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A Cython wrapper to BLAS and LAPACK

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README.rst

Tokyo

This is a fork of Tokyo that fixes a few issues related to Cython syntax. It was tested on OSX 10.6 with Python 2.7 and Cython 0.14. The original contents of the README file can be found below. The intent is to complete the interface and interface LAPACK subroutines. Tokyo was started by Shane Legg <shane@vetta.org>. See his blog post.

Enjoy!

The Plan

The current plan is to cover the BLAS Level 1, 2 and 3 entirely in real single and double precision. This will be done gradually.

The next step will be to add support for LAPACK subroutines as we need them. Here again, real single and double precision are the priority.

Contributing

If you are interested in contributing to other aspects of Tokyo, here is a list of ideas of medium to low priority aspects in which we would welcome initial contributions:

  • Automatic detection of local (optimized) BLAS installation
  • Proper unit tests with nose
  • Interface to complex single and double precision BLAS subroutines

Other ideas welcome!

Original README

Tokyo is a partial BLAS wrapper written in Cython. It allows you to call various BLAS matrix and vector routines in double precision without using the numpy/scipy wrapper -- which is in slow interpreted Python. Speed ups range from nothing to over 100 times depending on the size of the matrices and vectors and which operations you need to perform.

There isn't really any installation. However, you need to do these things:

First of all make sure you have Python and Cython! I use Python 2.6 and Cython 0.12

Now make sure you have cblas installed. On a unix system try:

locate cblas.h

If that finds something for you then you have it and you also now know where it is! I installed cblas on my Ubuntu system using the synaptic package manager. I think it came with BLAS or ATLAS or perhaps Sage. I don't remember exactly which. There is a cblas that comes with GSL, but I haven't tried hooking Tokyo up to that. I'm sure it's possible but it might require renaming some of the functions in the wrapper code. My suggestion, at least to start with, just use plain cblas. Later on you can hook up an optimsed ATLAS for your machine or Goto BLAS etc.

Once you have cblas and know where cblas.h is, you need to go to the setup.py file used in the Cython compilation and make sure the directories are pointing somewhere where they will see this file. If you're on Ubuntu the directories should already be correct.

Now build it in the usual Cython way:

python setup.py build_ext --inplace

If you get no errors, now run the verification test to check it's computing the right things:

python verify.py

Next try the single and double precision performance tests:

python single_speed.py
python double_speed.py

These will tell you whether it's worth switching your code to use Tokyo or not for your machine and matrix sizes.

I've named the functions like they are named in BLAS. It's a bit strange looking to start with but it does make sense. The first character is s for single precsion and d for double. I've put an _ at the end of a name to indicate that it's a raw BLAS call will all the options exposed. You probably won't want to use these. When I have multiple different functions for a single BLAS function to expose varying sets of options, I put the number of parameters as the last character, unless it's the simplest call possible in which case I leave this off. You probably want to start with the latter calls before moving on to the more complex ones as the simpler ones are closer to the existing numpy/scipy ones in that they create and return a matrix as a result and make sure that it's set to zero etc. before the computation begins. This incurs some overhead, so once your code is working with that, you might want to move to some of the other versions of the functions, where they are provided, that do things like writing results into preexisting matrices etc. rather than creating new objects to return the results on each call.

The best place to see what all the functions provided are is cheat_sheet.txt If something there confuses you have a look at the proper definition in tokyo.pxd

In case you look at the implementation and decide to remove all the size and type checks that are performed, don't! I've made sure that these have been done in an efficient way and so they have almost no impact on the performance and may well save you a lot of debugging time and strange crashes.

Finally, I should point out that you should give your matrices and vectors a cdef ndarray type. As per usual in Cython, giving variables a cdef type isn't necessary for the code to work but it allows Cython to produce faster C code. In this case it saves Cython having to perform a bunch of Python checks to see if your matrix really is of type ndarray before each function call.

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