[SciPy-User] help speeding up a Runge-Kuta algorithm (cython, f2py, ...)

[Ryan Krauss]

So, I get the same error when I try to compile Stula's memview.pyx
example.  I think I have too old of a version of cython:

Cython version 0.15.1

Let me look into that...

On Mon, Aug 6, 2012 at 8:51 AM, Ryan Krauss <ryanlists at gmail.com> wrote:
> Thanks to Sturla for helping me get this working in Cython.
>
> I am trying to compile the code to compare it against fortran for
> speed.  I have run into two bugs so far (I mentioned that my C skills
> are weak).
>
> The first has to do with the "const trick":
> Error compiling Cython file:
> ------------------------------------------------------------
> ...
> cdef inline void dxdt_runge_kuta(double *x "const double *",
>                                  double voltage "const double",
>                                  double *dxdt):
>     #cdef double J = 0.0011767297528720126 "const double"
>     cdef double J = 0.0011767297528720126
>     cdef double alpha0 = 4.1396263800000002 "const double"
>                                                                  ^
> ------------------------------------------------------------
>
> runge_kuta_v2.pyx:12:44: Syntax error in C variable declaration
>
> I don't know what the problem is here, so for now I just got rid of
> all the "const double" statements. (In case the formatting doesn't
> come through, the little error carrot ^ points to the space between
> the last number and the quote.
>
> After getting rid of all the "const double" expressions (just to see
> if everything else would compile), I got this:
> Error compiling Cython file:
> ------------------------------------------------------------
> ...
>     dxdt[0] = vel
>     dxdt[1] = accel
>     dxdt[2] = dzdt
>
>
> def runge_kuta_one_step(double _x[::1], Py_ssize_t factor, double volts,
>                                                   ^
> ------------------------------------------------------------
>
> runge_kuta_v2.pyx:31:34: Expected an identifier or literal
>
> The carrot points to the first square bracket.
>
> Thanks,
>
> Ryan
>
>
> On Sat, Aug 4, 2012 at 6:28 PM, Sturla Molden <sturla at molden.no> wrote:
>> Not tested and debugged, but to me it looks like something like this might
>> be what you want.
>>
>> Sturla
>>
>>
>> Den 03.08.2012 19:02, skrev Ryan Krauss:
>>
>> I need help speeding up some code I wrote to perform a Runge-Kuta
>> integration.  I need to do the integration as part of a real-time
>> control algorithm, so it needs to be fairly fast.
>> scipy.integrate.odeint does too much error checking to be fast enough.
>>  My pure Python version was just a little too slow, so I tried coding
>> it up in Cython.  I have only used Cython once before, so I don't know
>> if I did it correctly (the .pyx file is attached).
>>
>> The code runs just fine, but there is almost no speed up.  I think the
>> core issue is that my dxdt_runge_kuta function gets called about 4000
>> times per second, so most of my overhead is in the function calls (I
>> think).  I am running my real-time control algorithm at 500 Hz and I
>> need at least 2 Runge-Kuta integration steps per real-time steps for
>> numeric stability.  And the Runge-Kuta algorithm needs to evaluate the
>> derivative 4 times per times step.  So, 500 Hz * 2 * 4 = 4000 calls
>> per second.
>>
>> I also tried coding this up in fortran and using f2py, but I am
>> getting a type mismatch error I don't understand.  I have a function
>> that declares its return values as double precision:
>>
>> double precision function dzdt(x,voltage)
>>
>> and I declare the variable I want to store the returned value in to
>> also be double precision:
>>
>> double precision F,z,vel,accel,zdot1,zdot2,zdot3,zdot4
>>
>> zdot1 = dzdt(x_prev,volts)
>>
>> but some how it is not happy.
>>
>>
>> My C skills are pretty weak (the longer I use Python, the more C I
>> forget, and I didn't know that much to start with).  I started looking
>> into Boost as well as using f2py on C code, but I got stuck.
>>
>>
>> Can anyone either make my Cython or Fortran approaches work or point
>> me in a different direction?
>>
>> Thanks,
>>
>> Ryan
>>
>>
>>
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