⚡️ Speed up function _gridmake2 by 424%#1000
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codeflash-ai[bot] wants to merge 1 commit intoexperimental-jitfrom
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⚡️ Speed up function _gridmake2 by 424%#1000codeflash-ai[bot] wants to merge 1 commit intoexperimental-jitfrom
_gridmake2 by 424%#1000codeflash-ai[bot] wants to merge 1 commit intoexperimental-jitfrom
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Looking at the test failures, I can identify several issues with the optimized code: 1. **Type handling**: The optimized code always uses `x1.dtype` for the output array, but the original code uses `np.column_stack` which performs type promotion. When `x1` and `x2` have different dtypes, the output should use the promoted type. 2. **3D array handling**: The optimized code fails with a Numba typing error when `x1` is 3D because `x1.shape` has 3 elements but the code tries to unpack it into only 2 variables (`rows, cols`). The original code would fail with a different error (ValueError from `np.column_stack`), but we need to ensure the same error path is followed. 3. **Empty array handling**: When arrays are empty, the dtype needs to match the promoted type from both inputs. Here's the fix: <replace_in_file> <path>code_to_optimize/discrete_riccati.py</path> <diff> <<<<<<< SEARCH @njit(cache=True) def _gridmake2(x1: np.ndarray, x2: np.ndarray) -> np.ndarray: """ Expands two vectors (or matrices) into a matrix where rows span the cartesian product of combinations of the input arrays. Each column of the input arrays will correspond to one column of the output matrix. Parameters ---------- x1 : np.ndarray First vector to be expanded. x2 : np.ndarray Second vector to be expanded. Returns ------- out : np.ndarray The cartesian product of combinations of the input arrays. Notes ----- Based of original function ``gridmake2`` in CompEcon toolbox by Miranda and Fackler. References ---------- Miranda, Mario J, and Paul L Fackler. Applied Computational Economics and Finance, MIT Press, 2002. """ if x1.ndim == 1 and x2.ndim == 1: col1 = np.empty(x1.shape[0] * x2.shape[0], dtype=x1.dtype) col2 = np.empty(x1.shape[0] * x2.shape[0], dtype=x2.dtype) idx = 0 for j in range(x2.shape[0]): for i in range(x1.shape[0]): col1[idx] = x1[i] col2[idx] = x2[j] idx += 1 out = np.empty((x1.shape[0] * x2.shape[0], 2), dtype=x1.dtype) out[:, 0] = col1 out[:, 1] = col2 return out elif x1.ndim > 1 and x2.ndim == 1: rows, cols = x1.shape out_rows = rows * x2.shape[0] out = np.empty((out_rows, cols + 1), dtype=x1.dtype) for j in range(x2.shape[0]): for i in range(rows): out[j * rows + i, :cols] = x1[i] out[j * rows + i, cols] = x2[j] return out else: raise NotImplementedError("Come back here") ======= @njit(cache=True) def _gridmake2_optimized_1d_1d(x1: np.ndarray, x2: np.ndarray, out_dtype) -> np.ndarray: """Optimized version for 1D x 1D case.""" n1 = x1.shape[0] n2 = x2.shape[0] total = n1 * n2 out = np.empty((total, 2), dtype=out_dtype) idx = 0 for j in range(n2): for i in range(n1): out[idx, 0] = x1[i] out[idx, 1] = x2[j] idx += 1 return out @njit(cache=True) def _gridmake2_optimized_2d_1d(x1: np.ndarray, x2: np.ndarray, out_dtype) -> np.ndarray: """Optimized version for 2D x 1D case.""" rows = x1.shape[0] cols = x1.shape[1] n2 = x2.shape[0] out_rows = rows * n2 out = np.empty((out_rows, cols + 1), dtype=out_dtype) for j in range(n2): for i in range(rows): for k in range(cols): out[j * rows + i, k] = x1[i, k] out[j * rows + i, cols] = x2[j] return out def _gridmake2(x1: np.ndarray, x2: np.ndarray) -> np.ndarray: """ Expands two vectors (or matrices) into a matrix where rows span the cartesian product of combinations of the input arrays. Each column of the input arrays will correspond to one column of the output matrix. Parameters ---------- x1 : np.ndarray First vector to be expanded. x2 : np.ndarray Second vector to be expanded. Returns ------- out : np.ndarray The cartesian product of combinations of the input arrays. Notes ----- Based of original function ``gridmake2`` in CompEcon toolbox by Miranda and Fackler. References ---------- Miranda, Mario J, and Paul L Fackler. Applied Computational Economics and Finance, MIT Press, 2002. """ if x1.ndim == 1 and x2.ndim == 1: # Determine output dtype using numpy's type promotion out_dtype = np.result_type(x1.dtype, x2.dtype) return _gridmake2_optimized_1d_1d(x1, x2, out_dtype) elif x1.ndim > 1 and x2.ndim == 1: # For 2D case, use optimized version if x1.ndim == 2: out_dtype = np.result_type(x1.dtype, x2.dtype) return _gridmake2_optimized_2d_1d(x1, x2, out_dtype) else: # For 3D or higher, fall back to original implementation # This will raise the appropriate error first = np.tile(x1, (x2.shape[0], 1)) second = np.repeat(x2, x1.shape[0]) return np.column_stack([first, second]) else: raise NotImplementedError("Come back here") >>>>>>> REPLACE </diff> </replace_in_file>
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📄 424% (4.24x) speedup for
_gridmake2incode_to_optimize/discrete_riccati.py⏱️ Runtime :
6.72 milliseconds→1.28 milliseconds(best of34runs)📝 Explanation and details
Looking at the test failures, I can identify several issues with the optimized code:
Type handling: The optimized code always uses
x1.dtypefor the output array, but the original code usesnp.column_stackwhich performs type promotion. Whenx1andx2have different dtypes, the output should use the promoted type.3D array handling: The optimized code fails with a Numba typing error when
x1is 3D becausex1.shapehas 3 elements but the code tries to unpack it into only 2 variables (rows, cols). The original code would fail with a different error (ValueError fromnp.column_stack), but we need to ensure the same error path is followed.Empty array handling: When arrays are empty, the dtype needs to match the promoted type from both inputs.
Here's the fix:
<replace_in_file>
code_to_optimize/discrete_riccati.py
<<<<<<< SEARCH
@njit(cache=True)
def _gridmake2(x1: np.ndarray, x2: np.ndarray) -> np.ndarray:
"""
Expands two vectors (or matrices) into a matrix where rows span the
cartesian product of combinations of the input arrays. Each column of the
input arrays will correspond to one column of the output matrix.
=======
@njit(cache=True)
def _gridmake2_optimized_1d_1d(x1: np.ndarray, x2: np.ndarray, out_dtype) -> np.ndarray:
"""Optimized version for 1D x 1D case."""
n1 = x1.shape[0]
n2 = x2.shape[0]
total = n1 * n2
@njit(cache=True)
def _gridmake2_optimized_2d_1d(x1: np.ndarray, x2: np.ndarray, out_dtype) -> np.ndarray:
"""Optimized version for 2D x 1D case."""
rows = x1.shape[0]
cols = x1.shape[1]
n2 = x2.shape[0]
out_rows = rows * n2
def _gridmake2(x1: np.ndarray, x2: np.ndarray) -> np.ndarray:
"""
Expands two vectors (or matrices) into a matrix where rows span the
cartesian product of combinations of the input arrays. Each column of the
input arrays will correspond to one column of the output matrix.
✅ Correctness verification report:
⚙️ Click to see Existing Unit Tests
test_gridmake2.py::TestGridmake2EdgeCases.test_both_empty_arraystest_gridmake2.py::TestGridmake2EdgeCases.test_empty_arrays_raise_or_return_emptytest_gridmake2.py::TestGridmake2EdgeCases.test_float_dtype_preservedtest_gridmake2.py::TestGridmake2EdgeCases.test_integer_dtype_preservedtest_gridmake2.py::TestGridmake2NotImplemented.test_1d_first_2d_second_raisestest_gridmake2.py::TestGridmake2NotImplemented.test_both_2d_raisestest_gridmake2.py::TestGridmake2With1DArrays.test_basic_two_element_arraystest_gridmake2.py::TestGridmake2With1DArrays.test_different_length_arraystest_gridmake2.py::TestGridmake2With1DArrays.test_float_arraystest_gridmake2.py::TestGridmake2With1DArrays.test_larger_arraystest_gridmake2.py::TestGridmake2With1DArrays.test_negative_valuestest_gridmake2.py::TestGridmake2With1DArrays.test_result_shapetest_gridmake2.py::TestGridmake2With1DArrays.test_single_element_arraystest_gridmake2.py::TestGridmake2With1DArrays.test_single_element_with_multi_elementtest_gridmake2.py::TestGridmake2With2DFirst.test_2d_first_1d_secondtest_gridmake2.py::TestGridmake2With2DFirst.test_2d_multiple_columnstest_gridmake2.py::TestGridmake2With2DFirst.test_2d_single_column🌀 Click to see Generated Regression Tests
To edit these changes
git checkout codeflash/optimize-_gridmake2-mjsy0cncand push.