cInterpol

cInterpol is a python extension for optimized interpolation of data series where one for each data point knows a fixed number of derivatives (currently supported number of derivates are 0, 1, 2).

It provides a close to 6 orders of magnitude faster (albeit less general) version of scipy.interpolate.PiecewisePolynomial (my Core i7-3770K give ~800 000x speed-up).

See examples/perf.py for a quick head-on benchmark between those two (expect a runtime on the order of half a minute). The performance is achieved through the use of multithreaded (OpenMP) C routines (wrapped using Cython).

The formulae for the coefficients are generated using Sympy, and can in theory be modified quite easily. (relevant files: model.py, codeexport.py, *_template.*)

Feel free to enhance modify and make pull request at github.

Installation

Example using pip (modify to your own needs):

1. pip install --user --upgrade -r https://raw.github.com/bjodah/cinterpol/master/requirements.txt
2. pip install --user --upgrade https://github.com/bjodah/cinterpol/archive/v0.3.3.tar.gz

Manual installation:

1. Clone repository git clone https://github.com/bjodah/cinterpol.git
2. Install dependencies cd cinterpol; pip install --user --upgrade -r requirements.txt
3. To install run python setup.py install --user or sudo python setup.py install.

See distutils' documentation_ for more options. .. _documentation: http://docs.python.org/2/library/distutils.html

Note that the behaviour of setup(...) is modified slightly through the use of "CleverExtension" from pycompilation.

Tests

Run py.test if py.test is installed on your system. Elsewise: cd cInterpol/tests/; make

Performance tests

See examples/perf.py, as of SciPy 0.11 you should expect about 5 orders of magnitude speed-up.

Dependencies

• Python
• NumPy
• Cython >= v0.19.1
• Sympy
• pycompilation >= v0.2.9

TODO

Some templates unnecessarily rerendered during setup. Add monotonic interpolator Add cubic splines (+monotone)

Notes

There is a git subtree under cInterpol, update through: git subtree --prefix cInterpol/newton_interval pull newton_interval master where the repo "newton_interval" is https://github.com/bjodah/newton_interval.git

License

Open Source. Released under the very permissive "simplified (2-clause) BSD license". See LICENSE.txt for further details.

Author

Björn Dahlgren, contact (gmail adress): bjodah