCS4)(((Py_UNICODE*)d)[i])) -#endif -#if CYTHON_COMPILING_IN_PYPY - #define __Pyx_PyUnicode_Concat(a, b) PyNumber_Add(a, b) - #define __Pyx_PyUnicode_ConcatSafe(a, b) PyNumber_Add(a, b) -#else - #define __Pyx_PyUnicode_Concat(a, b) PyUnicode_Concat(a, b) - #define __Pyx_PyUnicode_ConcatSafe(a, b) ((unlikely((a) == Py_None) || unlikely((b) == Py_None)) ? \ - PyNumber_Add(a, b) : __Pyx_PyUnicode_Concat(a, b)) -#endif -#define __Pyx_PyString_FormatSafe(a, b) ((unlikely((a) == Py_None)) ? PyNumber_Remainder(a, b) : __Pyx_PyString_Format(a, b)) -#define __Pyx_PyUnicode_FormatSafe(a, b) ((unlikely((a) == Py_None)) ? PyNumber_Remainder(a, b) : PyUnicode_Format(a, b)) -#if PY_MAJOR_VERSION >= 3 - #define __Pyx_PyString_Format(a, b) PyUnicode_Format(a, b) -#else - #define __Pyx_PyString_Format(a, b) PyString_Format(a, b) -#endif -#if PY_MAJOR_VERSION >= 3 - #define PyBaseString_Type PyUnicode_Type - #define PyStringObject PyUnicodeObject - #define PyString_Type PyUnicode_Type - #define PyString_Check PyUnicode_Check - #define PyString_CheckExact PyUnicode_CheckExact -#endif -#if PY_VERSION_HEX < 0x02060000 - #define PyBytesObject PyStringObject - #define PyBytes_Type PyString_Type - #define PyBytes_Check PyString_Check - #define PyBytes_CheckExact PyString_CheckExact - #define PyBytes_FromString PyString_FromString - #define PyBytes_FromStringAndSize PyString_FromStringAndSize - #define PyBytes_FromFormat PyString_FromFormat - #define PyBytes_DecodeEscape PyString_DecodeEscape - #define PyBytes_AsString PyString_AsString - #define PyBytes_AsStringAndSize PyString_AsStringAndSize - #define PyBytes_Size PyString_Size - #define PyBytes_AS_STRING PyString_AS_STRING - #define PyBytes_GET_SIZE PyString_GET_SIZE - #define PyBytes_Repr PyString_Repr - #define PyBytes_Concat PyString_Concat - #define PyBytes_ConcatAndDel PyString_ConcatAndDel -#endif -#if PY_MAJOR_VERSION >= 3 - #define __Pyx_PyBaseString_Check(obj) PyUnicode_Check(obj) - #define __Pyx_PyBaseString_CheckExact(obj) PyUnicode_CheckExact(obj) -#else - #define __Pyx_PyBaseString_Check(obj) (PyString_CheckExact(obj) || PyUnicode_CheckExact(obj) || \ - PyString_Check(obj) || PyUnicode_Check(obj)) - #define __Pyx_PyBaseString_CheckExact(obj) (PyString_CheckExact(obj) || PyUnicode_CheckExact(obj)) -#endif -#if PY_VERSION_HEX < 0x02060000 - #define PySet_Check(obj) PyObject_TypeCheck(obj, &PySet_Type) - #define PyFrozenSet_Check(obj) PyObject_TypeCheck(obj, &PyFrozenSet_Type) -#endif -#ifndef PySet_CheckExact - #define PySet_CheckExact(obj) (Py_TYPE(obj) == &PySet_Type) -#endif -#define __Pyx_TypeCheck(obj, type) PyObject_TypeCheck(obj, (PyTypeObject *)type) -#if PY_MAJOR_VERSION >= 3 - #define PyIntObject PyLongObject - #define PyInt_Type PyLong_Type - #define PyInt_Check(op) PyLong_Check(op) - #define PyInt_CheckExact(op) PyLong_CheckExact(op) - #define PyInt_FromString PyLong_FromString - #define PyInt_FromUnicode PyLong_FromUnicode - #define PyInt_FromLong PyLong_FromLong - #define PyInt_FromSize_t PyLong_FromSize_t - #define PyInt_FromSsize_t PyLong_FromSsize_t - #define PyInt_AsLong PyLong_AsLong - #define PyInt_AS_LONG PyLong_AS_LONG - #define PyInt_AsSsize_t PyLong_AsSsize_t - #define PyInt_AsUnsignedLongMask PyLong_AsUnsignedLongMask - #define PyInt_AsUnsignedLongLongMask PyLong_AsUnsignedLongLongMask - #define PyNumber_Int PyNumber_Long -#endif -#if PY_MAJOR_VERSION >= 3 - #define PyBoolObject PyLongObject -#endif -#if PY_VERSION_HEX < 0x030200A4 - typedef long Py_hash_t; - #define __Pyx_PyInt_FromHash_t PyInt_FromLong - #define __Pyx_PyInt_AsHash_t PyInt_AsLong -#else - #define __Pyx_PyInt_FromHash_t PyInt_FromSsize_t - #define __Pyx_PyInt_AsHash_t PyInt_AsSsize_t -#endif -#if (PY_MAJOR_VERSION < 3) || (PY_VERSION_HEX >= 0x03010300) - #define __Pyx_PySequence_GetSlice(obj, a, b) PySequence_GetSlice(obj, a, b) - #define __Pyx_PySequence_SetSlice(obj, a, b, value) PySequence_SetSlice(obj, a, b, value) - #define __Pyx_PySequence_DelSlice(obj, a, b) PySequence_DelSlice(obj, a, b) -#else - #define __Pyx_PySequence_GetSlice(obj, a, b) (unlikely(!(obj)) ? \ - (PyErr_SetString(PyExc_SystemError, "null argument to internal routine"), (PyObject*)0) : \ - (likely((obj)->ob_type->tp_as_mapping) ? (PySequence_GetSlice(obj, a, b)) : \ - (PyErr_Format(PyExc_TypeError, "'%.200s' object is unsliceable", (obj)->ob_type->tp_name), (PyObject*)0))) - #define __Pyx_PySequence_SetSlice(obj, a, b, value) (unlikely(!(obj)) ? \ - (PyErr_SetString(PyExc_SystemError, "null argument to internal routine"), -1) : \ - (likely((obj)->ob_type->tp_as_mapping) ? (PySequence_SetSlice(obj, a, b, value)) : \ - (PyErr_Format(PyExc_TypeError, "'%.200s' object doesn't support slice assignment", (obj)->ob_type->tp_name), -1))) - #define __Pyx_PySequence_DelSlice(obj, a, b) (unlikely(!(obj)) ? \ - (PyErr_SetString(PyExc_SystemError, "null argument to internal routine"), -1) : \ - (likely((obj)->ob_type->tp_as_mapping) ? (PySequence_DelSlice(obj, a, b)) : \ - (PyErr_Format(PyExc_TypeError, "'%.200s' object doesn't support slice deletion", (obj)->ob_type->tp_name), -1))) -#endif -#if PY_MAJOR_VERSION >= 3 - #define PyMethod_New(func, self, klass) ((self) ? PyMethod_New(func, self) : PyInstanceMethod_New(func)) -#endif -#if PY_VERSION_HEX < 0x02050000 - #define __Pyx_GetAttrString(o,n) PyObject_GetAttrString((o),((char *)(n))) - #define __Pyx_SetAttrString(o,n,a) PyObject_SetAttrString((o),((char *)(n)),(a)) - #define __Pyx_DelAttrString(o,n) PyObject_DelAttrString((o),((char *)(n))) -#else - #define __Pyx_GetAttrString(o,n) PyObject_GetAttrString((o),(n)) - #define __Pyx_SetAttrString(o,n,a) PyObject_SetAttrString((o),(n),(a)) - #define __Pyx_DelAttrString(o,n) PyObject_DelAttrString((o),(n)) -#endif -#if PY_VERSION_HEX < 0x02050000 - #define __Pyx_NAMESTR(n) ((char *)(n)) - #define __Pyx_DOCSTR(n) ((char *)(n)) -#else - #define __Pyx_NAMESTR(n) (n) - #define __Pyx_DOCSTR(n) (n) -#endif -#ifndef CYTHON_INLINE - #if defined(__GNUC__) - #define CYTHON_INLINE __inline__ - #elif defined(_MSC_VER) - #define CYTHON_INLINE __inline - #elif defined (__STDC_VERSION__) && __STDC_VERSION__ >= 199901L - #define CYTHON_INLINE inline - #else - #define CYTHON_INLINE - #endif -#endif -#ifndef CYTHON_RESTRICT - #if defined(__GNUC__) - #define CYTHON_RESTRICT __restrict__ - #elif defined(_MSC_VER) && _MSC_VER >= 1400 - #define CYTHON_RESTRICT __restrict - #elif defined (__STDC_VERSION__) && __STDC_VERSION__ >= 199901L - #define CYTHON_RESTRICT restrict - #else - #define CYTHON_RESTRICT - #endif -#endif -#ifdef NAN -#define __PYX_NAN() ((float) NAN) -#else -static CYTHON_INLINE float __PYX_NAN() { - /* Initialize NaN. The sign is irrelevant, an exponent with all bits 1 and - a nonzero mantissa means NaN. If the first bit in the mantissa is 1, it is - a quiet NaN. */ - float value; - memset(&value, 0xFF, sizeof(value)); - return value; -} -#endif - - -#if PY_MAJOR_VERSION >= 3 - #define __Pyx_PyNumber_Divide(x,y) PyNumber_TrueDivide(x,y) - #define __Pyx_PyNumber_InPlaceDivide(x,y) PyNumber_InPlaceTrueDivide(x,y) -#else - #define __Pyx_PyNumber_Divide(x,y) PyNumber_Divide(x,y) - #define __Pyx_PyNumber_InPlaceDivide(x,y) PyNumber_InPlaceDivide(x,y) -#endif - -#ifndef __PYX_EXTERN_C - #ifdef __cplusplus - #define __PYX_EXTERN_C extern "C" - #else - #define __PYX_EXTERN_C extern - #endif -#endif - -#if defined(WIN32) || defined(MS_WINDOWS) -#define _USE_MATH_DEFINES -#endif -#include -#define __PYX_HAVE__ccy_classic_lstsqr -#define __PYX_HAVE_API__ccy_classic_lstsqr -#ifdef _OPENMP -#include -#endif /* _OPENMP */ - -#ifdef PYREX_WITHOUT_ASSERTIONS -#define CYTHON_WITHOUT_ASSERTIONS -#endif - -#ifndef CYTHON_UNUSED -# if defined(__GNUC__) -# if !(defined(__cplusplus)) || (__GNUC__ > 3 || (__GNUC__ == 3 && __GNUC_MINOR__ >= 4)) -# define CYTHON_UNUSED __attribute__ ((__unused__)) -# else -# define CYTHON_UNUSED -# endif -# elif defined(__ICC) || (defined(__INTEL_COMPILER) && !defined(_MSC_VER)) -# define CYTHON_UNUSED __attribute__ ((__unused__)) -# else -# define CYTHON_UNUSED -# endif -#endif -typedef struct {PyObject **p; char *s; const Py_ssize_t n; const char* encoding; - const char is_unicode; const char is_str; const char intern; } __Pyx_StringTabEntry; /*proto*/ - -#define __PYX_DEFAULT_STRING_ENCODING_IS_ASCII 0 -#define __PYX_DEFAULT_STRING_ENCODING_IS_DEFAULT 0 -#define __PYX_DEFAULT_STRING_ENCODING "" -#define __Pyx_PyObject_FromString __Pyx_PyBytes_FromString -#define __Pyx_PyObject_FromStringAndSize __Pyx_PyBytes_FromStringAndSize -#define __Pyx_fits_Py_ssize_t(v, type, is_signed) ( \ - (sizeof(type) < sizeof(Py_ssize_t)) || \ - (sizeof(type) > sizeof(Py_ssize_t) && \ - likely(v < (type)PY_SSIZE_T_MAX || \ - v == (type)PY_SSIZE_T_MAX) && \ - (!is_signed || likely(v > (type)PY_SSIZE_T_MIN || \ - v == (type)PY_SSIZE_T_MIN))) || \ - (sizeof(type) == sizeof(Py_ssize_t) && \ - (is_signed || likely(v < (type)PY_SSIZE_T_MAX || \ - v == (type)PY_SSIZE_T_MAX))) ) -static CYTHON_INLINE char* __Pyx_PyObject_AsString(PyObject*); -static CYTHON_INLINE char* __Pyx_PyObject_AsStringAndSize(PyObject*, Py_ssize_t* length); -#define __Pyx_PyByteArray_FromString(s) PyByteArray_FromStringAndSize((const char*)s, strlen((const char*)s)) -#define __Pyx_PyByteArray_FromStringAndSize(s, l) PyByteArray_FromStringAndSize((const char*)s, l) -#define __Pyx_PyBytes_FromString PyBytes_FromString -#define __Pyx_PyBytes_FromStringAndSize PyBytes_FromStringAndSize -static CYTHON_INLINE PyObject* __Pyx_PyUnicode_FromString(char*); -#if PY_MAJOR_VERSION < 3 - #define __Pyx_PyStr_FromString __Pyx_PyBytes_FromString - #define __Pyx_PyStr_FromStringAndSize __Pyx_PyBytes_FromStringAndSize -#else - #define __Pyx_PyStr_FromString __Pyx_PyUnicode_FromString - #define __Pyx_PyStr_FromStringAndSize __Pyx_PyUnicode_FromStringAndSize -#endif -#define __Pyx_PyObject_AsSString(s) ((signed char*) __Pyx_PyObject_AsString(s)) -#define __Pyx_PyObject_AsUString(s) ((unsigned char*) __Pyx_PyObject_AsString(s)) -#define __Pyx_PyObject_FromUString(s) __Pyx_PyObject_FromString((char*)s) -#define __Pyx_PyBytes_FromUString(s) __Pyx_PyBytes_FromString((char*)s) -#define __Pyx_PyByteArray_FromUString(s) __Pyx_PyByteArray_FromString((char*)s) -#define __Pyx_PyStr_FromUString(s) __Pyx_PyStr_FromString((char*)s) -#define __Pyx_PyUnicode_FromUString(s) __Pyx_PyUnicode_FromString((char*)s) -#if PY_MAJOR_VERSION < 3 -static CYTHON_INLINE size_t __Pyx_Py_UNICODE_strlen(const Py_UNICODE *u) -{ - const Py_UNICODE *u_end = u; - while (*u_end++) ; - return u_end - u - 1; -} -#else -#define __Pyx_Py_UNICODE_strlen Py_UNICODE_strlen -#endif -#define __Pyx_PyUnicode_FromUnicode(u) PyUnicode_FromUnicode(u, __Pyx_Py_UNICODE_strlen(u)) -#define __Pyx_PyUnicode_FromUnicodeAndLength PyUnicode_FromUnicode -#define __Pyx_PyUnicode_AsUnicode PyUnicode_AsUnicode -#define __Pyx_Owned_Py_None(b) (Py_INCREF(Py_None), Py_None) -#define __Pyx_PyBool_FromLong(b) ((b) ? (Py_INCREF(Py_True), Py_True) : (Py_INCREF(Py_False), Py_False)) -static CYTHON_INLINE int __Pyx_PyObject_IsTrue(PyObject*); -static CYTHON_INLINE PyObject* __Pyx_PyNumber_Int(PyObject* x); -static CYTHON_INLINE Py_ssize_t __Pyx_PyIndex_AsSsize_t(PyObject*); -static CYTHON_INLINE PyObject * __Pyx_PyInt_FromSize_t(size_t); -#if CYTHON_COMPILING_IN_CPYTHON -#define __pyx_PyFloat_AsDouble(x) (PyFloat_CheckExact(x) ? PyFloat_AS_DOUBLE(x) : PyFloat_AsDouble(x)) -#else -#define __pyx_PyFloat_AsDouble(x) PyFloat_AsDouble(x) -#endif -#define __pyx_PyFloat_AsFloat(x) ((float) __pyx_PyFloat_AsDouble(x)) -#if PY_MAJOR_VERSION < 3 && __PYX_DEFAULT_STRING_ENCODING_IS_ASCII -static int __Pyx_sys_getdefaultencoding_not_ascii; -static int __Pyx_init_sys_getdefaultencoding_params(void) { - PyObject* sys = NULL; - PyObject* default_encoding = NULL; - PyObject* ascii_chars_u = NULL; - PyObject* ascii_chars_b = NULL; - sys = PyImport_ImportModule("sys"); - if (sys == NULL) goto bad; - default_encoding = PyObject_CallMethod(sys, (char*) (const char*) "getdefaultencoding", NULL); - if (default_encoding == NULL) goto bad; - if (strcmp(PyBytes_AsString(default_encoding), "ascii") == 0) { - __Pyx_sys_getdefaultencoding_not_ascii = 0; - } else { - const char* default_encoding_c = PyBytes_AS_STRING(default_encoding); - char ascii_chars[128]; - int c; - for (c = 0; c < 128; c++) { - ascii_chars[c] = c; - } - __Pyx_sys_getdefaultencoding_not_ascii = 1; - ascii_chars_u = PyUnicode_DecodeASCII(ascii_chars, 128, NULL); - if (ascii_chars_u == NULL) goto bad; - ascii_chars_b = PyUnicode_AsEncodedString(ascii_chars_u, default_encoding_c, NULL); - if (ascii_chars_b == NULL || strncmp(ascii_chars, PyBytes_AS_STRING(ascii_chars_b), 128) != 0) { - PyErr_Format( - PyExc_ValueError, - "This module compiled with c_string_encoding=ascii, but default encoding '%.200s' is not a superset of ascii.", - default_encoding_c); - goto bad; - } - } - Py_XDECREF(sys); - Py_XDECREF(default_encoding); - Py_XDECREF(ascii_chars_u); - Py_XDECREF(ascii_chars_b); - return 0; -bad: - Py_XDECREF(sys); - Py_XDECREF(default_encoding); - Py_XDECREF(ascii_chars_u); - Py_XDECREF(ascii_chars_b); - return -1; -} -#endif -#if __PYX_DEFAULT_STRING_ENCODING_IS_DEFAULT && PY_MAJOR_VERSION >= 3 -#define __Pyx_PyUnicode_FromStringAndSize(c_str, size) PyUnicode_DecodeUTF8(c_str, size, NULL) -#else -#define __Pyx_PyUnicode_FromStringAndSize(c_str, size) PyUnicode_Decode(c_str, size, __PYX_DEFAULT_STRING_ENCODING, NULL) -#if __PYX_DEFAULT_STRING_ENCODING_IS_DEFAULT -static char* __PYX_DEFAULT_STRING_ENCODING; -static int __Pyx_init_sys_getdefaultencoding_params(void) { - PyObject* sys = NULL; - PyObject* default_encoding = NULL; - char* default_encoding_c; - sys = PyImport_ImportModule("sys"); - if (sys == NULL) goto bad; - default_encoding = PyObject_CallMethod(sys, (char*) (const char*) "getdefaultencoding", NULL); - if (default_encoding == NULL) goto bad; - default_encoding_c = PyBytes_AS_STRING(default_encoding); - __PYX_DEFAULT_STRING_ENCODING = (char*) malloc(strlen(default_encoding_c)); - strcpy(__PYX_DEFAULT_STRING_ENCODING, default_encoding_c); - Py_DECREF(sys); - Py_DECREF(default_encoding); - return 0; -bad: - Py_XDECREF(sys); - Py_XDECREF(default_encoding); - return -1; -} -#endif -#endif - - -#ifdef __GNUC__ - /* Test for GCC > 2.95 */ - #if __GNUC__ > 2 || (__GNUC__ == 2 && (__GNUC_MINOR__ > 95)) - #define likely(x) __builtin_expect(!!(x), 1) - #define unlikely(x) __builtin_expect(!!(x), 0) - #else /* __GNUC__ > 2 ... */ - #define likely(x) (x) - #define unlikely(x) (x) - #endif /* __GNUC__ > 2 ... */ -#else /* __GNUC__ */ - #define likely(x) (x) - #define unlikely(x) (x) -#endif /* __GNUC__ */ - -static PyObject *__pyx_m; -static PyObject *__pyx_d; -static PyObject *__pyx_b; -static PyObject *__pyx_empty_tuple; -static PyObject *__pyx_empty_bytes; -static int __pyx_lineno; -static int __pyx_clineno = 0; -static const char * __pyx_cfilenm= __FILE__; -static const char *__pyx_filename; - - -static const char *__pyx_f[] = { - "ccy_classic_lstsqr.pyx", -}; - -/*--- Type declarations ---*/ -#ifndef CYTHON_REFNANNY - #define CYTHON_REFNANNY 0 -#endif -#if CYTHON_REFNANNY - typedef struct { - void (*INCREF)(void*, PyObject*, int); - void (*DECREF)(void*, PyObject*, int); - void (*GOTREF)(void*, PyObject*, int); - void (*GIVEREF)(void*, PyObject*, int); - void* (*SetupContext)(const char*, int, const char*); - void (*FinishContext)(void**); - } __Pyx_RefNannyAPIStruct; - static __Pyx_RefNannyAPIStruct *__Pyx_RefNanny = NULL; - static __Pyx_RefNannyAPIStruct *__Pyx_RefNannyImportAPI(const char *modname); /*proto*/ - #define __Pyx_RefNannyDeclarations void *__pyx_refnanny = NULL; -#ifdef WITH_THREAD - #define __Pyx_RefNannySetupContext(name, acquire_gil) \ - if (acquire_gil) { \ - PyGILState_STATE __pyx_gilstate_save = PyGILState_Ensure(); \ - __pyx_refnanny = __Pyx_RefNanny->SetupContext((name), __LINE__, __FILE__); \ - PyGILState_Release(__pyx_gilstate_save); \ - } else { \ - __pyx_refnanny = __Pyx_RefNanny->SetupContext((name), __LINE__, __FILE__); \ - } -#else - #define __Pyx_RefNannySetupContext(name, acquire_gil) \ - __pyx_refnanny = __Pyx_RefNanny->SetupContext((name), __LINE__, __FILE__) -#endif - #define __Pyx_RefNannyFinishContext() \ - __Pyx_RefNanny->FinishContext(&__pyx_refnanny) - #define __Pyx_INCREF(r) __Pyx_RefNanny->INCREF(__pyx_refnanny, (PyObject *)(r), __LINE__) - #define __Pyx_DECREF(r) __Pyx_RefNanny->DECREF(__pyx_refnanny, (PyObject *)(r), __LINE__) - #define __Pyx_GOTREF(r) __Pyx_RefNanny->GOTREF(__pyx_refnanny, (PyObject *)(r), __LINE__) - #define __Pyx_GIVEREF(r) __Pyx_RefNanny->GIVEREF(__pyx_refnanny, (PyObject *)(r), __LINE__) - #define __Pyx_XINCREF(r) do { if((r) != NULL) {__Pyx_INCREF(r); }} while(0) - #define __Pyx_XDECREF(r) do { if((r) != NULL) {__Pyx_DECREF(r); }} while(0) - #define __Pyx_XGOTREF(r) do { if((r) != NULL) {__Pyx_GOTREF(r); }} while(0) - #define __Pyx_XGIVEREF(r) do { if((r) != NULL) {__Pyx_GIVEREF(r);}} while(0) -#else - #define __Pyx_RefNannyDeclarations - #define __Pyx_RefNannySetupContext(name, acquire_gil) - #define __Pyx_RefNannyFinishContext() - #define __Pyx_INCREF(r) Py_INCREF(r) - #define __Pyx_DECREF(r) Py_DECREF(r) - #define __Pyx_GOTREF(r) - #define __Pyx_GIVEREF(r) - #define __Pyx_XINCREF(r) Py_XINCREF(r) - #define __Pyx_XDECREF(r) Py_XDECREF(r) - #define __Pyx_XGOTREF(r) - #define __Pyx_XGIVEREF(r) -#endif /* CYTHON_REFNANNY */ -#define __Pyx_XDECREF_SET(r, v) do { \ - PyObject *tmp = (PyObject *) r; \ - r = v; __Pyx_XDECREF(tmp); \ - } while (0) -#define __Pyx_DECREF_SET(r, v) do { \ - PyObject *tmp = (PyObject *) r; \ - r = v; __Pyx_DECREF(tmp); \ - } while (0) -#define __Pyx_CLEAR(r) do { PyObject* tmp = ((PyObject*)(r)); r = NULL; __Pyx_DECREF(tmp);} while(0) -#define __Pyx_XCLEAR(r) do { if((r) != NULL) {PyObject* tmp = ((PyObject*)(r)); r = NULL; __Pyx_DECREF(tmp);}} while(0) - -#if CYTHON_COMPILING_IN_CPYTHON -static CYTHON_INLINE PyObject* __Pyx_PyObject_GetAttrStr(PyObject* obj, PyObject* attr_name) { - PyTypeObject* tp = Py_TYPE(obj); - if (likely(tp->tp_getattro)) - return tp->tp_getattro(obj, attr_name); -#if PY_MAJOR_VERSION < 3 - if (likely(tp->tp_getattr)) - return tp->tp_getattr(obj, PyString_AS_STRING(attr_name)); -#endif - return PyObject_GetAttr(obj, attr_name); -} -#else -#define __Pyx_PyObject_GetAttrStr(o,n) PyObject_GetAttr(o,n) -#endif - -static PyObject *__Pyx_GetBuiltinName(PyObject *name); /*proto*/ - -static void __Pyx_RaiseArgtupleInvalid(const char* func_name, int exact, - Py_ssize_t num_min, Py_ssize_t num_max, Py_ssize_t num_found); /*proto*/ - -static void __Pyx_RaiseDoubleKeywordsError(const char* func_name, PyObject* kw_name); /*proto*/ - -static int __Pyx_ParseOptionalKeywords(PyObject *kwds, PyObject **argnames[], \ - PyObject *kwds2, PyObject *values[], Py_ssize_t num_pos_args, \ - const char* function_name); /*proto*/ - -#if CYTHON_COMPILING_IN_CPYTHON -static CYTHON_INLINE PyObject* __Pyx_PyObject_Call(PyObject *func, PyObject *arg, PyObject *kw); /*proto*/ -#else -#define __Pyx_PyObject_Call(func, arg, kw) PyObject_Call(func, arg, kw) -#endif - -#if CYTHON_COMPILING_IN_CPYTHON -static CYTHON_INLINE int __Pyx_ListComp_Append(PyObject* list, PyObject* x) { - PyListObject* L = (PyListObject*) list; - Py_ssize_t len = Py_SIZE(list); - if (likely(L->allocated > len)) { - Py_INCREF(x); - PyList_SET_ITEM(list, len, x); - Py_SIZE(list) = len+1; - return 0; - } - return PyList_Append(list, x); -} -#else -#define __Pyx_ListComp_Append(L,x) PyList_Append(L,x) -#endif - -static CYTHON_INLINE void __Pyx_RaiseTooManyValuesError(Py_ssize_t expected); - -static CYTHON_INLINE void __Pyx_RaiseNeedMoreValuesError(Py_ssize_t index); - -static CYTHON_INLINE int __Pyx_IterFinish(void); /*proto*/ - -static int __Pyx_IternextUnpackEndCheck(PyObject *retval, Py_ssize_t expected); /*proto*/ - -static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value); - -static CYTHON_INLINE long __Pyx_PyInt_As_long(PyObject *); - -static CYTHON_INLINE int __Pyx_PyInt_As_int(PyObject *); - -static int __Pyx_check_binary_version(void); - -typedef struct { - int code_line; - PyCodeObject* code_object; -} __Pyx_CodeObjectCacheEntry; -struct __Pyx_CodeObjectCache { - int count; - int max_count; - __Pyx_CodeObjectCacheEntry* entries; -}; -static struct __Pyx_CodeObjectCache __pyx_code_cache = {0,0,NULL}; -static int __pyx_bisect_code_objects(__Pyx_CodeObjectCacheEntry* entries, int count, int code_line); -static PyCodeObject *__pyx_find_code_object(int code_line); -static void __pyx_insert_code_object(int code_line, PyCodeObject* code_object); - -static void __Pyx_AddTraceback(const char *funcname, int c_line, - int py_line, const char *filename); /*proto*/ - -static int __Pyx_InitStrings(__Pyx_StringTabEntry *t); /*proto*/ - - -/* Module declarations from 'ccy_classic_lstsqr' */ -#define __Pyx_MODULE_NAME "ccy_classic_lstsqr" -int __pyx_module_is_main_ccy_classic_lstsqr = 0; - -/* Implementation of 'ccy_classic_lstsqr' */ -static PyObject *__pyx_builtin_sum; -static PyObject *__pyx_builtin_zip; -static PyObject *__pyx_pf_18ccy_classic_lstsqr_ccy_classic_lstsqr(CYTHON_UNUSED PyObject *__pyx_self, PyObject *__pyx_v_x, PyObject *__pyx_v_y); /* proto */ -static char __pyx_k_x[] = "x"; -static char __pyx_k_y[] = "y"; -static char __pyx_k_sum[] = "sum"; -static char __pyx_k_x_i[] = "x_i"; -static char __pyx_k_y_i[] = "y_i"; -static char __pyx_k_zip[] = "zip"; -static char __pyx_k_main[] = "__main__"; -static char __pyx_k_test[] = "__test__"; -static char __pyx_k_slope[] = "slope"; -static char __pyx_k_var_x[] = "var_x"; -static char __pyx_k_x_avg[] = "x_avg"; -static char __pyx_k_y_avg[] = "y_avg"; -static char __pyx_k_cov_xy[] = "cov_xy"; -static char __pyx_k_y_interc[] = "y_interc"; -static char __pyx_k_ccy_classic_lstsqr[] = "ccy_classic_lstsqr"; -static char __pyx_k_Users_sebastian_Github_python_r[] = "/Users/sebastian/Github/python_reference/benchmarks/ccy_classic_lstsqr.pyx"; -static PyObject *__pyx_kp_s_Users_sebastian_Github_python_r; -static PyObject *__pyx_n_s_ccy_classic_lstsqr; -static PyObject *__pyx_n_s_cov_xy; -static PyObject *__pyx_n_s_main; -static PyObject *__pyx_n_s_slope; -static PyObject *__pyx_n_s_sum; -static PyObject *__pyx_n_s_test; -static PyObject *__pyx_n_s_var_x; -static PyObject *__pyx_n_s_x; -static PyObject *__pyx_n_s_x_avg; -static PyObject *__pyx_n_s_x_i; -static PyObject *__pyx_n_s_y; -static PyObject *__pyx_n_s_y_avg; -static PyObject *__pyx_n_s_y_i; -static PyObject *__pyx_n_s_y_interc; -static PyObject *__pyx_n_s_zip; -static PyObject *__pyx_int_2; -static PyObject *__pyx_tuple_; -static PyObject *__pyx_codeobj__2; - -/* "ccy_classic_lstsqr.pyx":2 - * - * def ccy_classic_lstsqr(x, y): # <<<<<<<<<<<<<< - * """ Computes the least-squares solution to a linear matrix equation. """ - * x_avg = sum(x)/len(x) - */ - -/* Python wrapper */ -static PyObject *__pyx_pw_18ccy_classic_lstsqr_1ccy_classic_lstsqr(PyObject *__pyx_self, PyObject *__pyx_args, PyObject *__pyx_kwds); /*proto*/ -static char __pyx_doc_18ccy_classic_lstsqr_ccy_classic_lstsqr[] = " Computes the least-squares solution to a linear matrix equation. "; -static PyMethodDef __pyx_mdef_18ccy_classic_lstsqr_1ccy_classic_lstsqr = {__Pyx_NAMESTR("ccy_classic_lstsqr"), (PyCFunction)__pyx_pw_18ccy_classic_lstsqr_1ccy_classic_lstsqr, METH_VARARGS|METH_KEYWORDS, __Pyx_DOCSTR(__pyx_doc_18ccy_classic_lstsqr_ccy_classic_lstsqr)}; -static PyObject *__pyx_pw_18ccy_classic_lstsqr_1ccy_classic_lstsqr(PyObject *__pyx_self, PyObject *__pyx_args, PyObject *__pyx_kwds) { - PyObject *__pyx_v_x = 0; - PyObject *__pyx_v_y = 0; - int __pyx_lineno = 0; - const char *__pyx_filename = NULL; - int __pyx_clineno = 0; - PyObject *__pyx_r = 0; - __Pyx_RefNannyDeclarations - __Pyx_RefNannySetupContext("ccy_classic_lstsqr (wrapper)", 0); - { - static PyObject **__pyx_pyargnames[] = {&__pyx_n_s_x,&__pyx_n_s_y,0}; - PyObject* values[2] = {0,0}; - if (unlikely(__pyx_kwds)) { - Py_ssize_t kw_args; - const Py_ssize_t pos_args = PyTuple_GET_SIZE(__pyx_args); - switch (pos_args) { - case 2: values[1] = PyTuple_GET_ITEM(__pyx_args, 1); - case 1: values[0] = PyTuple_GET_ITEM(__pyx_args, 0); - case 0: break; - default: goto __pyx_L5_argtuple_error; - } - kw_args = PyDict_Size(__pyx_kwds); - switch (pos_args) { - case 0: - if (likely((values[0] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_x)) != 0)) kw_args--; - else goto __pyx_L5_argtuple_error; - case 1: - if (likely((values[1] = PyDict_GetItem(__pyx_kwds, __pyx_n_s_y)) != 0)) kw_args--; - else { - __Pyx_RaiseArgtupleInvalid("ccy_classic_lstsqr", 1, 2, 2, 1); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L3_error;} - } - } - if (unlikely(kw_args > 0)) { - if (unlikely(__Pyx_ParseOptionalKeywords(__pyx_kwds, __pyx_pyargnames, 0, values, pos_args, "ccy_classic_lstsqr") < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L3_error;} - } - } else if (PyTuple_GET_SIZE(__pyx_args) != 2) { - goto __pyx_L5_argtuple_error; - } else { - values[0] = PyTuple_GET_ITEM(__pyx_args, 0); - values[1] = PyTuple_GET_ITEM(__pyx_args, 1); - } - __pyx_v_x = values[0]; - __pyx_v_y = values[1]; - } - goto __pyx_L4_argument_unpacking_done; - __pyx_L5_argtuple_error:; - __Pyx_RaiseArgtupleInvalid("ccy_classic_lstsqr", 1, 2, 2, PyTuple_GET_SIZE(__pyx_args)); {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L3_error;} - __pyx_L3_error:; - __Pyx_AddTraceback("ccy_classic_lstsqr.ccy_classic_lstsqr", __pyx_clineno, __pyx_lineno, __pyx_filename); - __Pyx_RefNannyFinishContext(); - return NULL; - __pyx_L4_argument_unpacking_done:; - __pyx_r = __pyx_pf_18ccy_classic_lstsqr_ccy_classic_lstsqr(__pyx_self, __pyx_v_x, __pyx_v_y); - - /* function exit code */ - __Pyx_RefNannyFinishContext(); - return __pyx_r; -} - -static PyObject *__pyx_pf_18ccy_classic_lstsqr_ccy_classic_lstsqr(CYTHON_UNUSED PyObject *__pyx_self, PyObject *__pyx_v_x, PyObject *__pyx_v_y) { - PyObject *__pyx_v_x_avg = NULL; - PyObject *__pyx_v_y_avg = NULL; - PyObject *__pyx_v_var_x = NULL; - PyObject *__pyx_v_cov_xy = NULL; - PyObject *__pyx_v_slope = NULL; - PyObject *__pyx_v_y_interc = NULL; - PyObject *__pyx_v_x_i = NULL; - PyObject *__pyx_v_y_i = NULL; - PyObject *__pyx_r = NULL; - __Pyx_RefNannyDeclarations - PyObject *__pyx_t_1 = NULL; - PyObject *__pyx_t_2 = NULL; - Py_ssize_t __pyx_t_3; - PyObject *__pyx_t_4 = NULL; - PyObject *(*__pyx_t_5)(PyObject *); - PyObject *__pyx_t_6 = NULL; - PyObject *__pyx_t_7 = NULL; - PyObject *__pyx_t_8 = NULL; - PyObject *(*__pyx_t_9)(PyObject *); - int __pyx_lineno = 0; - const char *__pyx_filename = NULL; - int __pyx_clineno = 0; - __Pyx_RefNannySetupContext("ccy_classic_lstsqr", 0); - - /* "ccy_classic_lstsqr.pyx":4 - * def ccy_classic_lstsqr(x, y): - * """ Computes the least-squares solution to a linear matrix equation. """ - * x_avg = sum(x)/len(x) # <<<<<<<<<<<<<< - * y_avg = sum(y)/len(y) - * var_x = sum([(x_i - x_avg)**2 for x_i in x]) - */ - __pyx_t_1 = PyTuple_New(1); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - __Pyx_INCREF(__pyx_v_x); - PyTuple_SET_ITEM(__pyx_t_1, 0, __pyx_v_x); - __Pyx_GIVEREF(__pyx_v_x); - __pyx_t_2 = __Pyx_PyObject_Call(__pyx_builtin_sum, __pyx_t_1, NULL); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; - __pyx_t_3 = PyObject_Length(__pyx_v_x); if (unlikely(__pyx_t_3 == -1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_t_1 = PyInt_FromSsize_t(__pyx_t_3); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - __pyx_t_4 = __Pyx_PyNumber_Divide(__pyx_t_2, __pyx_t_1); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0; - __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; - __pyx_v_x_avg = __pyx_t_4; - __pyx_t_4 = 0; - - /* "ccy_classic_lstsqr.pyx":5 - * """ Computes the least-squares solution to a linear matrix equation. """ - * x_avg = sum(x)/len(x) - * y_avg = sum(y)/len(y) # <<<<<<<<<<<<<< - * var_x = sum([(x_i - x_avg)**2 for x_i in x]) - * cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)]) - */ - __pyx_t_4 = PyTuple_New(1); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 5; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __Pyx_INCREF(__pyx_v_y); - PyTuple_SET_ITEM(__pyx_t_4, 0, __pyx_v_y); - __Pyx_GIVEREF(__pyx_v_y); - __pyx_t_1 = __Pyx_PyObject_Call(__pyx_builtin_sum, __pyx_t_4, NULL); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 5; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; - __pyx_t_3 = PyObject_Length(__pyx_v_y); if (unlikely(__pyx_t_3 == -1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 5; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_t_4 = PyInt_FromSsize_t(__pyx_t_3); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 5; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __pyx_t_2 = __Pyx_PyNumber_Divide(__pyx_t_1, __pyx_t_4); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 5; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; - __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; - __pyx_v_y_avg = __pyx_t_2; - __pyx_t_2 = 0; - - /* "ccy_classic_lstsqr.pyx":6 - * x_avg = sum(x)/len(x) - * y_avg = sum(y)/len(y) - * var_x = sum([(x_i - x_avg)**2 for x_i in x]) # <<<<<<<<<<<<<< - * cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)]) - * slope = cov_xy / var_x - */ - __pyx_t_2 = PyList_New(0); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - if (PyList_CheckExact(__pyx_v_x) || PyTuple_CheckExact(__pyx_v_x)) { - __pyx_t_4 = __pyx_v_x; __Pyx_INCREF(__pyx_t_4); __pyx_t_3 = 0; - __pyx_t_5 = NULL; - } else { - __pyx_t_3 = -1; __pyx_t_4 = PyObject_GetIter(__pyx_v_x); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __pyx_t_5 = Py_TYPE(__pyx_t_4)->tp_iternext; - } - for (;;) { - if (!__pyx_t_5 && PyList_CheckExact(__pyx_t_4)) { - if (__pyx_t_3 >= PyList_GET_SIZE(__pyx_t_4)) break; - #if CYTHON_COMPILING_IN_CPYTHON - __pyx_t_1 = PyList_GET_ITEM(__pyx_t_4, __pyx_t_3); __Pyx_INCREF(__pyx_t_1); __pyx_t_3++; if (unlikely(0 < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #else - __pyx_t_1 = PySequence_ITEM(__pyx_t_4, __pyx_t_3); __pyx_t_3++; if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - } else if (!__pyx_t_5 && PyTuple_CheckExact(__pyx_t_4)) { - if (__pyx_t_3 >= PyTuple_GET_SIZE(__pyx_t_4)) break; - #if CYTHON_COMPILING_IN_CPYTHON - __pyx_t_1 = PyTuple_GET_ITEM(__pyx_t_4, __pyx_t_3); __Pyx_INCREF(__pyx_t_1); __pyx_t_3++; if (unlikely(0 < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #else - __pyx_t_1 = PySequence_ITEM(__pyx_t_4, __pyx_t_3); __pyx_t_3++; if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - } else { - __pyx_t_1 = __pyx_t_5(__pyx_t_4); - if (unlikely(!__pyx_t_1)) { - PyObject* exc_type = PyErr_Occurred(); - if (exc_type) { - if (likely(exc_type == PyExc_StopIteration || PyErr_GivenExceptionMatches(exc_type, PyExc_StopIteration))) PyErr_Clear(); - else {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - } - break; - } - __Pyx_GOTREF(__pyx_t_1); - } - __Pyx_XDECREF_SET(__pyx_v_x_i, __pyx_t_1); - __pyx_t_1 = 0; - __pyx_t_1 = PyNumber_Subtract(__pyx_v_x_i, __pyx_v_x_avg); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - __pyx_t_6 = PyNumber_Power(__pyx_t_1, __pyx_int_2, Py_None); if (unlikely(!__pyx_t_6)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_6); - __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; - if (unlikely(__Pyx_ListComp_Append(__pyx_t_2, (PyObject*)__pyx_t_6))) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_DECREF(__pyx_t_6); __pyx_t_6 = 0; - } - __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; - __pyx_t_4 = PyTuple_New(1); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - PyTuple_SET_ITEM(__pyx_t_4, 0, __pyx_t_2); - __Pyx_GIVEREF(__pyx_t_2); - __pyx_t_2 = 0; - __pyx_t_2 = __Pyx_PyObject_Call(__pyx_builtin_sum, __pyx_t_4, NULL); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; - __pyx_v_var_x = __pyx_t_2; - __pyx_t_2 = 0; - - /* "ccy_classic_lstsqr.pyx":7 - * y_avg = sum(y)/len(y) - * var_x = sum([(x_i - x_avg)**2 for x_i in x]) - * cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)]) # <<<<<<<<<<<<<< - * slope = cov_xy / var_x - * y_interc = y_avg - slope*x_avg - */ - __pyx_t_2 = PyList_New(0); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - __pyx_t_4 = PyTuple_New(2); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __Pyx_INCREF(__pyx_v_x); - PyTuple_SET_ITEM(__pyx_t_4, 0, __pyx_v_x); - __Pyx_GIVEREF(__pyx_v_x); - __Pyx_INCREF(__pyx_v_y); - PyTuple_SET_ITEM(__pyx_t_4, 1, __pyx_v_y); - __Pyx_GIVEREF(__pyx_v_y); - __pyx_t_6 = __Pyx_PyObject_Call(__pyx_builtin_zip, __pyx_t_4, NULL); if (unlikely(!__pyx_t_6)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_6); - __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; - if (PyList_CheckExact(__pyx_t_6) || PyTuple_CheckExact(__pyx_t_6)) { - __pyx_t_4 = __pyx_t_6; __Pyx_INCREF(__pyx_t_4); __pyx_t_3 = 0; - __pyx_t_5 = NULL; - } else { - __pyx_t_3 = -1; __pyx_t_4 = PyObject_GetIter(__pyx_t_6); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __pyx_t_5 = Py_TYPE(__pyx_t_4)->tp_iternext; - } - __Pyx_DECREF(__pyx_t_6); __pyx_t_6 = 0; - for (;;) { - if (!__pyx_t_5 && PyList_CheckExact(__pyx_t_4)) { - if (__pyx_t_3 >= PyList_GET_SIZE(__pyx_t_4)) break; - #if CYTHON_COMPILING_IN_CPYTHON - __pyx_t_6 = PyList_GET_ITEM(__pyx_t_4, __pyx_t_3); __Pyx_INCREF(__pyx_t_6); __pyx_t_3++; if (unlikely(0 < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #else - __pyx_t_6 = PySequence_ITEM(__pyx_t_4, __pyx_t_3); __pyx_t_3++; if (unlikely(!__pyx_t_6)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - } else if (!__pyx_t_5 && PyTuple_CheckExact(__pyx_t_4)) { - if (__pyx_t_3 >= PyTuple_GET_SIZE(__pyx_t_4)) break; - #if CYTHON_COMPILING_IN_CPYTHON - __pyx_t_6 = PyTuple_GET_ITEM(__pyx_t_4, __pyx_t_3); __Pyx_INCREF(__pyx_t_6); __pyx_t_3++; if (unlikely(0 < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #else - __pyx_t_6 = PySequence_ITEM(__pyx_t_4, __pyx_t_3); __pyx_t_3++; if (unlikely(!__pyx_t_6)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - } else { - __pyx_t_6 = __pyx_t_5(__pyx_t_4); - if (unlikely(!__pyx_t_6)) { - PyObject* exc_type = PyErr_Occurred(); - if (exc_type) { - if (likely(exc_type == PyExc_StopIteration || PyErr_GivenExceptionMatches(exc_type, PyExc_StopIteration))) PyErr_Clear(); - else {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - } - break; - } - __Pyx_GOTREF(__pyx_t_6); - } - if ((likely(PyTuple_CheckExact(__pyx_t_6))) || (PyList_CheckExact(__pyx_t_6))) { - PyObject* sequence = __pyx_t_6; - #if CYTHON_COMPILING_IN_CPYTHON - Py_ssize_t size = Py_SIZE(sequence); - #else - Py_ssize_t size = PySequence_Size(sequence); - #endif - if (unlikely(size != 2)) { - if (size > 2) __Pyx_RaiseTooManyValuesError(2); - else if (size >= 0) __Pyx_RaiseNeedMoreValuesError(size); - {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - } - #if CYTHON_COMPILING_IN_CPYTHON - if (likely(PyTuple_CheckExact(sequence))) { - __pyx_t_1 = PyTuple_GET_ITEM(sequence, 0); - __pyx_t_7 = PyTuple_GET_ITEM(sequence, 1); - } else { - __pyx_t_1 = PyList_GET_ITEM(sequence, 0); - __pyx_t_7 = PyList_GET_ITEM(sequence, 1); - } - __Pyx_INCREF(__pyx_t_1); - __Pyx_INCREF(__pyx_t_7); - #else - __pyx_t_1 = PySequence_ITEM(sequence, 0); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - __pyx_t_7 = PySequence_ITEM(sequence, 1); if (unlikely(!__pyx_t_7)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_7); - #endif - __Pyx_DECREF(__pyx_t_6); __pyx_t_6 = 0; - } else { - Py_ssize_t index = -1; - __pyx_t_8 = PyObject_GetIter(__pyx_t_6); if (unlikely(!__pyx_t_8)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_8); - __Pyx_DECREF(__pyx_t_6); __pyx_t_6 = 0; - __pyx_t_9 = Py_TYPE(__pyx_t_8)->tp_iternext; - index = 0; __pyx_t_1 = __pyx_t_9(__pyx_t_8); if (unlikely(!__pyx_t_1)) goto __pyx_L7_unpacking_failed; - __Pyx_GOTREF(__pyx_t_1); - index = 1; __pyx_t_7 = __pyx_t_9(__pyx_t_8); if (unlikely(!__pyx_t_7)) goto __pyx_L7_unpacking_failed; - __Pyx_GOTREF(__pyx_t_7); - if (__Pyx_IternextUnpackEndCheck(__pyx_t_9(__pyx_t_8), 2) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_t_9 = NULL; - __Pyx_DECREF(__pyx_t_8); __pyx_t_8 = 0; - goto __pyx_L8_unpacking_done; - __pyx_L7_unpacking_failed:; - __Pyx_DECREF(__pyx_t_8); __pyx_t_8 = 0; - __pyx_t_9 = NULL; - if (__Pyx_IterFinish() == 0) __Pyx_RaiseNeedMoreValuesError(index); - {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_L8_unpacking_done:; - } - __Pyx_XDECREF_SET(__pyx_v_x_i, __pyx_t_1); - __pyx_t_1 = 0; - __Pyx_XDECREF_SET(__pyx_v_y_i, __pyx_t_7); - __pyx_t_7 = 0; - __pyx_t_6 = PyNumber_Subtract(__pyx_v_x_i, __pyx_v_x_avg); if (unlikely(!__pyx_t_6)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_6); - __pyx_t_7 = PyNumber_Subtract(__pyx_v_y_i, __pyx_v_y_avg); if (unlikely(!__pyx_t_7)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_7); - __pyx_t_1 = PyNumber_Multiply(__pyx_t_6, __pyx_t_7); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - __Pyx_DECREF(__pyx_t_6); __pyx_t_6 = 0; - __Pyx_DECREF(__pyx_t_7); __pyx_t_7 = 0; - if (unlikely(__Pyx_ListComp_Append(__pyx_t_2, (PyObject*)__pyx_t_1))) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; - } - __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; - __pyx_t_4 = PyTuple_New(1); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - PyTuple_SET_ITEM(__pyx_t_4, 0, __pyx_t_2); - __Pyx_GIVEREF(__pyx_t_2); - __pyx_t_2 = 0; - __pyx_t_2 = __Pyx_PyObject_Call(__pyx_builtin_sum, __pyx_t_4, NULL); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; - __pyx_v_cov_xy = __pyx_t_2; - __pyx_t_2 = 0; - - /* "ccy_classic_lstsqr.pyx":8 - * var_x = sum([(x_i - x_avg)**2 for x_i in x]) - * cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)]) - * slope = cov_xy / var_x # <<<<<<<<<<<<<< - * y_interc = y_avg - slope*x_avg - * return (slope, y_interc) - */ - __pyx_t_2 = __Pyx_PyNumber_Divide(__pyx_v_cov_xy, __pyx_v_var_x); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 8; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - __pyx_v_slope = __pyx_t_2; - __pyx_t_2 = 0; - - /* "ccy_classic_lstsqr.pyx":9 - * cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)]) - * slope = cov_xy / var_x - * y_interc = y_avg - slope*x_avg # <<<<<<<<<<<<<< - * return (slope, y_interc) - */ - __pyx_t_2 = PyNumber_Multiply(__pyx_v_slope, __pyx_v_x_avg); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 9; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_2); - __pyx_t_4 = PyNumber_Subtract(__pyx_v_y_avg, __pyx_t_2); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 9; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0; - __pyx_v_y_interc = __pyx_t_4; - __pyx_t_4 = 0; - - /* "ccy_classic_lstsqr.pyx":10 - * slope = cov_xy / var_x - * y_interc = y_avg - slope*x_avg - * return (slope, y_interc) # <<<<<<<<<<<<<< - */ - __Pyx_XDECREF(__pyx_r); - __pyx_t_4 = PyTuple_New(2); if (unlikely(!__pyx_t_4)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 10; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_4); - __Pyx_INCREF(__pyx_v_slope); - PyTuple_SET_ITEM(__pyx_t_4, 0, __pyx_v_slope); - __Pyx_GIVEREF(__pyx_v_slope); - __Pyx_INCREF(__pyx_v_y_interc); - PyTuple_SET_ITEM(__pyx_t_4, 1, __pyx_v_y_interc); - __Pyx_GIVEREF(__pyx_v_y_interc); - __pyx_r = __pyx_t_4; - __pyx_t_4 = 0; - goto __pyx_L0; - - /* "ccy_classic_lstsqr.pyx":2 - * - * def ccy_classic_lstsqr(x, y): # <<<<<<<<<<<<<< - * """ Computes the least-squares solution to a linear matrix equation. """ - * x_avg = sum(x)/len(x) - */ - - /* function exit code */ - __pyx_L1_error:; - __Pyx_XDECREF(__pyx_t_1); - __Pyx_XDECREF(__pyx_t_2); - __Pyx_XDECREF(__pyx_t_4); - __Pyx_XDECREF(__pyx_t_6); - __Pyx_XDECREF(__pyx_t_7); - __Pyx_XDECREF(__pyx_t_8); - __Pyx_AddTraceback("ccy_classic_lstsqr.ccy_classic_lstsqr", __pyx_clineno, __pyx_lineno, __pyx_filename); - __pyx_r = NULL; - __pyx_L0:; - __Pyx_XDECREF(__pyx_v_x_avg); - __Pyx_XDECREF(__pyx_v_y_avg); - __Pyx_XDECREF(__pyx_v_var_x); - __Pyx_XDECREF(__pyx_v_cov_xy); - __Pyx_XDECREF(__pyx_v_slope); - __Pyx_XDECREF(__pyx_v_y_interc); - __Pyx_XDECREF(__pyx_v_x_i); - __Pyx_XDECREF(__pyx_v_y_i); - __Pyx_XGIVEREF(__pyx_r); - __Pyx_RefNannyFinishContext(); - return __pyx_r; -} - -static PyMethodDef __pyx_methods[] = { - {0, 0, 0, 0} -}; - -#if PY_MAJOR_VERSION >= 3 -static struct PyModuleDef __pyx_moduledef = { - #if PY_VERSION_HEX < 0x03020000 - { PyObject_HEAD_INIT(NULL) NULL, 0, NULL }, - #else - PyModuleDef_HEAD_INIT, - #endif - __Pyx_NAMESTR("ccy_classic_lstsqr"), - 0, /* m_doc */ - -1, /* m_size */ - __pyx_methods /* m_methods */, - NULL, /* m_reload */ - NULL, /* m_traverse */ - NULL, /* m_clear */ - NULL /* m_free */ -}; -#endif - -static __Pyx_StringTabEntry __pyx_string_tab[] = { - {&__pyx_kp_s_Users_sebastian_Github_python_r, __pyx_k_Users_sebastian_Github_python_r, sizeof(__pyx_k_Users_sebastian_Github_python_r), 0, 0, 1, 0}, - {&__pyx_n_s_ccy_classic_lstsqr, __pyx_k_ccy_classic_lstsqr, sizeof(__pyx_k_ccy_classic_lstsqr), 0, 0, 1, 1}, - {&__pyx_n_s_cov_xy, __pyx_k_cov_xy, sizeof(__pyx_k_cov_xy), 0, 0, 1, 1}, - {&__pyx_n_s_main, __pyx_k_main, sizeof(__pyx_k_main), 0, 0, 1, 1}, - {&__pyx_n_s_slope, __pyx_k_slope, sizeof(__pyx_k_slope), 0, 0, 1, 1}, - {&__pyx_n_s_sum, __pyx_k_sum, sizeof(__pyx_k_sum), 0, 0, 1, 1}, - {&__pyx_n_s_test, __pyx_k_test, sizeof(__pyx_k_test), 0, 0, 1, 1}, - {&__pyx_n_s_var_x, __pyx_k_var_x, sizeof(__pyx_k_var_x), 0, 0, 1, 1}, - {&__pyx_n_s_x, __pyx_k_x, sizeof(__pyx_k_x), 0, 0, 1, 1}, - {&__pyx_n_s_x_avg, __pyx_k_x_avg, sizeof(__pyx_k_x_avg), 0, 0, 1, 1}, - {&__pyx_n_s_x_i, __pyx_k_x_i, sizeof(__pyx_k_x_i), 0, 0, 1, 1}, - {&__pyx_n_s_y, __pyx_k_y, sizeof(__pyx_k_y), 0, 0, 1, 1}, - {&__pyx_n_s_y_avg, __pyx_k_y_avg, sizeof(__pyx_k_y_avg), 0, 0, 1, 1}, - {&__pyx_n_s_y_i, __pyx_k_y_i, sizeof(__pyx_k_y_i), 0, 0, 1, 1}, - {&__pyx_n_s_y_interc, __pyx_k_y_interc, sizeof(__pyx_k_y_interc), 0, 0, 1, 1}, - {&__pyx_n_s_zip, __pyx_k_zip, sizeof(__pyx_k_zip), 0, 0, 1, 1}, - {0, 0, 0, 0, 0, 0, 0} -}; -static int __Pyx_InitCachedBuiltins(void) { - __pyx_builtin_sum = __Pyx_GetBuiltinName(__pyx_n_s_sum); if (!__pyx_builtin_sum) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 4; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_builtin_zip = __Pyx_GetBuiltinName(__pyx_n_s_zip); if (!__pyx_builtin_zip) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 7; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - return 0; - __pyx_L1_error:; - return -1; -} - -static int __Pyx_InitCachedConstants(void) { - __Pyx_RefNannyDeclarations - __Pyx_RefNannySetupContext("__Pyx_InitCachedConstants", 0); - - /* "ccy_classic_lstsqr.pyx":2 - * - * def ccy_classic_lstsqr(x, y): # <<<<<<<<<<<<<< - * """ Computes the least-squares solution to a linear matrix equation. """ - * x_avg = sum(x)/len(x) - */ - __pyx_tuple_ = PyTuple_Pack(10, __pyx_n_s_x, __pyx_n_s_y, __pyx_n_s_x_avg, __pyx_n_s_y_avg, __pyx_n_s_var_x, __pyx_n_s_cov_xy, __pyx_n_s_slope, __pyx_n_s_y_interc, __pyx_n_s_x_i, __pyx_n_s_y_i); if (unlikely(!__pyx_tuple_)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_tuple_); - __Pyx_GIVEREF(__pyx_tuple_); - __pyx_codeobj__2 = (PyObject*)__Pyx_PyCode_New(2, 0, 10, 0, 0, __pyx_empty_bytes, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_tuple_, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_kp_s_Users_sebastian_Github_python_r, __pyx_n_s_ccy_classic_lstsqr, 2, __pyx_empty_bytes); if (unlikely(!__pyx_codeobj__2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_RefNannyFinishContext(); - return 0; - __pyx_L1_error:; - __Pyx_RefNannyFinishContext(); - return -1; -} - -static int __Pyx_InitGlobals(void) { - if (__Pyx_InitStrings(__pyx_string_tab) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;}; - __pyx_int_2 = PyInt_FromLong(2); if (unlikely(!__pyx_int_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - return 0; - __pyx_L1_error:; - return -1; -} - -#if PY_MAJOR_VERSION < 3 -PyMODINIT_FUNC initccy_classic_lstsqr(void); /*proto*/ -PyMODINIT_FUNC initccy_classic_lstsqr(void) -#else -PyMODINIT_FUNC PyInit_ccy_classic_lstsqr(void); /*proto*/ -PyMODINIT_FUNC PyInit_ccy_classic_lstsqr(void) -#endif -{ - PyObject *__pyx_t_1 = NULL; - int __pyx_lineno = 0; - const char *__pyx_filename = NULL; - int __pyx_clineno = 0; - __Pyx_RefNannyDeclarations - #if CYTHON_REFNANNY - __Pyx_RefNanny = __Pyx_RefNannyImportAPI("refnanny"); - if (!__Pyx_RefNanny) { - PyErr_Clear(); - __Pyx_RefNanny = __Pyx_RefNannyImportAPI("Cython.Runtime.refnanny"); - if (!__Pyx_RefNanny) - Py_FatalError("failed to import 'refnanny' module"); - } - #endif - __Pyx_RefNannySetupContext("PyMODINIT_FUNC PyInit_ccy_classic_lstsqr(void)", 0); - if ( __Pyx_check_binary_version() < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_empty_tuple = PyTuple_New(0); if (unlikely(!__pyx_empty_tuple)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_empty_bytes = PyBytes_FromStringAndSize("", 0); if (unlikely(!__pyx_empty_bytes)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #ifdef __Pyx_CyFunction_USED - if (__Pyx_CyFunction_init() < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - #ifdef __Pyx_FusedFunction_USED - if (__pyx_FusedFunction_init() < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - #ifdef __Pyx_Generator_USED - if (__pyx_Generator_init() < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - /*--- Library function declarations ---*/ - /*--- Threads initialization code ---*/ - #if defined(__PYX_FORCE_INIT_THREADS) && __PYX_FORCE_INIT_THREADS - #ifdef WITH_THREAD /* Python build with threading support? */ - PyEval_InitThreads(); - #endif - #endif - /*--- Module creation code ---*/ - #if PY_MAJOR_VERSION < 3 - __pyx_m = Py_InitModule4(__Pyx_NAMESTR("ccy_classic_lstsqr"), __pyx_methods, 0, 0, PYTHON_API_VERSION); Py_XINCREF(__pyx_m); - #else - __pyx_m = PyModule_Create(&__pyx_moduledef); - #endif - if (unlikely(!__pyx_m)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __pyx_d = PyModule_GetDict(__pyx_m); if (unlikely(!__pyx_d)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - Py_INCREF(__pyx_d); - __pyx_b = PyImport_AddModule(__Pyx_NAMESTR(__Pyx_BUILTIN_MODULE_NAME)); if (unlikely(!__pyx_b)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #if CYTHON_COMPILING_IN_PYPY - Py_INCREF(__pyx_b); - #endif - if (__Pyx_SetAttrString(__pyx_m, "__builtins__", __pyx_b) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;}; - /*--- Initialize various global constants etc. ---*/ - if (unlikely(__Pyx_InitGlobals() < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #if PY_MAJOR_VERSION < 3 && (__PYX_DEFAULT_STRING_ENCODING_IS_ASCII || __PYX_DEFAULT_STRING_ENCODING_IS_DEFAULT) - if (__Pyx_init_sys_getdefaultencoding_params() < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - #endif - if (__pyx_module_is_main_ccy_classic_lstsqr) { - if (__Pyx_SetAttrString(__pyx_m, "__name__", __pyx_n_s_main) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;}; - } - #if PY_MAJOR_VERSION >= 3 - { - PyObject *modules = PyImport_GetModuleDict(); if (unlikely(!modules)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - if (!PyDict_GetItemString(modules, "ccy_classic_lstsqr")) { - if (unlikely(PyDict_SetItemString(modules, "ccy_classic_lstsqr", __pyx_m) < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - } - } - #endif - /*--- Builtin init code ---*/ - if (unlikely(__Pyx_InitCachedBuiltins() < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - /*--- Constants init code ---*/ - if (unlikely(__Pyx_InitCachedConstants() < 0)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - /*--- Global init code ---*/ - /*--- Variable export code ---*/ - /*--- Function export code ---*/ - /*--- Type init code ---*/ - /*--- Type import code ---*/ - /*--- Variable import code ---*/ - /*--- Function import code ---*/ - /*--- Execution code ---*/ - - /* "ccy_classic_lstsqr.pyx":2 - * - * def ccy_classic_lstsqr(x, y): # <<<<<<<<<<<<<< - * """ Computes the least-squares solution to a linear matrix equation. """ - * x_avg = sum(x)/len(x) - */ - __pyx_t_1 = PyCFunction_NewEx(&__pyx_mdef_18ccy_classic_lstsqr_1ccy_classic_lstsqr, NULL, __pyx_n_s_ccy_classic_lstsqr); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - if (PyDict_SetItem(__pyx_d, __pyx_n_s_ccy_classic_lstsqr, __pyx_t_1) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; - __pyx_t_1 = PyDict_New(); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_GOTREF(__pyx_t_1); - if (PyDict_SetItem(__pyx_d, __pyx_n_s_test, __pyx_t_1) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 2; __pyx_clineno = __LINE__; goto __pyx_L1_error;} - __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; - goto __pyx_L0; - __pyx_L1_error:; - __Pyx_XDECREF(__pyx_t_1); - if (__pyx_m) { - __Pyx_AddTraceback("init ccy_classic_lstsqr", __pyx_clineno, __pyx_lineno, __pyx_filename); - Py_DECREF(__pyx_m); __pyx_m = 0; - } else if (!PyErr_Occurred()) { - PyErr_SetString(PyExc_ImportError, "init ccy_classic_lstsqr"); - } - __pyx_L0:; - __Pyx_RefNannyFinishContext(); - #if PY_MAJOR_VERSION < 3 - return; - #else - return __pyx_m; - #endif -} - -/* Runtime support code */ -#if CYTHON_REFNANNY -static __Pyx_RefNannyAPIStruct *__Pyx_RefNannyImportAPI(const char *modname) { - PyObject *m = NULL, *p = NULL; - void *r = NULL; - m = PyImport_ImportModule((char *)modname); - if (!m) goto end; - p = PyObject_GetAttrString(m, (char *)"RefNannyAPI"); - if (!p) goto end; - r = PyLong_AsVoidPtr(p); -end: - Py_XDECREF(p); - Py_XDECREF(m); - return (__Pyx_RefNannyAPIStruct *)r; -} -#endif /* CYTHON_REFNANNY */ - -static PyObject *__Pyx_GetBuiltinName(PyObject *name) { - PyObject* result = __Pyx_PyObject_GetAttrStr(__pyx_b, name); - if (unlikely(!result)) { - PyErr_Format(PyExc_NameError, -#if PY_MAJOR_VERSION >= 3 - "name '%U' is not defined", name); -#else - "name '%.200s' is not defined", PyString_AS_STRING(name)); -#endif - } - return result; -} - -static void __Pyx_RaiseArgtupleInvalid( - const char* func_name, - int exact, - Py_ssize_t num_min, - Py_ssize_t num_max, - Py_ssize_t num_found) -{ - Py_ssize_t num_expected; - const char *more_or_less; - if (num_found < num_min) { - num_expected = num_min; - more_or_less = "at least"; - } else { - num_expected = num_max; - more_or_less = "at most"; - } - if (exact) { - more_or_less = "exactly"; - } - PyErr_Format(PyExc_TypeError, - "%.200s() takes %.8s %" CYTHON_FORMAT_SSIZE_T "d positional argument%.1s (%" CYTHON_FORMAT_SSIZE_T "d given)", - func_name, more_or_less, num_expected, - (num_expected == 1) ? "" : "s", num_found); -} - -static void __Pyx_RaiseDoubleKeywordsError( - const char* func_name, - PyObject* kw_name) -{ - PyErr_Format(PyExc_TypeError, - #if PY_MAJOR_VERSION >= 3 - "%s() got multiple values for keyword argument '%U'", func_name, kw_name); - #else - "%s() got multiple values for keyword argument '%s'", func_name, - PyString_AsString(kw_name)); - #endif -} - -static int __Pyx_ParseOptionalKeywords( - PyObject *kwds, - PyObject **argnames[], - PyObject *kwds2, - PyObject *values[], - Py_ssize_t num_pos_args, - const char* function_name) -{ - PyObject *key = 0, *value = 0; - Py_ssize_t pos = 0; - PyObject*** name; - PyObject*** first_kw_arg = argnames + num_pos_args; - while (PyDict_Next(kwds, &pos, &key, &value)) { - name = first_kw_arg; - while (*name && (**name != key)) name++; - if (*name) { - values[name-argnames] = value; - continue; - } - name = first_kw_arg; - #if PY_MAJOR_VERSION < 3 - if (likely(PyString_CheckExact(key)) || likely(PyString_Check(key))) { - while (*name) { - if ((CYTHON_COMPILING_IN_PYPY || PyString_GET_SIZE(**name) == PyString_GET_SIZE(key)) - && _PyString_Eq(**name, key)) { - values[name-argnames] = value; - break; - } - name++; - } - if (*name) continue; - else { - PyObject*** argname = argnames; - while (argname != first_kw_arg) { - if ((**argname == key) || ( - (CYTHON_COMPILING_IN_PYPY || PyString_GET_SIZE(**argname) == PyString_GET_SIZE(key)) - && _PyString_Eq(**argname, key))) { - goto arg_passed_twice; - } - argname++; - } - } - } else - #endif - if (likely(PyUnicode_Check(key))) { - while (*name) { - int cmp = (**name == key) ? 0 : - #if !CYTHON_COMPILING_IN_PYPY && PY_MAJOR_VERSION >= 3 - (PyUnicode_GET_SIZE(**name) != PyUnicode_GET_SIZE(key)) ? 1 : - #endif - PyUnicode_Compare(**name, key); - if (cmp < 0 && unlikely(PyErr_Occurred())) goto bad; - if (cmp == 0) { - values[name-argnames] = value; - break; - } - name++; - } - if (*name) continue; - else { - PyObject*** argname = argnames; - while (argname != first_kw_arg) { - int cmp = (**argname == key) ? 0 : - #if !CYTHON_COMPILING_IN_PYPY && PY_MAJOR_VERSION >= 3 - (PyUnicode_GET_SIZE(**argname) != PyUnicode_GET_SIZE(key)) ? 1 : - #endif - PyUnicode_Compare(**argname, key); - if (cmp < 0 && unlikely(PyErr_Occurred())) goto bad; - if (cmp == 0) goto arg_passed_twice; - argname++; - } - } - } else - goto invalid_keyword_type; - if (kwds2) { - if (unlikely(PyDict_SetItem(kwds2, key, value))) goto bad; - } else { - goto invalid_keyword; - } - } - return 0; -arg_passed_twice: - __Pyx_RaiseDoubleKeywordsError(function_name, key); - goto bad; -invalid_keyword_type: - PyErr_Format(PyExc_TypeError, - "%.200s() keywords must be strings", function_name); - goto bad; -invalid_keyword: - PyErr_Format(PyExc_TypeError, - #if PY_MAJOR_VERSION < 3 - "%.200s() got an unexpected keyword argument '%.200s'", - function_name, PyString_AsString(key)); - #else - "%s() got an unexpected keyword argument '%U'", - function_name, key); - #endif -bad: - return -1; -} - -#if CYTHON_COMPILING_IN_CPYTHON -static CYTHON_INLINE PyObject* __Pyx_PyObject_Call(PyObject *func, PyObject *arg, PyObject *kw) { - PyObject *result; - ternaryfunc call = func->ob_type->tp_call; - if (unlikely(!call)) - return PyObject_Call(func, arg, kw); -#if PY_VERSION_HEX >= 0x02060000 - if (unlikely(Py_EnterRecursiveCall((char*)" while calling a Python object"))) - return NULL; -#endif - result = (*call)(func, arg, kw); -#if PY_VERSION_HEX >= 0x02060000 - Py_LeaveRecursiveCall(); -#endif - if (unlikely(!result) && unlikely(!PyErr_Occurred())) { - PyErr_SetString( - PyExc_SystemError, - "NULL result without error in PyObject_Call"); - } - return result; -} -#endif - -static CYTHON_INLINE void __Pyx_RaiseTooManyValuesError(Py_ssize_t expected) { - PyErr_Format(PyExc_ValueError, - "too many values to unpack (expected %" CYTHON_FORMAT_SSIZE_T "d)", expected); -} - -static CYTHON_INLINE void __Pyx_RaiseNeedMoreValuesError(Py_ssize_t index) { - PyErr_Format(PyExc_ValueError, - "need more than %" CYTHON_FORMAT_SSIZE_T "d value%.1s to unpack", - index, (index == 1) ? "" : "s"); -} - -static CYTHON_INLINE int __Pyx_IterFinish(void) { -#if CYTHON_COMPILING_IN_CPYTHON - PyThreadState *tstate = PyThreadState_GET(); - PyObject* exc_type = tstate->curexc_type; - if (unlikely(exc_type)) { - if (likely(exc_type == PyExc_StopIteration) || PyErr_GivenExceptionMatches(exc_type, PyExc_StopIteration)) { - PyObject *exc_value, *exc_tb; - exc_value = tstate->curexc_value; - exc_tb = tstate->curexc_traceback; - tstate->curexc_type = 0; - tstate->curexc_value = 0; - tstate->curexc_traceback = 0; - Py_DECREF(exc_type); - Py_XDECREF(exc_value); - Py_XDECREF(exc_tb); - return 0; - } else { - return -1; - } - } - return 0; -#else - if (unlikely(PyErr_Occurred())) { - if (likely(PyErr_ExceptionMatches(PyExc_StopIteration))) { - PyErr_Clear(); - return 0; - } else { - return -1; - } - } - return 0; -#endif -} - -static int __Pyx_IternextUnpackEndCheck(PyObject *retval, Py_ssize_t expected) { - if (unlikely(retval)) { - Py_DECREF(retval); - __Pyx_RaiseTooManyValuesError(expected); - return -1; - } else { - return __Pyx_IterFinish(); - } - return 0; -} - -static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value) { - const long neg_one = (long) -1, const_zero = 0; - const int is_unsigned = neg_one > const_zero; - if (is_unsigned) { - if (sizeof(long) < sizeof(long)) { - return PyInt_FromLong((long) value); - } else if (sizeof(long) <= sizeof(unsigned long)) { - return PyLong_FromUnsignedLong((unsigned long) value); - } else if (sizeof(long) <= sizeof(unsigned long long)) { - return PyLong_FromUnsignedLongLong((unsigned long long) value); - } - } else { - if (sizeof(long) <= sizeof(long)) { - return PyInt_FromLong((long) value); - } else if (sizeof(long) <= sizeof(long long)) { - return PyLong_FromLongLong((long long) value); - } - } - { - int one = 1; int little = (int)*(unsigned char *)&one; - unsigned char *bytes = (unsigned char *)&value; - return _PyLong_FromByteArray(bytes, sizeof(long), - little, !is_unsigned); - } -} - -#define __PYX_VERIFY_RETURN_INT(target_type, func_type, func) \ - { \ - func_type value = func(x); \ - if (sizeof(target_type) < sizeof(func_type)) { \ - if (unlikely(value != (func_type) (target_type) value)) { \ - func_type zero = 0; \ - PyErr_SetString(PyExc_OverflowError, \ - (is_unsigned && unlikely(value < zero)) ? \ - "can't convert negative value to " #target_type : \ - "value too large to convert to " #target_type); \ - return (target_type) -1; \ - } \ - } \ - return (target_type) value; \ - } - -#if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - #include "longintrepr.h" - #endif -#endif -static CYTHON_INLINE long __Pyx_PyInt_As_long(PyObject *x) { - const long neg_one = (long) -1, const_zero = 0; - const int is_unsigned = neg_one > const_zero; -#if PY_MAJOR_VERSION < 3 - if (likely(PyInt_Check(x))) { - if (sizeof(long) < sizeof(long)) { - __PYX_VERIFY_RETURN_INT(long, long, PyInt_AS_LONG) - } else { - long val = PyInt_AS_LONG(x); - if (is_unsigned && unlikely(val < 0)) { - PyErr_SetString(PyExc_OverflowError, - "can't convert negative value to long"); - return (long) -1; - } - return (long) val; - } - } else -#endif - if (likely(PyLong_Check(x))) { - if (is_unsigned) { -#if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - if (sizeof(digit) <= sizeof(long)) { - switch (Py_SIZE(x)) { - case 0: return 0; - case 1: return (long) ((PyLongObject*)x)->ob_digit[0]; - } - } - #endif -#endif - if (unlikely(Py_SIZE(x) < 0)) { - PyErr_SetString(PyExc_OverflowError, - "can't convert negative value to long"); - return (long) -1; - } - if (sizeof(long) <= sizeof(unsigned long)) { - __PYX_VERIFY_RETURN_INT(long, unsigned long, PyLong_AsUnsignedLong) - } else if (sizeof(long) <= sizeof(unsigned long long)) { - __PYX_VERIFY_RETURN_INT(long, unsigned long long, PyLong_AsUnsignedLongLong) - } - } else { -#if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - if (sizeof(digit) <= sizeof(long)) { - switch (Py_SIZE(x)) { - case 0: return 0; - case 1: return +(long) ((PyLongObject*)x)->ob_digit[0]; - case -1: return -(long) ((PyLongObject*)x)->ob_digit[0]; - } - } - #endif -#endif - if (sizeof(long) <= sizeof(long)) { - __PYX_VERIFY_RETURN_INT(long, long, PyLong_AsLong) - } else if (sizeof(long) <= sizeof(long long)) { - __PYX_VERIFY_RETURN_INT(long, long long, PyLong_AsLongLong) - } - } - { -#if CYTHON_COMPILING_IN_PYPY && !defined(_PyLong_AsByteArray) - PyErr_SetString(PyExc_RuntimeError, - "_PyLong_AsByteArray() not available in PyPy, cannot convert large numbers"); -#else - long val; - PyObject *v = __Pyx_PyNumber_Int(x); - #if PY_MAJOR_VERSION < 3 - if (likely(v) && !PyLong_Check(v)) { - PyObject *tmp = v; - v = PyNumber_Long(tmp); - Py_DECREF(tmp); - } - #endif - if (likely(v)) { - int one = 1; int is_little = (int)*(unsigned char *)&one; - unsigned char *bytes = (unsigned char *)&val; - int ret = _PyLong_AsByteArray((PyLongObject *)v, - bytes, sizeof(val), - is_little, !is_unsigned); - Py_DECREF(v); - if (likely(!ret)) - return val; - } -#endif - return (long) -1; - } - } else { - long val; - PyObject *tmp = __Pyx_PyNumber_Int(x); - if (!tmp) return (long) -1; - val = __Pyx_PyInt_As_long(tmp); - Py_DECREF(tmp); - return val; - } -} - -#if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - #include "longintrepr.h" - #endif -#endif -static CYTHON_INLINE int __Pyx_PyInt_As_int(PyObject *x) { - const int neg_one = (int) -1, const_zero = 0; - const int is_unsigned = neg_one > const_zero; -#if PY_MAJOR_VERSION < 3 - if (likely(PyInt_Check(x))) { - if (sizeof(int) < sizeof(long)) { - __PYX_VERIFY_RETURN_INT(int, long, PyInt_AS_LONG) - } else { - long val = PyInt_AS_LONG(x); - if (is_unsigned && unlikely(val < 0)) { - PyErr_SetString(PyExc_OverflowError, - "can't convert negative value to int"); - return (int) -1; - } - return (int) val; - } - } else -#endif - if (likely(PyLong_Check(x))) { - if (is_unsigned) { -#if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - if (sizeof(digit) <= sizeof(int)) { - switch (Py_SIZE(x)) { - case 0: return 0; - case 1: return (int) ((PyLongObject*)x)->ob_digit[0]; - } - } - #endif -#endif - if (unlikely(Py_SIZE(x) < 0)) { - PyErr_SetString(PyExc_OverflowError, - "can't convert negative value to int"); - return (int) -1; - } - if (sizeof(int) <= sizeof(unsigned long)) { - __PYX_VERIFY_RETURN_INT(int, unsigned long, PyLong_AsUnsignedLong) - } else if (sizeof(int) <= sizeof(unsigned long long)) { - __PYX_VERIFY_RETURN_INT(int, unsigned long long, PyLong_AsUnsignedLongLong) - } - } else { -#if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - if (sizeof(digit) <= sizeof(int)) { - switch (Py_SIZE(x)) { - case 0: return 0; - case 1: return +(int) ((PyLongObject*)x)->ob_digit[0]; - case -1: return -(int) ((PyLongObject*)x)->ob_digit[0]; - } - } - #endif -#endif - if (sizeof(int) <= sizeof(long)) { - __PYX_VERIFY_RETURN_INT(int, long, PyLong_AsLong) - } else if (sizeof(int) <= sizeof(long long)) { - __PYX_VERIFY_RETURN_INT(int, long long, PyLong_AsLongLong) - } - } - { -#if CYTHON_COMPILING_IN_PYPY && !defined(_PyLong_AsByteArray) - PyErr_SetString(PyExc_RuntimeError, - "_PyLong_AsByteArray() not available in PyPy, cannot convert large numbers"); -#else - int val; - PyObject *v = __Pyx_PyNumber_Int(x); - #if PY_MAJOR_VERSION < 3 - if (likely(v) && !PyLong_Check(v)) { - PyObject *tmp = v; - v = PyNumber_Long(tmp); - Py_DECREF(tmp); - } - #endif - if (likely(v)) { - int one = 1; int is_little = (int)*(unsigned char *)&one; - unsigned char *bytes = (unsigned char *)&val; - int ret = _PyLong_AsByteArray((PyLongObject *)v, - bytes, sizeof(val), - is_little, !is_unsigned); - Py_DECREF(v); - if (likely(!ret)) - return val; - } -#endif - return (int) -1; - } - } else { - int val; - PyObject *tmp = __Pyx_PyNumber_Int(x); - if (!tmp) return (int) -1; - val = __Pyx_PyInt_As_int(tmp); - Py_DECREF(tmp); - return val; - } -} - -static int __Pyx_check_binary_version(void) { - char ctversion[4], rtversion[4]; - PyOS_snprintf(ctversion, 4, "%d.%d", PY_MAJOR_VERSION, PY_MINOR_VERSION); - PyOS_snprintf(rtversion, 4, "%s", Py_GetVersion()); - if (ctversion[0] != rtversion[0] || ctversion[2] != rtversion[2]) { - char message[200]; - PyOS_snprintf(message, sizeof(message), - "compiletime version %s of module '%.100s' " - "does not match runtime version %s", - ctversion, __Pyx_MODULE_NAME, rtversion); - #if PY_VERSION_HEX < 0x02050000 - return PyErr_Warn(NULL, message); - #else - return PyErr_WarnEx(NULL, message, 1); - #endif - } - return 0; -} - -static int __pyx_bisect_code_objects(__Pyx_CodeObjectCacheEntry* entries, int count, int code_line) { - int start = 0, mid = 0, end = count - 1; - if (end >= 0 && code_line > entries[end].code_line) { - return count; - } - while (start < end) { - mid = (start + end) / 2; - if (code_line < entries[mid].code_line) { - end = mid; - } else if (code_line > entries[mid].code_line) { - start = mid + 1; - } else { - return mid; - } - } - if (code_line <= entries[mid].code_line) { - return mid; - } else { - return mid + 1; - } -} -static PyCodeObject *__pyx_find_code_object(int code_line) { - PyCodeObject* code_object; - int pos; - if (unlikely(!code_line) || unlikely(!__pyx_code_cache.entries)) { - return NULL; - } - pos = __pyx_bisect_code_objects(__pyx_code_cache.entries, __pyx_code_cache.count, code_line); - if (unlikely(pos >= __pyx_code_cache.count) || unlikely(__pyx_code_cache.entries[pos].code_line != code_line)) { - return NULL; - } - code_object = __pyx_code_cache.entries[pos].code_object; - Py_INCREF(code_object); - return code_object; -} -static void __pyx_insert_code_object(int code_line, PyCodeObject* code_object) { - int pos, i; - __Pyx_CodeObjectCacheEntry* entries = __pyx_code_cache.entries; - if (unlikely(!code_line)) { - return; - } - if (unlikely(!entries)) { - entries = (__Pyx_CodeObjectCacheEntry*)PyMem_Malloc(64*sizeof(__Pyx_CodeObjectCacheEntry)); - if (likely(entries)) { - __pyx_code_cache.entries = entries; - __pyx_code_cache.max_count = 64; - __pyx_code_cache.count = 1; - entries[0].code_line = code_line; - entries[0].code_object = code_object; - Py_INCREF(code_object); - } - return; - } - pos = __pyx_bisect_code_objects(__pyx_code_cache.entries, __pyx_code_cache.count, code_line); - if ((pos < __pyx_code_cache.count) && unlikely(__pyx_code_cache.entries[pos].code_line == code_line)) { - PyCodeObject* tmp = entries[pos].code_object; - entries[pos].code_object = code_object; - Py_DECREF(tmp); - return; - } - if (__pyx_code_cache.count == __pyx_code_cache.max_count) { - int new_max = __pyx_code_cache.max_count + 64; - entries = (__Pyx_CodeObjectCacheEntry*)PyMem_Realloc( - __pyx_code_cache.entries, new_max*sizeof(__Pyx_CodeObjectCacheEntry)); - if (unlikely(!entries)) { - return; - } - __pyx_code_cache.entries = entries; - __pyx_code_cache.max_count = new_max; - } - for (i=__pyx_code_cache.count; i>pos; i--) { - entries[i] = entries[i-1]; - } - entries[pos].code_line = code_line; - entries[pos].code_object = code_object; - __pyx_code_cache.count++; - Py_INCREF(code_object); -} - -#include "compile.h" -#include "frameobject.h" -#include "traceback.h" -static PyCodeObject* __Pyx_CreateCodeObjectForTraceback( - const char *funcname, int c_line, - int py_line, const char *filename) { - PyCodeObject *py_code = 0; - PyObject *py_srcfile = 0; - PyObject *py_funcname = 0; - #if PY_MAJOR_VERSION < 3 - py_srcfile = PyString_FromString(filename); - #else - py_srcfile = PyUnicode_FromString(filename); - #endif - if (!py_srcfile) goto bad; - if (c_line) { - #if PY_MAJOR_VERSION < 3 - py_funcname = PyString_FromFormat( "%s (%s:%d)", funcname, __pyx_cfilenm, c_line); - #else - py_funcname = PyUnicode_FromFormat( "%s (%s:%d)", funcname, __pyx_cfilenm, c_line); - #endif - } - else { - #if PY_MAJOR_VERSION < 3 - py_funcname = PyString_FromString(funcname); - #else - py_funcname = PyUnicode_FromString(funcname); - #endif - } - if (!py_funcname) goto bad; - py_code = __Pyx_PyCode_New( - 0, /*int argcount,*/ - 0, /*int kwonlyargcount,*/ - 0, /*int nlocals,*/ - 0, /*int stacksize,*/ - 0, /*int flags,*/ - __pyx_empty_bytes, /*PyObject *code,*/ - __pyx_empty_tuple, /*PyObject *consts,*/ - __pyx_empty_tuple, /*PyObject *names,*/ - __pyx_empty_tuple, /*PyObject *varnames,*/ - __pyx_empty_tuple, /*PyObject *freevars,*/ - __pyx_empty_tuple, /*PyObject *cellvars,*/ - py_srcfile, /*PyObject *filename,*/ - py_funcname, /*PyObject *name,*/ - py_line, /*int firstlineno,*/ - __pyx_empty_bytes /*PyObject *lnotab*/ - ); - Py_DECREF(py_srcfile); - Py_DECREF(py_funcname); - return py_code; -bad: - Py_XDECREF(py_srcfile); - Py_XDECREF(py_funcname); - return NULL; -} -static void __Pyx_AddTraceback(const char *funcname, int c_line, - int py_line, const char *filename) { - PyCodeObject *py_code = 0; - PyObject *py_globals = 0; - PyFrameObject *py_frame = 0; - py_code = __pyx_find_code_object(c_line ? c_line : py_line); - if (!py_code) { - py_code = __Pyx_CreateCodeObjectForTraceback( - funcname, c_line, py_line, filename); - if (!py_code) goto bad; - __pyx_insert_code_object(c_line ? c_line : py_line, py_code); - } - py_globals = PyModule_GetDict(__pyx_m); - if (!py_globals) goto bad; - py_frame = PyFrame_New( - PyThreadState_GET(), /*PyThreadState *tstate,*/ - py_code, /*PyCodeObject *code,*/ - py_globals, /*PyObject *globals,*/ - 0 /*PyObject *locals*/ - ); - if (!py_frame) goto bad; - py_frame->f_lineno = py_line; - PyTraceBack_Here(py_frame); -bad: - Py_XDECREF(py_code); - Py_XDECREF(py_frame); -} - -static int __Pyx_InitStrings(__Pyx_StringTabEntry *t) { - while (t->p) { - #if PY_MAJOR_VERSION < 3 - if (t->is_unicode) { - *t->p = PyUnicode_DecodeUTF8(t->s, t->n - 1, NULL); - } else if (t->intern) { - *t->p = PyString_InternFromString(t->s); - } else { - *t->p = PyString_FromStringAndSize(t->s, t->n - 1); - } - #else /* Python 3+ has unicode identifiers */ - if (t->is_unicode | t->is_str) { - if (t->intern) { - *t->p = PyUnicode_InternFromString(t->s); - } else if (t->encoding) { - *t->p = PyUnicode_Decode(t->s, t->n - 1, t->encoding, NULL); - } else { - *t->p = PyUnicode_FromStringAndSize(t->s, t->n - 1); - } - } else { - *t->p = PyBytes_FromStringAndSize(t->s, t->n - 1); - } - #endif - if (!*t->p) - return -1; - ++t; - } - return 0; -} - -static CYTHON_INLINE PyObject* __Pyx_PyUnicode_FromString(char* c_str) { - return __Pyx_PyUnicode_FromStringAndSize(c_str, strlen(c_str)); -} -static CYTHON_INLINE char* __Pyx_PyObject_AsString(PyObject* o) { - Py_ssize_t ignore; - return __Pyx_PyObject_AsStringAndSize(o, &ignore); -} -static CYTHON_INLINE char* __Pyx_PyObject_AsStringAndSize(PyObject* o, Py_ssize_t *length) { -#if __PYX_DEFAULT_STRING_ENCODING_IS_ASCII || __PYX_DEFAULT_STRING_ENCODING_IS_DEFAULT - if ( -#if PY_MAJOR_VERSION < 3 && __PYX_DEFAULT_STRING_ENCODING_IS_ASCII - __Pyx_sys_getdefaultencoding_not_ascii && -#endif - PyUnicode_Check(o)) { -#if PY_VERSION_HEX < 0x03030000 - char* defenc_c; - PyObject* defenc = _PyUnicode_AsDefaultEncodedString(o, NULL); - if (!defenc) return NULL; - defenc_c = PyBytes_AS_STRING(defenc); -#if __PYX_DEFAULT_STRING_ENCODING_IS_ASCII - { - char* end = defenc_c + PyBytes_GET_SIZE(defenc); - char* c; - for (c = defenc_c; c < end; c++) { - if ((unsigned char) (*c) >= 128) { - PyUnicode_AsASCIIString(o); - return NULL; - } - } - } -#endif /*__PYX_DEFAULT_STRING_ENCODING_IS_ASCII*/ - *length = PyBytes_GET_SIZE(defenc); - return defenc_c; -#else /* PY_VERSION_HEX < 0x03030000 */ - if (PyUnicode_READY(o) == -1) return NULL; -#if __PYX_DEFAULT_STRING_ENCODING_IS_ASCII - if (PyUnicode_IS_ASCII(o)) { - *length = PyUnicode_GET_DATA_SIZE(o); - return PyUnicode_AsUTF8(o); - } else { - PyUnicode_AsASCIIString(o); - return NULL; - } -#else /* __PYX_DEFAULT_STRING_ENCODING_IS_ASCII */ - return PyUnicode_AsUTF8AndSize(o, length); -#endif /* __PYX_DEFAULT_STRING_ENCODING_IS_ASCII */ -#endif /* PY_VERSION_HEX < 0x03030000 */ - } else -#endif /* __PYX_DEFAULT_STRING_ENCODING_IS_ASCII || __PYX_DEFAULT_STRING_ENCODING_IS_DEFAULT */ -#if !CYTHON_COMPILING_IN_PYPY -#if PY_VERSION_HEX >= 0x02060000 - if (PyByteArray_Check(o)) { - *length = PyByteArray_GET_SIZE(o); - return PyByteArray_AS_STRING(o); - } else -#endif -#endif - { - char* result; - int r = PyBytes_AsStringAndSize(o, &result, length); - if (unlikely(r < 0)) { - return NULL; - } else { - return result; - } - } -} -static CYTHON_INLINE int __Pyx_PyObject_IsTrue(PyObject* x) { - int is_true = x == Py_True; - if (is_true | (x == Py_False) | (x == Py_None)) return is_true; - else return PyObject_IsTrue(x); -} -static CYTHON_INLINE PyObject* __Pyx_PyNumber_Int(PyObject* x) { - PyNumberMethods *m; - const char *name = NULL; - PyObject *res = NULL; -#if PY_MAJOR_VERSION < 3 - if (PyInt_Check(x) || PyLong_Check(x)) -#else - if (PyLong_Check(x)) -#endif - return Py_INCREF(x), x; - m = Py_TYPE(x)->tp_as_number; -#if PY_MAJOR_VERSION < 3 - if (m && m->nb_int) { - name = "int"; - res = PyNumber_Int(x); - } - else if (m && m->nb_long) { - name = "long"; - res = PyNumber_Long(x); - } -#else - if (m && m->nb_int) { - name = "int"; - res = PyNumber_Long(x); - } -#endif - if (res) { -#if PY_MAJOR_VERSION < 3 - if (!PyInt_Check(res) && !PyLong_Check(res)) { -#else - if (!PyLong_Check(res)) { -#endif - PyErr_Format(PyExc_TypeError, - "__%.4s__ returned non-%.4s (type %.200s)", - name, name, Py_TYPE(res)->tp_name); - Py_DECREF(res); - return NULL; - } - } - else if (!PyErr_Occurred()) { - PyErr_SetString(PyExc_TypeError, - "an integer is required"); - } - return res; -} -#if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - #include "longintrepr.h" - #endif -#endif -static CYTHON_INLINE Py_ssize_t __Pyx_PyIndex_AsSsize_t(PyObject* b) { - Py_ssize_t ival; - PyObject *x; -#if PY_MAJOR_VERSION < 3 - if (likely(PyInt_CheckExact(b))) - return PyInt_AS_LONG(b); -#endif - if (likely(PyLong_CheckExact(b))) { - #if CYTHON_COMPILING_IN_CPYTHON && PY_MAJOR_VERSION >= 3 - #if CYTHON_USE_PYLONG_INTERNALS - switch (Py_SIZE(b)) { - case -1: return -(sdigit)((PyLongObject*)b)->ob_digit[0]; - case 0: return 0; - case 1: return ((PyLongObject*)b)->ob_digit[0]; - } - #endif - #endif - #if PY_VERSION_HEX < 0x02060000 - return PyInt_AsSsize_t(b); - #else - return PyLong_AsSsize_t(b); - #endif - } - x = PyNumber_Index(b); - if (!x) return -1; - ival = PyInt_AsSsize_t(x); - Py_DECREF(x); - return ival; -} -static CYTHON_INLINE PyObject * __Pyx_PyInt_FromSize_t(size_t ival) { -#if PY_VERSION_HEX < 0x02050000 - if (ival <= LONG_MAX) - return PyInt_FromLong((long)ival); - else { - unsigned char *bytes = (unsigned char *) &ival; - int one = 1; int little = (int)*(unsigned char*)&one; - return _PyLong_FromByteArray(bytes, sizeof(size_t), little, 0); - } -#else - return PyInt_FromSize_t(ival); -#endif -} - - -#endif /* Py_PYTHON_H */ diff --git a/benchmarks/ccy_classic_lstsqr.pyx b/benchmarks/ccy_classic_lstsqr.pyx deleted file mode 100644 index 5def68b..0000000 --- a/benchmarks/ccy_classic_lstsqr.pyx +++ /dev/null @@ -1,10 +0,0 @@ - -def ccy_classic_lstsqr(x, y): - """ Computes the least-squares solution to a linear matrix equation. """ - x_avg = sum(x)/len(x) - y_avg = sum(y)/len(y) - var_x = sum([(x_i - x_avg)**2 for x_i in x]) - cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)]) - slope = cov_xy / var_x - y_interc = y_avg - slope*x_avg - return (slope, y_interc) \ No newline at end of file diff --git a/benchmarks/cython_least_squares.html b/benchmarks/cython_least_squares.html deleted file mode 100644 index 1e50e87..0000000 --- a/benchmarks/cython_least_squares.html +++ /dev/null @@ -1,4928 +0,0 @@ - - - - - -Notebook - - - - - - - - - - - - - - - - - - - - - - -
-
- -
-
-
-
-
-

Sebastian Raschka
last updated: 05/04/2014

- -
-
-
-
-
-
-
-
-

All code was executed in Python 3.4

-
-
-
-
-
-
-
-
-
-I am really looking forward to your comments and suggestions to improve and
extend this little collection! Just send me a quick note
via Twitter: @rasbt
or Email: -
-
-
-
-
-
-
-
-
-

Implementing the least squares fit method for linear regression and speeding it up via Cython

-
-
-
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Sections

-
-
-
-
-
-
-
-
- -
-
-
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Introduction

-
-
-
-
-
-
-
-
-

[back to top]

-
-
-
-
-
-
-
-
-

Linear regression via the least squares method is the simplest approach to performing a regression analysis of a dependent and a explanatory variable. The objective is to find the best-fitting straight line through a set of points that minimizes the sum of the squared offsets from the line.
The offsets come in 2 different flavors: perpendicular and vertical - with respect to the line.

-

Here, we will use the more common approach: minimizing the sum of the perpendicular offsets.

-
-
-
-
-
-
-
-
-

In more mathematical terms, our goal is to compute the best fit to n points \((x_i, y_i)\) with \(i=1,2,...n,\) via linear equation of the form
\(f(x) = a\cdot x + b\).
Here, we assume that the y-component is functionally dependent on the x-component.
In a cartesian coordinate system, \(b\) is the intercept of the straight line with the y-axis, and \(a\) is the slope of this line.

-
-
-
-
-
-
-
-
-

In order to obtain the parameters for the linear regression line for a set of multiple points, we can re-write the problem as matrix equation
\(\pmb X \; \pmb a = \pmb y\)

-
-
-
-
-
-
-
-
-

\(\Rightarrow\Bigg[ \begin{array}{cc} x_1 & 1 \\ ... & 1 \\ x_n & 1 \end{array} \Bigg]\) \(\bigg[ \begin{array}{c} a \\ b \end{array} \bigg]\) \(=\Bigg[ \begin{array}{c} y_1 \\ ... \\ y_n \end{array} \Bigg]\)

-
-
-
-
-
-
-
-
-

With a little bit of calculus, we can rearrange the term in order to obtain the parameter vector \(\pmb a = [a\;b]^T\)

-
-
-
-
-
-
-
-
-

\(\Rightarrow \pmb a = (\pmb X^T \; \pmb X)^{-1} \pmb X^T \; \pmb y\)

-
-
-
-
-
-
-
-
-


The more classic approach to obtain the slope parameter \(a\) and y-axis intercept \(b\) would be:

-
-
-
-
-
-
-
-
-

\(a = \frac{S_{x,y}}{\sigma_{x}^{2}}\quad\) (slope)

-

\(b = \bar{y} - a\bar{x}\quad\) (y-axis intercept)

-
-
-
-
-
-
-
-
-

where

-

\(S_{xy} = \sum_{i=1}^{n} (x_i - \bar{x})(y_i - \bar{y})\quad\) (covariance)

-

\(\sigma{_x}^{2} = \sum_{i=1}^{n} (x_i - \bar{x})^2\quad\) (variance)

-
-
-
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Least squares fit implementations

-
-
-
-
-
-
-
-
-

[back to top]

-
-
-
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

1. The matrix approach

-
-
-
-
-
-
-
-
-

First, let us implement the equation:

-
-
-
-
-
-
-
-
-

\(\pmb a = (\pmb X^T \; \pmb X)^{-1} \pmb X^T \; \pmb y\)

-
-
-
-
-
-
-
-
-

which I will refer to as the "matrix approach".

-
-
-
-
-
-
-In [1]: -
-
-
-
import numpy as np
-
-def lin_lstsqr_mat(x, y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    X = np.vstack([x, np.ones(len(x))]).T
-    return (np.linalg.inv(X.T.dot(X)).dot(X.T)).dot(y)
-
- -
-
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

2. The classic approach

-
-
-
-
-
-
-
-
-

Next, we will calculate the parameters separately, using only standard library functions in Python, which I will call the "classic approach".

-
-
-
-
-
-
-
-
-

\(a = \frac{S_{x,y}}{\sigma_{x}^{2}}\quad\) (slope)

-

\(b = \bar{y} - a\bar{x}\quad\) (y-axis intercept)

-
-
-
-
-
-
-In [4]: -
-
-
-
def classic_lstsqr(x, y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    x_avg = sum(x)/len(x)
-    y_avg = sum(y)/len(y)
-    var_x = sum([(x_i - x_avg)**2 for x_i in x])
-    cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])
-    slope = cov_xy / var_x
-    y_interc = y_avg - slope*x_avg
-    return (slope, y_interc)
-
- -
-
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

3. Using the lstsq numpy function

-
-
-
-
-
-
-
-
-

For our convenience, numpy has a function that can also compute the leat squares solution of a linear matrix equation. For more information, please refer to the documentation.

-
-
-
-
-
-
-In [5]: -
-
-
-
def numpy_lstsqr(x, y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    X = np.vstack([x, np.ones(len(x))]).T
-    return np.linalg.lstsq(X,y)[0]
-
- -
-
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

4. Using the linregress scipy function

-
-
-
-
-
-
-
-
-

The last approach is using scipy.stats.linregress(), which returns a tuple of 5 different attributes, where the 1st value in the tuple is the slope, and the second value is the y-axis intercept, respectively. The documentation for this function can be found here.

-
-
-
-
-
-
-In [6]: -
-
-
-
import scipy.stats
-
-def scipy_lstsqr(x,y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    return scipy.stats.linregress(x, y)[0:2]
-
- -
-
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Generating sample data and benchmarking

-
-
-
-
-
-
-
-
-

[back to top]

-
-
-
-
-
-
-
-
-

In order to test our different least squares fit implementation, we will generate some sample data: - 500 sample points for the x-component within the range [0,500)
- 500 sample points for the y-component within the range [100,600)

-

where each sample point is multiplied by a random value within the range [0.8, 12).

-
-
-
-
-
-
-In [7]: -
-
-
-
import random
-random.seed(12345)
-
-x = [x_i*random.randrange(8,12)/10 for x_i in range(500)]
-y = [y_i*random.randrange(8,12)/10 for y_i in range(100,600)]
-
- -
-
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Visualization

-
-
-
-
-
-
-
-
-

To check how our dataset is distributed, and how the straight line, which we obtain via the least square fit method, we will plot it in a scatter plot.
Note that we are using our "matrix approach" here for simplicity, but after plotting the data, we will check whether all of the four different implementations yield the same parameters.

-
-
-
-
-
-
-In [8]: -
-
-
-
%pylab inline
-from matplotlib import pyplot as plt
-
-slope, intercept = lin_lstsqr_mat(x, y)
-
-line_x = [round(min(x)) - 1, round(max(x)) + 1]
-line_y = [slope*x_i + intercept for x_i in line_x]
-
-plt.figure(figsize=(8,8))
-plt.scatter(x,y)
-plt.plot(line_x, line_y, color='red', lw='2')
-
-plt.ylabel('y')
-plt.xlabel('x')
-plt.title('Linear regression via least squares fit')
-
-ftext = 'y = ax + b = {:.3f} + {:.3f}x'\
-        .format(slope, intercept)
-plt.figtext(.15,.8, ftext, fontsize=11, ha='left')
-
-plt.show()
-
- -
-
-
- -
-
- - -
-
-
-Populating the interactive namespace from numpy and matplotlib
-
-
-
-
- -
-
-
-WARNING: pylab import has clobbered these variables: ['random']
-`%matplotlib` prevents importing * from pylab and numpy
-
-
-
-
- -
- - -
- -
- -
- -
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Comparing the results from the different implementations

-
-
-
-
-
-
-
-
-

As mentioned above, let us confirm that the different implementation computed the same parameters (i.e., slope and y-axis intercept) as solution for the linear equation.

-
-
-
-
-
-
-In [9]: -
-
-
-
import prettytable
-
-params = [appr(x,y) for appr in [lin_lstsqr_mat, classic_lstsqr, numpy_lstsqr, scipy_lstsqr]]
-
-print(params)
-
-fit_table = prettytable.PrettyTable(["", "slope", "y-intercept"])
-fit_table.add_row(["matrix approach", params[0][0], params[0][1]])
-fit_table.add_row(["classic approach", params[1][0], params[1][1]])
-fit_table.add_row(["numpy function", params[2][0], params[2][1]])
-fit_table.add_row(["scipy function", params[3][0], params[3][1]])
-
-print(fit_table)
-
- -
-
-
- -
-
- - -
-
-
-[array([   0.95181895,  107.01399744]), (0.95181895319126741, 107.01399744459181), array([   0.95181895,  107.01399744]), (0.95181895319126764, 107.01399744459175)]
-+------------------+----------------+---------------+
-|                  |     slope      |  y-intercept  |
-+------------------+----------------+---------------+
-| matrix approach  | 0.951818953191 | 107.013997445 |
-| classic approach | 0.951818953191 | 107.013997445 |
-|  numpy function  | 0.951818953191 | 107.013997445 |
-|  scipy function  | 0.951818953191 | 107.013997445 |
-+------------------+----------------+---------------+
-
-
-
-
- -
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Initial performance comparison

-
-
-
-
-
-
-
-
-

For a first impression how the performances of the different least squares implementations compare against each other, let us do a quick benchmark using the timeit module via IPython's %timeit magic.

-
-
-
-
-
-
-In [10]: -
-
-
-
import timeit
-
-for lab,appr in zip(["matrix approach","classic approach",
-                     "numpy function","scipy function"],
-                    [lin_lstsqr_mat, classic_lstsqr, 
-                     numpy_lstsqr, scipy_lstsqr]):
-    print("\n{}: ".format(lab), end="")
-    %timeit appr(x, y)
-
- -
-
-
- -
-
- - -
-
-
-
-matrix approach: 1000 loops, best of 3: 270 µs per loop
-
-classic approach: 100 loops, best of 3: 2.83 ms per loop
-
-numpy function: 1000 loops, best of 3: 372 µs per loop
-
-scipy function: 1000 loops, best of 3: 594 µs per loop
-
-
-
-
- -
-
- -
-
-
-
-
-
-


The timing above indicates, that the "classic" approach (Python's standard library functions only) is significantly worse in performance than the other implemenations - roughly by a magnitude of 10.

-
-
-
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Compiling the Python code via Cython in the IPython notebook

-
-
-
-
-
-
-
-
-

[back to top]

-
-
-
-
-
-
-
-
-

Maybe we can speed things up a little bit via Cython's C-extensions for Python. Cython is basically a hybrid between C and Python and can be pictured as compiled Python code with type declarations.
Since we are working in an IPython notebook here, we can make use of the IPython magic: It will automatically convert it to C code, compile it, and load the function.
Just to be thorough, let us also compile the other functions, which already use numpy objects.

-
-
-
-
-
-
-In [15]: -
-
-
-
%load_ext cythonmagic
-
- -
-
-
- -
-
-
-
-In [16]: -
-
-
-
%%cython
-import numpy as np
-import scipy.stats
-cimport numpy as np
-
-def cy_lin_lstsqr_mat(x, y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    X = np.vstack([x, np.ones(len(x))]).T
-    return (np.linalg.inv(X.T.dot(X)).dot(X.T)).dot(y)
-
-def cy_classic_lstsqr(x, y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    x_avg = sum(x)/len(x)
-    y_avg = sum(y)/len(y)
-    var_x = sum([(x_i - x_avg)**2 for x_i in x])
-    cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])
-    slope = cov_xy / var_x
-    y_interc = y_avg - slope*x_avg
-    return (slope, y_interc)
-
-def cy_numpy_lstsqr(x, y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    X = np.vstack([x, np.ones(len(x))]).T
-    return np.linalg.lstsq(X,y)[0]
-
-def cy_scipy_lstsqr(x,y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    return scipy.stats.linregress(x, y)[0:2]
-
- -
-
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Comparing the compiled Cython code to the original Python code

-
-
-
-
-
-
-In [17]: -
-
-
-
import timeit
-
-for lab,appr in zip(["matrix approach","classic approach",
-                     "numpy function","scipy function"],
-                    [(lin_lstsqr_mat, cy_lin_lstsqr_mat), 
-                     (classic_lstsqr, cy_classic_lstsqr),
-                     (numpy_lstsqr, cy_numpy_lstsqr),
-                     (scipy_lstsqr, cy_scipy_lstsqr)]):
-    print("\n\n{}: ".format(lab))
-    %timeit appr[0](x, y)
-    %timeit appr[1](x, y)
-
- -
-
-
- -
-
- - -
-
-
-
-
-matrix approach: 
-1000 loops, best of 3: 274 µs per loop
-1000 loops, best of 3: 260 µs per loop
-
-
-classic approach: 
-100 loops, best of 3: 2.82 ms per loop
-1000 loops, best of 3: 212 µs per loop
-
-
-numpy function: 
-1000 loops, best of 3: 379 µs per loop
-1000 loops, best of 3: 370 µs per loop
-
-
-scipy function: 
-1000 loops, best of 3: 608 µs per loop
-100 loops, best of 3: 613 µs per loop
-
-
-
-
- -
-
- -
-
-
-
-
-
-



As we've seen before, our "classic" implementation of the least square method is pretty slow compared to using numpy's functions. This is not surprising, since numpy is highly optmized and uses compiled C/C++ and Fortran code already. This explains why there is no significant difference if we used Cython to compile the numpy-objects-containing functions.
However, we were able to speed up the "classic approach" quite significantly, roughly by 1500%.

-

The following 2 code blocks are just to visualize our results in a bar plot.

-
-
-
-
-
-
-In [18]: -
-
-
-
import timeit
-
-funcs =  ['classic_lstsqr', 'cy_classic_lstsqr', 
-          'lin_lstsqr_mat', 'numpy_lstsqr', 'scipy_lstsqr']
-labels = ['classic approach','classic approach (cython)', 
-          'matrix approach', 'numpy function', 'scipy function']
-
-times = [timeit.Timer('%s(x,y)' %f, 
-                      'from __main__ import %s, x, y' %f).timeit(1000)
-         for f in funcs]
-
-times_rel = [times[0]/times[i+1] for i in range(len(times[1:]))]
-
- -
-
-
- -
-
-
-
-In [19]: -
-
-
-
%pylab inline
-import matplotlib.pyplot as plt
-
-x_pos = np.arange(len(funcs))
-plt.bar(x_pos, times, align='center', alpha=0.5)
-plt.xticks(x_pos, labels, rotation=45)
-plt.ylabel('time in ms')
-plt.title('Performance of different least square fit implementations')
-plt.show()
-
-x_pos = np.arange(len(funcs[1:]))
-plt.bar(x_pos, times_rel, align='center', alpha=0.5, color="green")
-plt.xticks(x_pos, labels[1:], rotation=45)
-plt.ylabel('relative performance gain')
-plt.title('Performance gain compared to the classic least square implementation')
-plt.show()
-
- -
-
-
- -
-
- - -
-
-
-Populating the interactive namespace from numpy and matplotlib
-
-
-
-
- -
- - -
- -
- -
- -
- - -
- -
- -
- -
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

Bonus: How to use Cython without the IPython magic

-
-
-
-
-
-
-
-
-

[back to top]

-
-
-
-
-
-
-
-
-

IPython's notebook is really great for explanatory analysis and documentation, but what if we want to compile our Python code via Cython without letting IPython's magic doing all the work?
These are the steps you would need.

-
-
-
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

1. Creating a .pyx file containing the the desired code or function.

-
-
-
-
-
-
-In [11]: -
-
-
-
%%file ccy_classic_lstsqr.pyx
-
-def ccy_classic_lstsqr(x, y):
-    """ Computes the least-squares solution to a linear matrix equation. """
-    x_avg = sum(x)/len(x)
-    y_avg = sum(y)/len(y)
-    var_x = sum([(x_i - x_avg)**2 for x_i in x])
-    cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])
-    slope = cov_xy / var_x
-    y_interc = y_avg - slope*x_avg
-    return (slope, y_interc)
-
- -
-
-
- -
-
- - -
-
-
-Writing ccy_classic_lstsqr.pyx
-
-
-
-
- -
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

2. Creating a simple setup file

-
-
-
-
-
-
-In [12]: -
-
-
-
%%file setup.py
-
-from distutils.core import setup
-from distutils.extension import Extension
-from Cython.Distutils import build_ext
-
-setup(
-    cmdclass = {'build_ext': build_ext},
-    ext_modules = [Extension("ccy_classic_lstsqr", ["ccy_classic_lstsqr.pyx"])]
-)
-
- -
-
-
- -
-
- - -
-
-
-Writing setup.py
-
-
-
-
- -
-
- -
-
-
-
-
-
-



-
-
-
-
-
-
-
-
-

3. Building and Compiling

-
-
-
-
-
-
-In [13]: -
-
-
-
!python3 setup.py build_ext --inplace
-
- -
-
-
- -
-
- - -
-
-
-running build_ext
-cythoning ccy_classic_lstsqr.pyx to ccy_classic_lstsqr.c
-building 'ccy_classic_lstsqr' extension
-creating build
-creating build/temp.macosx-10.6-intel-3.4
-/usr/bin/clang -fno-strict-aliasing -Werror=declaration-after-statement -fno-common -dynamic -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -arch i386 -arch x86_64 -g -I/Library/Frameworks/Python.framework/Versions/3.4/include/python3.4m -c ccy_classic_lstsqr.c -o build/temp.macosx-10.6-intel-3.4/ccy_classic_lstsqr.o
-ccy_classic_lstsqr.c:2040:28: warning: unused function '__Pyx_PyObject_AsString'
-      [-Wunused-function]
-static CYTHON_INLINE char* __Pyx_PyObject_AsString(PyObject* o) {
-                           ^
-ccy_classic_lstsqr.c:2037:32: warning: unused function
-      '__Pyx_PyUnicode_FromString' [-Wunused-function]
-static CYTHON_INLINE PyObject* __Pyx_PyUnicode_FromString(char* c_str) {
-                               ^
-ccy_classic_lstsqr.c:2104:26: warning: unused function '__Pyx_PyObject_IsTrue'
-      [-Wunused-function]
-static CYTHON_INLINE int __Pyx_PyObject_IsTrue(PyObject* x) {
-                         ^
-ccy_classic_lstsqr.c:2159:33: warning: unused function '__Pyx_PyIndex_AsSsize_t'
-      [-Wunused-function]
-static CYTHON_INLINE Py_ssize_t __Pyx_PyIndex_AsSsize_t(PyObject* b) {
-                                ^
-ccy_classic_lstsqr.c:2188:33: warning: unused function '__Pyx_PyInt_FromSize_t'
-      [-Wunused-function]
-static CYTHON_INLINE PyObject * __Pyx_PyInt_FromSize_t(size_t ival) {
-                                ^
-ccy_classic_lstsqr.c:1584:32: warning: unused function '__Pyx_PyInt_From_long'
-      [-Wunused-function]
-static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value) {
-                               ^
-ccy_classic_lstsqr.c:1631:27: warning: function '__Pyx_PyInt_As_long' is not
-      needed and will not be emitted [-Wunneeded-internal-declaration]
-static CYTHON_INLINE long __Pyx_PyInt_As_long(PyObject *x) {
-                          ^
-ccy_classic_lstsqr.c:1731:26: warning: function '__Pyx_PyInt_As_int' is not
-      needed and will not be emitted [-Wunneeded-internal-declaration]
-static CYTHON_INLINE int __Pyx_PyInt_As_int(PyObject *x) {
-                         ^
-8 warnings generated.
-ccy_classic_lstsqr.c:2040:28: warning: unused function '__Pyx_PyObject_AsString'
-      [-Wunused-function]
-static CYTHON_INLINE char* __Pyx_PyObject_AsString(PyObject* o) {
-                           ^
-ccy_classic_lstsqr.c:2037:32: warning: unused function
-      '__Pyx_PyUnicode_FromString' [-Wunused-function]
-static CYTHON_INLINE PyObject* __Pyx_PyUnicode_FromString(char* c_str) {
-                               ^
-ccy_classic_lstsqr.c:2104:26: warning: unused function '__Pyx_PyObject_IsTrue'
-      [-Wunused-function]
-static CYTHON_INLINE int __Pyx_PyObject_IsTrue(PyObject* x) {
-                         ^
-ccy_classic_lstsqr.c:2159:33: warning: unused function '__Pyx_PyIndex_AsSsize_t'
-      [-Wunused-function]
-static CYTHON_INLINE Py_ssize_t __Pyx_PyIndex_AsSsize_t(PyObject* b) {
-                                ^
-ccy_classic_lstsqr.c:2188:33: warning: unused function '__Pyx_PyInt_FromSize_t'
-      [-Wunused-function]
-static CYTHON_INLINE PyObject * __Pyx_PyInt_FromSize_t(size_t ival) {
-                                ^
-ccy_classic_lstsqr.c:1584:32: warning: unused function '__Pyx_PyInt_From_long'
-      [-Wunused-function]
-static CYTHON_INLINE PyObject* __Pyx_PyInt_From_long(long value) {
-                               ^
-ccy_classic_lstsqr.c:1631:27: warning: function '__Pyx_PyInt_As_long' is not
-      needed and will not be emitted [-Wunneeded-internal-declaration]
-static CYTHON_INLINE long __Pyx_PyInt_As_long(PyObject *x) {
-                          ^
-ccy_classic_lstsqr.c:1731:26: warning: function '__Pyx_PyInt_As_int' is not
-      needed and will not be emitted [-Wunneeded-internal-declaration]
-static CYTHON_INLINE int __Pyx_PyInt_As_int(PyObject *x) {
-                         ^
-8 warnings generated.
-/usr/bin/clang -bundle -undefined dynamic_lookup -arch i386 -arch x86_64 -g build/temp.macosx-10.6-intel-3.4/ccy_classic_lstsqr.o -o /Users/sebastian/Github/python_reference/benchmarks/ccy_classic_lstsqr.so
-
-
-
-
- -
-
- -
-
-
-
-
-
-

4. Importing and running the code

-
-
-
-
-
-
-In [20]: -
-
-
-
import ccy_classic_lstsqr
-
-%timeit classic_lstsqr(x, y)
-%timeit cy_classic_lstsqr(x, y)
-%timeit ccy_classic_lstsqr.ccy_classic_lstsqr(x, y)
-
- -
-
-
- -
-
- - -
-
-
-100 loops, best of 3: 2.9 ms per loop
-1000 loops, best of 3: 212 µs per loop
-1000 loops, best of 3: 207 µs per loop
-
-
-
-
- -
-
- -
-
-
- - diff --git a/benchmarks/cython_least_squares.ipynb b/benchmarks/cython_least_squares.ipynb index 3032c66..ba478c5 100644 --- a/benchmarks/cython_least_squares.ipynb +++ b/benchmarks/cython_least_squares.ipynb @@ -1359,4 +1359,4 @@ "metadata": {} } ] -} \ No newline at end of file +} diff --git a/benchmarks/setup.py b/benchmarks/setup.py deleted file mode 100644 index eb0a3bc..0000000 --- a/benchmarks/setup.py +++ /dev/null @@ -1,9 +0,0 @@ - -from distutils.core import setup -from distutils.extension import Extension -from Cython.Distutils import build_ext - -setup( - cmdclass = {'build_ext': build_ext}, - ext_modules = [Extension("ccy_classic_lstsqr", ["ccy_classic_lstsqr.pyx"])] -) \ No newline at end of file