[SciPy-Dev] Multilinear interpolation

[Pauli Virtanen]

Pablo Winant <pablo.winant <at> gmail.com> writes:
[clip]
> So I made an attempt using tempita in the case of regularly spaced 
> grids. For now, it is in a temporary repository in github:
> 
> https://github.com/albop/python_interpolation
[clip]

Some comments:

- "#pragma omp parallel for" statement probably doesn't do
  anything: Cython interprets it as a comment.

- The code assumes C-contiguous arrays, but does not check for it.

- Do you actually need code generation here? The templated loops
  can be replaced by N-dim untemplated loops. The question is
  probably mostly about speed.

- The inner evaluation loop should be inside `with nogil`

[clip]
> Before, I do the same for irregularly spaced grid, I have some questions:
> - I included the templates as Python strings in the .pyx.in file . Was 
> there a better way ?

As the script is executable by Python, the file extension should be .py.
You can either put the template itself to a separate file (.pyx.in) 
--- note that you can put Python code inside tempita templates.
Alternatively, rename the script to `generate_multilinear.py`.

Note that tempita templates can contain executable blocks, so you can 
for instance put some logic there, and use the template syntax for the 
loops.

> - I was not sure about how to deal with single/double precision in the 
> cython code.

You can use fused types instead of templating; the end result is the same,
but Cython takes care of picking the correct routine.

-- 
Pauli Virtanen