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Interpolation improvements
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@lheagy lheagy released this 27 Feb 21:55
0.1.4
fbc2344

Interpolation Improvements

implementing the bisection algorithm without the GIL. Gets rid of a lot of python overhead for speed-ups. If using Cython, might as well use it to get down to C-like code.

All of the for loops are executed without any calls to the python interpreter, and the bisection algorithm is equivalent to the np.searchsorted without the python overhead. Also, since we know how big the inds and vals array will be, might as well pre-allocate them.

At least 2x-3x speed on decent sized arrays.

Should address #23

Ints

  • bug fix to ensure we are using ints as indices and to create numpy arrays

Utils

  • Zero and Identity have a transpose
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