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removed temp cython files
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parent
f5e08cde14
commit
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@ -1,7 +1,7 @@
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{
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"metadata": {
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"name": "",
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"signature": "sha256:a091baac3cb82ac71775c03f73be1925fefe2d659bb7359de4bb88887fbe7d24"
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"signature": "sha256:379319350ffd7e7539cf8f11b3a7c15b6f1d1013bcb445b55714c76bf0855fa2"
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},
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"nbformat": 3,
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"nbformat_minor": 0,
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@ -714,7 +714,30 @@
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"language": "python",
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"metadata": {},
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"outputs": [],
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"prompt_number": 15
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"prompt_number": 2
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},
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{
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"cell_type": "code",
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"collapsed": false,
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"input": [
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"%%cython\n",
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"import numpy as np\n",
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"import scipy.stats\n",
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"cimport numpy as np\n",
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"\n",
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"def cy_lin_lstsqr_mat2(x, y):\n",
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" \"\"\" Computes the least-squares solution to a linear matrix equation. \"\"\"\n",
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" cdef double x_avg = sum(x)/len(x)\n",
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" cdef double y_avg = sum(y)/len(y)\n",
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" cdef double var_x = sum([(x_i - x_avg)**2 for x_i in x])\n",
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" cdef double cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])\n",
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" cdef double slope = cov_xy / var_x\n",
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" cdef double y_interc = y_avg - slope*x_avg\n",
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" return (slope, y_interc)"
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],
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"language": "python",
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"metadata": {},
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"outputs": []
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},
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{
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"cell_type": "code",
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@ -740,6 +763,16 @@
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" y_interc = y_avg - slope*x_avg\n",
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" return (slope, y_interc)\n",
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"\n",
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"def cy_lin_lstsqr_mat2(x, y):\n",
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" \"\"\" Computes the least-squares solution to a linear matrix equation. \"\"\"\n",
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" cdef double x_avg = sum(x)/len(x)\n",
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" cdef double y_avg = sum(y)/len(y)\n",
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" cdef double var_x = sum([(x_i - x_avg)**2 for x_i in x])\n",
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" cdef double cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])\n",
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" cdef double slope = cov_xy / var_x\n",
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" cdef double y_interc = y_avg - slope*x_avg\n",
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" return (slope, y_interc)\n",
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"\n",
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"def cy_numpy_lstsqr(x, y):\n",
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" \"\"\" Computes the least-squares solution to a linear matrix equation. \"\"\"\n",
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" X = np.vstack([x, np.ones(len(x))]).T\n",
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@ -752,7 +785,27 @@
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"language": "python",
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"metadata": {},
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"outputs": [],
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"prompt_number": 16
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"prompt_number": 3
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},
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{
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"cell_type": "code",
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"collapsed": false,
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"input": [
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"import timeit\n",
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"\n",
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"for lab,appr in zip([\"matrix approach\",\"classic approach\",\n",
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" \"numpy function\",\"scipy function\"],\n",
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" [(lin_lstsqr_mat, cy_lin_lstsqr_mat), \n",
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" (classic_lstsqr, cy_classic_lstsqr),\n",
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" (cy_lin_lstsqr_mat2, cy_lin_lstsqr_mat2),\n",
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" (scipy_lstsqr, cy_scipy_lstsqr)]):\n",
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" print(\"\\n\\n{}: \".format(lab))\n",
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" %timeit appr[0](x, y)\n",
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" %timeit appr[1](x, y)"
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],
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"language": "python",
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"metadata": {},
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"outputs": []
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},
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{
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"cell_type": "markdown",
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File diff suppressed because it is too large
Load Diff
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@ -1,10 +0,0 @@
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def ccy_classic_lstsqr(x, y):
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""" Computes the least-squares solution to a linear matrix equation. """
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x_avg = sum(x)/len(x)
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y_avg = sum(y)/len(y)
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var_x = sum([(x_i - x_avg)**2 for x_i in x])
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cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])
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slope = cov_xy / var_x
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y_interc = y_avg - slope*x_avg
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return (slope, y_interc)
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@ -1,9 +0,0 @@
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from distutils.core import setup
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from distutils.extension import Extension
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from Cython.Distutils import build_ext
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setup(
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cmdclass = {'build_ext': build_ext},
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ext_modules = [Extension("ccy_classic_lstsqr", ["ccy_classic_lstsqr.pyx"])]
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)
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