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sparse.pyx
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# -*- coding: utf-8 -*-
import cython
import numpy as np
cimport numpy as cnp
from numpy cimport (ndarray, uint8_t, int64_t, int32_t, int16_t, int8_t,
float64_t, float32_t)
cnp.import_array()
from distutils.version import LooseVersion
# numpy versioning
_np_version = np.version.short_version
_np_version_under1p10 = LooseVersion(_np_version) < LooseVersion('1.10')
_np_version_under1p11 = LooseVersion(_np_version) < LooseVersion('1.11')
# -----------------------------------------------------------------------------
# Preamble stuff
cdef float64_t NaN = <float64_t>np.NaN
cdef float64_t INF = <float64_t>np.inf
cdef inline int int_max(int a, int b): return a if a >= b else b
cdef inline int int_min(int a, int b): return a if a <= b else b
# -----------------------------------------------------------------------------
cdef class SparseIndex:
"""
Abstract superclass for sparse index types.
"""
def __init__(self):
raise NotImplementedError
cdef class IntIndex(SparseIndex):
"""
Object for holding exact integer sparse indexing information
Parameters
----------
length : integer
indices : array-like
Contains integers corresponding to the indices.
"""
cdef readonly:
Py_ssize_t length, npoints
ndarray indices
def __init__(self, Py_ssize_t length, indices):
self.length = length
self.indices = np.ascontiguousarray(indices, dtype=np.int32)
self.npoints = len(self.indices)
self.check_integrity()
def __reduce__(self):
args = (self.length, self.indices)
return IntIndex, args
def __repr__(self):
output = 'IntIndex\n'
output += 'Indices: %s\n' % repr(self.indices)
return output
@property
def nbytes(self):
return self.indices.nbytes
def check_integrity(self):
"""
Checks the following:
- Indices are strictly ascending
- Number of indices is at most self.length
- Indices are at least 0 and at most the total length less one
A ValueError is raised if any of these conditions is violated.
"""
cdef:
int32_t index, prev = -1
if self.npoints > self.length:
msg = ("Too many indices. Expected "
"{exp} but found {act}").format(
exp=self.length, act=self.npoints)
raise ValueError(msg)
# Indices are vacuously ordered and non-negative
# if the sequence of indices is empty.
if self.npoints == 0:
return
if min(self.indices) < 0:
raise ValueError("No index can be less than zero")
if max(self.indices) >= self.length:
raise ValueError("All indices must be less than the length")
for index in self.indices:
if prev != -1 and index <= prev:
raise ValueError("Indices must be strictly increasing")
prev = index
def equals(self, other):
if not isinstance(other, IntIndex):
return False
if self is other:
return True
same_length = self.length == other.length
same_indices = np.array_equal(self.indices, other.indices)
return same_length and same_indices
@property
def ngaps(self):
return self.length - self.npoints
def to_int_index(self):
return self
def to_block_index(self):
locs, lens = get_blocks(self.indices)
return BlockIndex(self.length, locs, lens)
cpdef IntIndex intersect(self, SparseIndex y_):
cdef:
Py_ssize_t out_length, xi, yi = 0, result_indexer = 0
int32_t xind
ndarray[int32_t, ndim=1] xindices, yindices, new_indices
IntIndex y
# if is one already, returns self
y = y_.to_int_index()
if self.length != y.length:
raise Exception('Indices must reference same underlying length')
xindices = self.indices
yindices = y.indices
new_indices = np.empty(min(
len(xindices), len(yindices)), dtype=np.int32)
for xi in range(self.npoints):
xind = xindices[xi]
while yi < y.npoints and yindices[yi] < xind:
yi += 1
if yi >= y.npoints:
break
# TODO: would a two-pass algorithm be faster?
if yindices[yi] == xind:
new_indices[result_indexer] = xind
result_indexer += 1
new_indices = new_indices[:result_indexer]
return IntIndex(self.length, new_indices)
cpdef IntIndex make_union(self, SparseIndex y_):
cdef:
ndarray[int32_t, ndim=1] new_indices
IntIndex y
# if is one already, returns self
y = y_.to_int_index()
if self.length != y.length:
raise ValueError('Indices must reference same underlying length')
new_indices = np.union1d(self.indices, y.indices)
return IntIndex(self.length, new_indices)
@cython.wraparound(False)
cpdef int32_t lookup(self, Py_ssize_t index):
"""
Return the internal location if value exists on given index.
Return -1 otherwise.
"""
cdef:
int32_t res
ndarray[int32_t, ndim=1] inds
inds = self.indices
if self.npoints == 0:
return -1
elif index < 0 or self.length <= index:
return -1
res = inds.searchsorted(index)
if res == self.npoints:
return -1
elif inds[res] == index:
return res
else:
return -1
@cython.wraparound(False)
cpdef ndarray[int32_t] lookup_array(self, ndarray[
int32_t, ndim=1] indexer):
"""
Vectorized lookup, returns ndarray[int32_t]
"""
cdef:
Py_ssize_t n, i, ind_val
ndarray[int32_t, ndim=1] inds
ndarray[uint8_t, ndim=1, cast=True] mask
ndarray[int32_t, ndim=1] masked
ndarray[int32_t, ndim=1] res
ndarray[int32_t, ndim=1] results
n = len(indexer)
results = np.empty(n, dtype=np.int32)
results[:] = -1
if self.npoints == 0:
return results
inds = self.indices
mask = (inds[0] <= indexer) & (indexer <= inds[len(inds) - 1])
masked = indexer[mask]
res = inds.searchsorted(masked).astype(np.int32)
res[inds[res] != masked] = -1
results[mask] = res
return results
cpdef ndarray reindex(self, ndarray[float64_t, ndim=1] values,
float64_t fill_value, SparseIndex other_):
cdef:
Py_ssize_t i = 0, j = 0
IntIndex other
ndarray[float64_t, ndim=1] result
ndarray[int32_t, ndim=1] sinds, oinds
other = other_.to_int_index()
oinds = other.indices
sinds = self.indices
result = np.empty(other.npoints, dtype=np.float64)
result[:] = fill_value
for i in range(other.npoints):
while oinds[i] > sinds[j] and j < self.npoints:
j += 1
if j == self.npoints:
break
if oinds[i] < sinds[j]:
continue
elif oinds[i] == sinds[j]:
result[i] = values[j]
j += 1
return result
cpdef put(self, ndarray[float64_t, ndim=1] values,
ndarray[int32_t, ndim=1] indices, object to_put):
pass
cpdef take(self, ndarray[float64_t, ndim=1] values,
ndarray[int32_t, ndim=1] indices):
pass
cpdef get_blocks(ndarray[int32_t, ndim=1] indices):
cdef:
Py_ssize_t init_len, i, npoints, result_indexer = 0
int32_t block, length = 1, cur, prev
ndarray[int32_t, ndim=1] locs, lens
npoints = len(indices)
# just handle the special empty case separately
if npoints == 0:
return np.array([], dtype=np.int32), np.array([], dtype=np.int32)
# block size can't be longer than npoints
locs = np.empty(npoints, dtype=np.int32)
lens = np.empty(npoints, dtype=np.int32)
# TODO: two-pass algorithm faster?
prev = block = indices[0]
for i in range(1, npoints):
cur = indices[i]
if cur - prev > 1:
# new block
locs[result_indexer] = block
lens[result_indexer] = length
block = cur
length = 1
result_indexer += 1
else:
# same block, increment length
length += 1
prev = cur
locs[result_indexer] = block
lens[result_indexer] = length
result_indexer += 1
locs = locs[:result_indexer]
lens = lens[:result_indexer]
return locs, lens
# -----------------------------------------------------------------------------
# BlockIndex
cdef class BlockIndex(SparseIndex):
"""
Object for holding block-based sparse indexing information
Parameters
----------
"""
cdef readonly:
int32_t nblocks, npoints, length
ndarray blocs, blengths
cdef:
object __weakref__ # need to be picklable
int32_t *locbuf
int32_t *lenbuf
def __init__(self, length, blocs, blengths):
self.blocs = np.ascontiguousarray(blocs, dtype=np.int32)
self.blengths = np.ascontiguousarray(blengths, dtype=np.int32)
# in case we need
self.locbuf = <int32_t*> self.blocs.data
self.lenbuf = <int32_t*> self.blengths.data
self.length = length
self.nblocks = np.int32(len(self.blocs))
self.npoints = self.blengths.sum()
# self.block_start = blocs
# self.block_end = blocs + blengths
self.check_integrity()
def __reduce__(self):
args = (self.length, self.blocs, self.blengths)
return BlockIndex, args
def __repr__(self):
output = 'BlockIndex\n'
output += 'Block locations: %s\n' % repr(self.blocs)
output += 'Block lengths: %s' % repr(self.blengths)
return output
@property
def nbytes(self):
return self.blocs.nbytes + self.blengths.nbytes
@property
def ngaps(self):
return self.length - self.npoints
cpdef check_integrity(self):
"""
Check:
- Locations are in ascending order
- No overlapping blocks
- Blocks to not start after end of index, nor extend beyond end
"""
cdef:
Py_ssize_t i
ndarray[int32_t, ndim=1] blocs, blengths
blocs = self.blocs
blengths = self.blengths
if len(blocs) != len(blengths):
raise ValueError('block bound arrays must be same length')
for i in range(self.nblocks):
if i > 0:
if blocs[i] <= blocs[i - 1]:
raise ValueError('Locations not in ascending order')
if i < self.nblocks - 1:
if blocs[i] + blengths[i] > blocs[i + 1]:
raise ValueError('Block {idx} overlaps'.format(idx=i))
else:
if blocs[i] + blengths[i] > self.length:
raise ValueError('Block {idx} extends beyond end'
.format(idx=i))
# no zero-length blocks
if blengths[i] == 0:
raise ValueError('Zero-length block {idx}'.format(idx=i))
def equals(self, other):
if not isinstance(other, BlockIndex):
return False
if self is other:
return True
same_length = self.length == other.length
same_blocks = (np.array_equal(self.blocs, other.blocs) and
np.array_equal(self.blengths, other.blengths))
return same_length and same_blocks
def to_block_index(self):
return self
def to_int_index(self):
cdef:
int32_t i = 0, j, b
int32_t offset
ndarray[int32_t, ndim=1] indices
indices = np.empty(self.npoints, dtype=np.int32)
for b in range(self.nblocks):
offset = self.locbuf[b]
for j in range(self.lenbuf[b]):
indices[i] = offset + j
i += 1
return IntIndex(self.length, indices)
cpdef BlockIndex intersect(self, SparseIndex other):
"""
Intersect two BlockIndex objects
Parameters
----------
Returns
-------
intersection : BlockIndex
"""
cdef:
BlockIndex y
ndarray[int32_t, ndim=1] xloc, xlen, yloc, ylen, out_bloc, out_blen
Py_ssize_t xi = 0, yi = 0, max_len, result_indexer = 0
int32_t cur_loc, cur_length, diff
y = other.to_block_index()
if self.length != y.length:
raise Exception('Indices must reference same underlying length')
xloc = self.blocs
xlen = self.blengths
yloc = y.blocs
ylen = y.blengths
# block may be split, but can't exceed original len / 2 + 1
max_len = int(min(self.length, y.length) / 2) + 1
out_bloc = np.empty(max_len, dtype=np.int32)
out_blen = np.empty(max_len, dtype=np.int32)
while True:
# we are done (or possibly never began)
if xi >= self.nblocks or yi >= y.nblocks:
break
# completely symmetric...would like to avoid code dup but oh well
if xloc[xi] >= yloc[yi]:
cur_loc = xloc[xi]
diff = xloc[xi] - yloc[yi]
if ylen[yi] <= diff:
# have to skip this block
yi += 1
continue
if ylen[yi] - diff < xlen[xi]:
# take end of y block, move onward
cur_length = ylen[yi] - diff
yi += 1
else:
# take end of x block
cur_length = xlen[xi]
xi += 1
else: # xloc[xi] < yloc[yi]
cur_loc = yloc[yi]
diff = yloc[yi] - xloc[xi]
if xlen[xi] <= diff:
# have to skip this block
xi += 1
continue
if xlen[xi] - diff < ylen[yi]:
# take end of x block, move onward
cur_length = xlen[xi] - diff
xi += 1
else:
# take end of y block
cur_length = ylen[yi]
yi += 1
out_bloc[result_indexer] = cur_loc
out_blen[result_indexer] = cur_length
result_indexer += 1
out_bloc = out_bloc[:result_indexer]
out_blen = out_blen[:result_indexer]
return BlockIndex(self.length, out_bloc, out_blen)
cpdef BlockIndex make_union(self, SparseIndex y):
"""
Combine together two BlockIndex objects, accepting indices if contained
in one or the other
Parameters
----------
other : SparseIndex
Notes
-----
union is a protected keyword in Cython, hence make_union
Returns
-------
union : BlockIndex
"""
return BlockUnion(self, y.to_block_index()).result
cpdef Py_ssize_t lookup(self, Py_ssize_t index):
"""
Return the internal location if value exists on given index.
Return -1 otherwise.
"""
cdef:
Py_ssize_t i, cum_len
ndarray[int32_t, ndim=1] locs, lens
locs = self.blocs
lens = self.blengths
if self.nblocks == 0:
return -1
elif index < locs[0]:
return -1
cum_len = 0
for i in range(self.nblocks):
if index >= locs[i] and index < locs[i] + lens[i]:
return cum_len + index - locs[i]
cum_len += lens[i]
return -1
@cython.wraparound(False)
cpdef ndarray[int32_t] lookup_array(self, ndarray[
int32_t, ndim=1] indexer):
"""
Vectorized lookup, returns ndarray[int32_t]
"""
cdef:
Py_ssize_t n, i, j, ind_val
ndarray[int32_t, ndim=1] locs, lens
ndarray[int32_t, ndim=1] results
locs = self.blocs
lens = self.blengths
n = len(indexer)
results = np.empty(n, dtype=np.int32)
results[:] = -1
if self.npoints == 0:
return results
for i in range(n):
ind_val = indexer[i]
if not (ind_val < 0 or self.length <= ind_val):
cum_len = 0
for j in range(self.nblocks):
if ind_val >= locs[j] and ind_val < locs[j] + lens[j]:
results[i] = cum_len + ind_val - locs[j]
cum_len += lens[j]
return results
cpdef ndarray reindex(self, ndarray[float64_t, ndim=1] values,
float64_t fill_value, SparseIndex other_):
cdef:
Py_ssize_t i = 0, j = 0, ocur, ocurlen
BlockIndex other
ndarray[float64_t, ndim=1] result
ndarray[int32_t, ndim=1] slocs, slens, olocs, olens
other = other_.to_block_index()
olocs = other.blocs
olens = other.blengths
slocs = self.blocs
slens = self.blengths
result = np.empty(other.npoints, dtype=np.float64)
for 0 <= i < other.nblocks:
ocur = olocs[i]
ocurlen = olens[i]
while slocs[j] + slens[j] < ocur:
j += 1
cpdef put(self, ndarray[float64_t, ndim=1] values,
ndarray[int32_t, ndim=1] indices, object to_put):
pass
cpdef take(self, ndarray[float64_t, ndim=1] values,
ndarray[int32_t, ndim=1] indices):
pass
cdef class BlockMerge(object):
"""
Object-oriented approach makes sharing state between recursive functions a
lot easier and reduces code duplication
"""
cdef:
BlockIndex x, y, result
ndarray xstart, xlen, xend, ystart, ylen, yend
int32_t xi, yi # block indices
def __init__(self, BlockIndex x, BlockIndex y):
self.x = x
self.y = y
if x.length != y.length:
raise Exception('Indices must reference same underlying length')
self.xstart = self.x.blocs
self.ystart = self.y.blocs
self.xend = self.x.blocs + self.x.blengths
self.yend = self.y.blocs + self.y.blengths
# self.xlen = self.x.blengths
# self.ylen = self.y.blengths
self.xi = 0
self.yi = 0
self.result = self._make_merged_blocks()
cdef _make_merged_blocks(self):
raise NotImplementedError
cdef _set_current_indices(self, int32_t xi, int32_t yi, bint mode):
if mode == 0:
self.xi = xi
self.yi = yi
else:
self.xi = yi
self.yi = xi
cdef class BlockIntersection(BlockMerge):
"""
not done yet
"""
pass
cdef class BlockUnion(BlockMerge):
"""
Object-oriented approach makes sharing state between recursive functions a
lot easier and reduces code duplication
"""
cdef _make_merged_blocks(self):
cdef:
ndarray[int32_t, ndim=1] xstart, xend, ystart
ndarray[int32_t, ndim=1] yend, out_bloc, out_blen
int32_t nstart, nend, diff
Py_ssize_t max_len, result_indexer = 0
xstart = self.xstart
xend = self.xend
ystart = self.ystart
yend = self.yend
max_len = int(min(self.x.length, self.y.length) / 2) + 1
out_bloc = np.empty(max_len, dtype=np.int32)
out_blen = np.empty(max_len, dtype=np.int32)
while True:
# we are done (or possibly never began)
if self.xi >= self.x.nblocks and self.yi >= self.y.nblocks:
break
elif self.yi >= self.y.nblocks:
# through with y, just pass through x blocks
nstart = xstart[self.xi]
nend = xend[self.xi]
self.xi += 1
elif self.xi >= self.x.nblocks:
# through with x, just pass through y blocks
nstart = ystart[self.yi]
nend = yend[self.yi]
self.yi += 1
else:
# find end of new block
if xstart[self.xi] < ystart[self.yi]:
nstart = xstart[self.xi]
nend = self._find_next_block_end(0)
else:
nstart = ystart[self.yi]
nend = self._find_next_block_end(1)
out_bloc[result_indexer] = nstart
out_blen[result_indexer] = nend - nstart
result_indexer += 1
out_bloc = out_bloc[:result_indexer]
out_blen = out_blen[:result_indexer]
return BlockIndex(self.x.length, out_bloc, out_blen)
cdef int32_t _find_next_block_end(self, bint mode) except -1:
"""
Wow, this got complicated in a hurry
mode 0: block started in index x
mode 1: block started in index y
"""
cdef:
ndarray[int32_t, ndim=1] xstart, xend, ystart, yend
int32_t xi, yi, xnblocks, ynblocks, nend
if mode != 0 and mode != 1:
raise Exception('Mode must be 0 or 1')
# so symmetric code will work
if mode == 0:
xstart = self.xstart
xend = self.xend
xi = self.xi
ystart = self.ystart
yend = self.yend
yi = self.yi
ynblocks = self.y.nblocks
else:
xstart = self.ystart
xend = self.yend
xi = self.yi
ystart = self.xstart
yend = self.xend
yi = self.xi
ynblocks = self.x.nblocks
nend = xend[xi]
# print 'here xi=%d, yi=%d, mode=%d, nend=%d' % (self.xi, self.yi,
# mode, nend)
# done with y?
if yi == ynblocks:
self._set_current_indices(xi + 1, yi, mode)
return nend
elif nend < ystart[yi]:
# block ends before y block
self._set_current_indices(xi + 1, yi, mode)
return nend
else:
while yi < ynblocks and nend > yend[yi]:
yi += 1
self._set_current_indices(xi + 1, yi, mode)
if yi == ynblocks:
return nend
if nend < ystart[yi]:
# we're done, return the block end
return nend
else:
# merge blocks, continue searching
# this also catches the case where blocks
return self._find_next_block_end(1 - mode)
# -----------------------------------------------------------------------------
# Sparse arithmetic
include "sparse_op_helper.pxi"
# -----------------------------------------------------------------------------
# Indexing operations
def get_reindexer(ndarray[object, ndim=1] values, dict index_map):
cdef:
object idx
Py_ssize_t i
Py_ssize_t new_length = len(values)
ndarray[int32_t, ndim=1] indexer
indexer = np.empty(new_length, dtype=np.int32)
for i in range(new_length):
idx = values[i]
if idx in index_map:
indexer[i] = index_map[idx]
else:
indexer[i] = -1
return indexer
# def reindex_block(ndarray[float64_t, ndim=1] values,
# BlockIndex sparse_index,
# ndarray[int32_t, ndim=1] indexer):
# cdef:
# Py_ssize_t i, length
# ndarray[float64_t, ndim=1] out
# out = np.empty(length, dtype=np.float64)
# for i in range(length):
# if indexer[i] == -1:
# pass
# cdef class SparseCruncher(object):
# """
# Class to acquire float pointer for convenient operations on sparse data
# structures
# """
# cdef:
# SparseIndex index
# float64_t* buf
# def __init__(self, ndarray[float64_t, ndim=1, mode='c'] values,
# SparseIndex index):
# self.index = index
# self.buf = <float64_t*> values.data
def reindex_integer(ndarray[float64_t, ndim=1] values,
IntIndex sparse_index,
ndarray[int32_t, ndim=1] indexer):
pass
# -----------------------------------------------------------------------------
# SparseArray mask create operations
def make_mask_object_ndarray(ndarray[object, ndim=1] arr, object fill_value):
cdef:
object value
Py_ssize_t i
Py_ssize_t new_length = len(arr)
ndarray[int8_t, ndim=1] mask
mask = np.ones(new_length, dtype=np.int8)
for i in range(new_length):
value = arr[i]
if value == fill_value and type(value) == type(fill_value):
mask[i] = 0
return mask.view(dtype=np.bool)