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# Pablo Winant albop

Created Sep 25, 2018
View interpolation_performance_comparison
 # 2d comparison import numpy as np x = np.linspace(-1,1,100) y = np.linspace(-1,1,100) f = lambda x,y: np.sinc(x**2+y**2) vals = np.array( [[f(xx,yy) for yy in y] for xx in x] ) N = 1000000 # number of points to evaluate eval_points = -1+2*np.random.rand(N*2).reshape((N,2))
Last active Sep 10, 2018
Compares
View test_mul_22.py
 from numpy import * from numba import jit N = 1000000 A = random.random((N,2,2)) B = random.random((N,2,2)) @jit(nopython=True) def mulvec(A,B): N = A.shape[0]
Created Oct 1, 2017
View compare_products.py
 import numpy as np import quantecon from numba import jit from numba import njit, prange @njit def cartesian_2d(x,y,out=None): p = x.shape[0] q = y.shape[0]
Created Feb 1, 2016
View erfc_libm vs erfc_python
 from cffi import FFI ffi = FFI() ffi.cdef('double erfc(double x);') libm = ffi.dlopen("m") erfc = libm.erfc from math import erfc as p_erfc from numba import njit from numpy import linspace
Last active Jan 21, 2016
Half working generated interpolation example
View generated_interp.py
 from math import floor from numba import njit #### #### Working #### @njit def native_index_1d(mat, vec): return mat[vec[0]]
Last active Jan 19, 2016
interpolation with numba.cuda
View eval_cubic_cuda.py
 from __future__ import division from numba import double, int64 from numba import jit, njit import numpy as np from numpy import zeros, array
Created Jan 7, 2016
splines.jl vs interpolations.jl
View interpolation_speed.jl
 d = 3 # number of dimensions K = 50 # number of points along each dimension N = 100000 # number of points at which to interpolate A = rand([K for i = 1:d]...) # filtered coefficients B = rand(N,d) # points at which to evaluate the splines max(B, minimum(A)+0.01) min(B, maximum(A)-0.01)
Last active Aug 29, 2015
mc_sample_path: numba annotate
View index.html

Last active Jan 22, 2016
View watcher.py
 """ Filename: watcher.py Authors: Pablo Winant Time long computation and send a message when finished. """ import contextlib @contextlib.contextmanager def watcher(task_name=None, email=None):
Last active Aug 29, 2015
Functions needed for vfi with dolo
View gist:ab49de476b6bcbdd689c
 from dolo import yaml_import model = yaml_import('examples/models/rbc.yaml') s = model.calibration['states'] x = model.calibration['controls'] y = model.calibration['auxiliaries'] e = model.calibration['shocks'] v = model.calibration['values'] p = model.calibration['parameters']