py\_find\_1st
=============

py\_find\_1st is a numpy extension that allows to find the first index
into an 1D-array that validates a boolean condition that can consist of
a comparison operator and a limit value.

Functionality
-------------

This extension solves the very frequent problem of finding first indices
without requiring to read the full array.

The call sequence

::

    import numpy as np
    import utils_find_1st as utf1st

    limit = 0.
    rr= np.random.randn(100)
    ind = utf1st.find_1st(rr < limit, True, utf1st.cmp_equal)

and more efficiently

::

    ind = utf1st.find_1st(rr, limit, utf1st.cmp_smaller)

is equivalent to

::

    import numpy as np
    limit = 0.
    rr= np.random.randn(100)
    ind = np.flatnonzero(rr < limit)
    if len(ind) :
        ret = ind[0]
    else:
        ret = -1

Implementation details
----------------------

py\_find\_1st is written as a numpy extension making use of a templated
implementation of the find\_1st function that currently supports
operating on arrays of dtypes:

::

    [np.float64, np.float32, np.int64, np.int32, np.bool]

Comparison operators are selected using integer opcodes with the
following meaning:

::

    opcode == utils_find_1st.cmp_smaller    ->  comp op: <
    opcode == utils_find_1st.cmp_smaller_eq ->  comp op: <=
    opcode == utils_find_1st.cmp_equal      ->  comp op: ==
    opcode == utils_find_1st.cmp_not_equal  ->  comp op: !=
    opcode == utils_find_1st.cmp_larger     ->  comp op: <
    opcode == utils_find_1st.cmp_larger_eq  ->  comp op: <=

Performance
-----------

The runtime difference is strongly depending on the number of true cases
in the array. If the condition is never valid runtime is the same - both
implementations do not produce a valid index and need to compare the
full array - but on case that there are matches np.flatnonzero needs to
run through the full array and needs to create a result array with size
that depends o the number of matches while find\_1st only produces a
scalar result and only needs to compare the array until the first match
is found.

Depending on the size of the array and the number of matches the speed
difference can be very significant (easily > factor 10)

test
----

run test/test\_find\_1st.py which should display "all tests passed!"

Benchmarking
~~~~~~~~~~~~

We can easily compare the runtime using the three lines

::

    In [6]: timeit ind = np.flatnonzero(rr < limit)[0]
    1.69 $\mu$s $\pm$ 24.5 ns per loop (mean $\pm$ std. dev. of 7 runs, 1000000 loops each)

    In [4]: timeit ind = utf1st.find_1st(rr < limit, True, utf1st.cmp_equal)
    1.13 $\mu$s $\pm$ 18.9 ns per loop (mean $\pm$  std. dev. of 7 runs, 1000000 loops each)

    In [5]: timeit ind = utf1st.find_1st(rr, limit, utf1st.cmp_smaller)
    270 ns $\pm$ 5.57 ns per loop (mean $\pm$ std. dev. of 7 runs, 1000000 loops each)

Which shows the rather significant improvement obtained by the last
version that does not require to perform all comparisons of the 100
elements. In the above case the second element is tested positive. In
the worst case, where no valid element is present all comparisons have
to be performed and flatnonzero does not need to create a results array,
and therefore performance should be similar. For the small array sizes
we used so far the overhead of np.flanonzero is dominating the costs as
can be seen in the following.

::

    In [9]: limit = -1000.
    In [10]: timeit ind = np.flatnonzero(rr < limit)
    1.56 $\mu$s $\pm$ 13.8 ns per loop (mean $\pm$ std. dev. of 7 runs, 1000000 loops each)

    In [11]: timeit ind = utf1st.find_1st(rr<limit, True, utf1st.cmp_equal)
    1.16 $\mu$s $\pm$ 7.07 ns per loop (mean $\pm$ std. dev. of 7 runs, 1000000 loops each)

    In [12]: timeit ind = utf1st.find_1st(rr, limit, utf1st.cmp_smaller)
    314 ns $\pm$ 3.36 ns per loop (mean $\pm$ std. dev. of 7 runs, 1000000 loops each)

For a significantly larger array size costs become more comparable

::

    rr= np.random.randn(10000)
    In [13]: timeit ind = np.flatnonzero(rr < limit)
    4.87 $\mu$s $\pm$ 101 ns per loop (mean $\pm$ std. dev. of 7 runs, 100000 loops each)

    In [14]: timeit ind = utf1st.find_1st(rr<limit, True, utf1st.cmp_equal)
    8.95 $\mu$s $\pm$ 497 ns per loop (mean $\pm$ std. dev. of 7 runs, 100000 loops each)

    In [15]: timeit ind = utf1st.find_1st(rr, limit, utf1st.cmp_smaller)
    4.4 $\mu$s $\pm$ 47.9 ns per loop (mean $\pm$ std. dev. of 7 runs, 100000 loops each)

Which demonstrates that even in this case the find\_1st extension is
more efficient besides if the boolean intermediate array is used in line
14.

This result is a bit astonishing as the overhead involved in passing the
boolean intermediate array into the find\_1st extension seems rather
large compared to the simple boolean comparison

::

    In [35]: timeit ind = rr < limit
    3.31 $\mu$s $\pm$ 47.3 ns per loop (mean $\pm$ std. dev. of 7 runs, 100000 loops each)

The clarification of this remaining issue needs further investigation.
Any comments are welcome.

Changes
-------

Version 1.1.3 (2018-10-05)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Removed setting stdlib for clang in setup.py - the default should do
   just fine.

Version 1.1.2 (2018-09-28)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Removed ez\_setup.py that seems to be no longer maintained by
   setuptools maintainers.

Version 1.1.1 (2017-09-19)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Use NPY\_INT64/NPY\_INT32 instead of NPY\_INT/NPY\_LONG such that the
   test does not rely on the compiler specific int sizes.

Version 1.1.0 (2017-09-18)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  fixed bug in cmp operator values that were not coherent on the python
   and C++ side
-  support arbitrary strides for one dimensional arrays
-  Added test script

Version 1.0.7 (2017-09-18)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Changed compiler test to hopefully work for MSVC under windows.

Version 1.0.6 (2017-05-31)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Removed more non ascii elements in README.

Version 1.0.5 (2017-05-31)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Fixed non ascii elements in README that led to problems with some
   python configurations.

Version 1.0.4 (2017-05-31)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Fixed setup.py problems: on the fly generation of LONG\_DESCRPTION
   file.

Version 1.0.3 (2017-05-31)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Moved to github

Version 1.0.2 (2017-05-31)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  Force using c++ compiler

Version 1.0.1 (2017-05-31)
~~~~~~~~~~~~~~~~~~~~~~~~~~

-  initial release

Copyright
---------

Copyright (C) 2017 IRCAM

License
-------

GPL see file Copying.txt

Author
------

Axel Roebel
