|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "id": "647ec939-d34d-4a92-8a8d-60e0078fee69", |
| 6 | + "metadata": {}, |
| 7 | + "source": [ |
| 8 | + "# Requirements" |
| 9 | + ] |
| 10 | + }, |
| 11 | + { |
| 12 | + "cell_type": "code", |
| 13 | + "execution_count": 2, |
| 14 | + "id": "98749cd7-43b1-45b4-8ad8-c68006996d22", |
| 15 | + "metadata": {}, |
| 16 | + "outputs": [], |
| 17 | + "source": [ |
| 18 | + "from numba import njit\n", |
| 19 | + "import numpy as np\n", |
| 20 | + "import random" |
| 21 | + ] |
| 22 | + }, |
| 23 | + { |
| 24 | + "cell_type": "markdown", |
| 25 | + "id": "3e3a9b00-2e46-4b57-9951-3d649a9ed193", |
| 26 | + "metadata": {}, |
| 27 | + "source": [ |
| 28 | + "# Random $\\pi$" |
| 29 | + ] |
| 30 | + }, |
| 31 | + { |
| 32 | + "cell_type": "markdown", |
| 33 | + "id": "1c79e332-5fb5-4103-8a02-74ef83972464", |
| 34 | + "metadata": {}, |
| 35 | + "source": [ |
| 36 | + "Compute $\\pi$ by generating random points in a square and counting how many there are in the circle inscribed in the square." |
| 37 | + ] |
| 38 | + }, |
| 39 | + { |
| 40 | + "cell_type": "code", |
| 41 | + "execution_count": 5, |
| 42 | + "id": "75bbae32-14d6-44f4-b83d-3dda129355d2", |
| 43 | + "metadata": {}, |
| 44 | + "outputs": [], |
| 45 | + "source": [ |
| 46 | + "def compute_pi(nr_tries):\n", |
| 47 | + " hits = 0\n", |
| 48 | + " for _ in range(nr_tries):\n", |
| 49 | + " x = random.random()\n", |
| 50 | + " y = random.random()\n", |
| 51 | + " if x**2 + y**2 < 1.0:\n", |
| 52 | + " hits += 1\n", |
| 53 | + " return 4.0*hits/nr_tries" |
| 54 | + ] |
| 55 | + }, |
| 56 | + { |
| 57 | + "cell_type": "code", |
| 58 | + "execution_count": 6, |
| 59 | + "id": "f96298c8-d477-4da6-a19f-0de852c81329", |
| 60 | + "metadata": {}, |
| 61 | + "outputs": [], |
| 62 | + "source": [ |
| 63 | + "@njit\n", |
| 64 | + "def compute_pi_jit(nr_tries):\n", |
| 65 | + " hits = 0\n", |
| 66 | + " for _ in range(nr_tries):\n", |
| 67 | + " x = random.random()\n", |
| 68 | + " y = random.random()\n", |
| 69 | + " if x**2 + y**2 < 1.0:\n", |
| 70 | + " hits += 1\n", |
| 71 | + " return 4.0*hits/nr_tries" |
| 72 | + ] |
| 73 | + }, |
| 74 | + { |
| 75 | + "cell_type": "code", |
| 76 | + "execution_count": 32, |
| 77 | + "id": "a0d922f3-13ba-4c6d-beeb-c8292b1baf67", |
| 78 | + "metadata": {}, |
| 79 | + "outputs": [], |
| 80 | + "source": [ |
| 81 | + "@njit(['float64(int64)'])\n", |
| 82 | + "def compute_pi_jit_sign(nr_tries):\n", |
| 83 | + " hits = 0\n", |
| 84 | + " for _ in range(nr_tries):\n", |
| 85 | + " x = random.random()\n", |
| 86 | + " y = random.random()\n", |
| 87 | + " if x**2 + y**2 < 1.0:\n", |
| 88 | + " hits += 1\n", |
| 89 | + " return 4.0*hits/nr_tries" |
| 90 | + ] |
| 91 | + }, |
| 92 | + { |
| 93 | + "cell_type": "code", |
| 94 | + "execution_count": 9, |
| 95 | + "id": "b830e45b-bc46-42f6-9b40-2f636c9989cd", |
| 96 | + "metadata": {}, |
| 97 | + "outputs": [ |
| 98 | + { |
| 99 | + "name": "stdout", |
| 100 | + "output_type": "stream", |
| 101 | + "text": [ |
| 102 | + "27.1 ms ± 277 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)\n" |
| 103 | + ] |
| 104 | + } |
| 105 | + ], |
| 106 | + "source": [ |
| 107 | + "%timeit compute_pi(100_000)" |
| 108 | + ] |
| 109 | + }, |
| 110 | + { |
| 111 | + "cell_type": "code", |
| 112 | + "execution_count": 10, |
| 113 | + "id": "b98f5c18-a5fb-468c-8f96-ca25782ebac8", |
| 114 | + "metadata": {}, |
| 115 | + "outputs": [ |
| 116 | + { |
| 117 | + "name": "stdout", |
| 118 | + "output_type": "stream", |
| 119 | + "text": [ |
| 120 | + "687 µs ± 9.53 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)\n" |
| 121 | + ] |
| 122 | + } |
| 123 | + ], |
| 124 | + "source": [ |
| 125 | + "%timeit compute_pi_jit(100_000)" |
| 126 | + ] |
| 127 | + }, |
| 128 | + { |
| 129 | + "cell_type": "code", |
| 130 | + "execution_count": 34, |
| 131 | + "id": "78c37a87-dd0c-49c6-ac8d-85e6f21832c2", |
| 132 | + "metadata": {}, |
| 133 | + "outputs": [ |
| 134 | + { |
| 135 | + "name": "stdout", |
| 136 | + "output_type": "stream", |
| 137 | + "text": [ |
| 138 | + "685 µs ± 8.96 µs per loop (mean ± std. dev. of 7 runs, 1000 loops each)\n" |
| 139 | + ] |
| 140 | + } |
| 141 | + ], |
| 142 | + "source": [ |
| 143 | + "%timeit compute_pi_jit_sign(np.int64(100_000))" |
| 144 | + ] |
| 145 | + }, |
| 146 | + { |
| 147 | + "cell_type": "markdown", |
| 148 | + "id": "18e84532-48d9-4aa0-8218-709888e3162e", |
| 149 | + "metadata": {}, |
| 150 | + "source": [ |
| 151 | + "Using numba's just-in-time compiler significantly speeds up the computations." |
| 152 | + ] |
| 153 | + }, |
| 154 | + { |
| 155 | + "cell_type": "markdown", |
| 156 | + "id": "8fc275a6-8ac6-4481-beed-41896c5b39e9", |
| 157 | + "metadata": {}, |
| 158 | + "source": [ |
| 159 | + "# Quadrature $\\pi$" |
| 160 | + ] |
| 161 | + }, |
| 162 | + { |
| 163 | + "cell_type": "markdown", |
| 164 | + "id": "32312a15-8070-4a8a-a198-170252d8efde", |
| 165 | + "metadata": {}, |
| 166 | + "source": [ |
| 167 | + "Another method to compute $\\pi$ is to compute the definite integral\n", |
| 168 | + "$$\n", |
| 169 | + "\\frac{\\pi}{2} = \\int_{-1}^{1} \\sqrt{1 - x^2} dx\n", |
| 170 | + "$$" |
| 171 | + ] |
| 172 | + }, |
| 173 | + { |
| 174 | + "cell_type": "code", |
| 175 | + "execution_count": 38, |
| 176 | + "id": "17597694-cb80-4e2a-aa4c-c4c9e6d6de84", |
| 177 | + "metadata": {}, |
| 178 | + "outputs": [], |
| 179 | + "source": [ |
| 180 | + "@njit\n", |
| 181 | + "def quad_pi_jit(nr_steps):\n", |
| 182 | + " delta = 2.0/nr_steps\n", |
| 183 | + " x = np.linspace(-1.0, 1.0, nr_steps)\n", |
| 184 | + " f = np.empty_like(x)\n", |
| 185 | + " for i in range(x.size):\n", |
| 186 | + " f[i] = np.sqrt(1.0 - x[i]**2)\n", |
| 187 | + " return 2.0*f.sum()*delta" |
| 188 | + ] |
| 189 | + }, |
| 190 | + { |
| 191 | + "cell_type": "markdown", |
| 192 | + "id": "89b96c0e-78bf-4d89-b962-a3dd1cc9e92a", |
| 193 | + "metadata": {}, |
| 194 | + "source": [ |
| 195 | + "We can implement this so that the loop can be parallelized (numba cannot deal with reductions)." |
| 196 | + ] |
| 197 | + }, |
| 198 | + { |
| 199 | + "cell_type": "code", |
| 200 | + "execution_count": 35, |
| 201 | + "id": "39a14289-55a9-4775-b902-3d1f1b7f58ec", |
| 202 | + "metadata": {}, |
| 203 | + "outputs": [], |
| 204 | + "source": [ |
| 205 | + "@njit(parallel=True)\n", |
| 206 | + "def quad_pi_par(nr_steps):\n", |
| 207 | + " delta = 2.0/nr_steps\n", |
| 208 | + " x = np.linspace(-1.0, 1.0, nr_steps)\n", |
| 209 | + " f = np.empty_like(x)\n", |
| 210 | + " for i in range(x.size):\n", |
| 211 | + " f[i] = np.sqrt(1.0 - x[i]**2)\n", |
| 212 | + " return 2.0*f.sum()*delta" |
| 213 | + ] |
| 214 | + }, |
| 215 | + { |
| 216 | + "cell_type": "markdown", |
| 217 | + "id": "4ea90942-284e-454d-a750-bd9d08ff057e", |
| 218 | + "metadata": {}, |
| 219 | + "source": [ |
| 220 | + "The pure numpy implementation for comparison." |
| 221 | + ] |
| 222 | + }, |
| 223 | + { |
| 224 | + "cell_type": "code", |
| 225 | + "execution_count": 44, |
| 226 | + "id": "f1949a6a-8230-4c9d-b642-ce82e17fede7", |
| 227 | + "metadata": {}, |
| 228 | + "outputs": [], |
| 229 | + "source": [ |
| 230 | + "def quad_pi_np(nr_steps):\n", |
| 231 | + " delta = 2.0/nr_steps\n", |
| 232 | + " x = np.linspace(-1.0, 1.0, nr_steps)\n", |
| 233 | + " return 2.0*np.sqrt(1.0 - x**2).sum()*delta" |
| 234 | + ] |
| 235 | + }, |
| 236 | + { |
| 237 | + "cell_type": "code", |
| 238 | + "execution_count": 50, |
| 239 | + "id": "2492cd21-68d8-4b9a-9a0b-656cfb2c9e2d", |
| 240 | + "metadata": {}, |
| 241 | + "outputs": [ |
| 242 | + { |
| 243 | + "name": "stdout", |
| 244 | + "output_type": "stream", |
| 245 | + "text": [ |
| 246 | + "328 ms ± 34.6 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n" |
| 247 | + ] |
| 248 | + } |
| 249 | + ], |
| 250 | + "source": [ |
| 251 | + "%timeit quad_pi_jit(100_000_000)" |
| 252 | + ] |
| 253 | + }, |
| 254 | + { |
| 255 | + "cell_type": "code", |
| 256 | + "execution_count": 51, |
| 257 | + "id": "2acb30d2-92cf-4082-8572-675b7694747b", |
| 258 | + "metadata": {}, |
| 259 | + "outputs": [ |
| 260 | + { |
| 261 | + "name": "stdout", |
| 262 | + "output_type": "stream", |
| 263 | + "text": [ |
| 264 | + "202 ms ± 1.19 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n" |
| 265 | + ] |
| 266 | + } |
| 267 | + ], |
| 268 | + "source": [ |
| 269 | + "%timeit quad_pi_par(100_000_000)" |
| 270 | + ] |
| 271 | + }, |
| 272 | + { |
| 273 | + "cell_type": "code", |
| 274 | + "execution_count": 52, |
| 275 | + "id": "be932fa1-f46a-4e8b-a301-384adf777364", |
| 276 | + "metadata": {}, |
| 277 | + "outputs": [ |
| 278 | + { |
| 279 | + "name": "stdout", |
| 280 | + "output_type": "stream", |
| 281 | + "text": [ |
| 282 | + "676 ms ± 43.6 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n" |
| 283 | + ] |
| 284 | + } |
| 285 | + ], |
| 286 | + "source": [ |
| 287 | + "%timeit quad_pi_np(100_000_000)" |
| 288 | + ] |
| 289 | + }, |
| 290 | + { |
| 291 | + "cell_type": "markdown", |
| 292 | + "id": "a402e83f-ccb7-4518-b8de-b14e499f994a", |
| 293 | + "metadata": {}, |
| 294 | + "source": [ |
| 295 | + "The parallized version is faster, but the parallel efficiency is far from great." |
| 296 | + ] |
| 297 | + } |
| 298 | + ], |
| 299 | + "metadata": { |
| 300 | + "kernelspec": { |
| 301 | + "display_name": "Python 3 (ipykernel)", |
| 302 | + "language": "python", |
| 303 | + "name": "python3" |
| 304 | + }, |
| 305 | + "language_info": { |
| 306 | + "codemirror_mode": { |
| 307 | + "name": "ipython", |
| 308 | + "version": 3 |
| 309 | + }, |
| 310 | + "file_extension": ".py", |
| 311 | + "mimetype": "text/x-python", |
| 312 | + "name": "python", |
| 313 | + "nbconvert_exporter": "python", |
| 314 | + "pygments_lexer": "ipython3", |
| 315 | + "version": "3.9.7" |
| 316 | + } |
| 317 | + }, |
| 318 | + "nbformat": 4, |
| 319 | + "nbformat_minor": 5 |
| 320 | +} |
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