Find nearest value in numpy array

Question

Is there a numpy-thonic way, e.g. function, to find the nearest value in an array?

Example:

np.find_nearest( array, value )

Answer 1

Summary of answer: If one has a sorted array then the bisection code (given below) performs the fastest. ~100-1000 times faster for large arrays, and ~2-100 times faster for small arrays. It does not require numpy either. If you have an unsorted array then if array is large, one should consider first using an O(n logn) sort and then bisection, and if array is small then method 2 seems the fastest.

First you should clarify what you mean by nearest value. Often one wants the interval in an abscissa, e.g. array=[0,0.7,2.1], value=1.95, answer would be idx=1. This is the case that I suspect you need (otherwise the following can be modified very easily with a followup conditional statement once you find the interval). I will note that the optimal way to perform this is with bisection (which I will provide first - note it does not require numpy at all and is faster than using numpy functions because they perform redundant operations). Then I will provide a timing comparison against the others presented here by other users.

Bisection:

def bisection(array,value):
    '''Given an ``array`` , and given a ``value`` , returns an index j such that ``value`` is between array[j]
    and array[j+1]. ``array`` must be monotonic increasing. j=-1 or j=len(array) is returned
    to indicate that ``value`` is out of range below and above respectively.'''
    n = len(array)
    if (value < array[0]):
        return -1
    elif (value > array[n-1]):
        return n
    jl = 0# Initialize lower
    ju = n-1# and upper limits.
    while (ju-jl > 1):# If we are not yet done,
        jm=(ju+jl) >> 1# compute a midpoint with a bitshift
        if (value >= array[jm]):
            jl=jm# and replace either the lower limit
        else:
            ju=jm# or the upper limit, as appropriate.
        # Repeat until the test condition is satisfied.
    if (value == array[0]):# edge cases at bottom
        return 0
    elif (value == array[n-1]):# and top
        return n-1
    else:
        return jl

Now I'll define the code from the other answers, they each return an index:

import math
import numpy as np

def find_nearest1(array,value):
    idx,val = min(enumerate(array), key=lambda x: abs(x[1]-value))
    return idx

def find_nearest2(array, values):
    indices = np.abs(np.subtract.outer(array, values)).argmin(0)
    return indices

def find_nearest3(array, values):
    values = np.atleast_1d(values)
    indices = np.abs(np.int64(np.subtract.outer(array, values))).argmin(0)
    out = array[indices]
    return indices

def find_nearest4(array,value):
    idx = (np.abs(array-value)).argmin()
    return idx


def find_nearest5(array, value):
    idx_sorted = np.argsort(array)
    sorted_array = np.array(array[idx_sorted])
    idx = np.searchsorted(sorted_array, value, side="left")
    if idx >= len(array):
        idx_nearest = idx_sorted[len(array)-1]
    elif idx == 0:
        idx_nearest = idx_sorted[0]
    else:
        if abs(value - sorted_array[idx-1]) < abs(value - sorted_array[idx]):
            idx_nearest = idx_sorted[idx-1]
        else:
            idx_nearest = idx_sorted[idx]
    return idx_nearest

def find_nearest6(array,value):
    xi = np.argmin(np.abs(np.ceil(array[None].T - value)),axis=0)
    return xi

Now I'll time the codes: Note methods 1,2,4,5 don't correctly give the interval. Methods 1,2,4 round to nearest point in array (e.g. >=1.5 -> 2), and method 5 always rounds up (e.g. 1.45 -> 2). Only methods 3, and 6, and of course bisection give the interval properly.

array = np.arange(100000)
val = array[50000]+0.55
print( bisection(array,val))
%timeit bisection(array,val)
print( find_nearest1(array,val))
%timeit find_nearest1(array,val)
print( find_nearest2(array,val))
%timeit find_nearest2(array,val)
print( find_nearest3(array,val))
%timeit find_nearest3(array,val)
print( find_nearest4(array,val))
%timeit find_nearest4(array,val)
print( find_nearest5(array,val))
%timeit find_nearest5(array,val)
print( find_nearest6(array,val))
%timeit find_nearest6(array,val)

(50000, 50000)
100000 loops, best of 3: 4.4 µs per loop
50001
1 loop, best of 3: 180 ms per loop
50001
1000 loops, best of 3: 267 µs per loop
[50000]
1000 loops, best of 3: 390 µs per loop
50001
1000 loops, best of 3: 259 µs per loop
50001
1000 loops, best of 3: 1.21 ms per loop
[50000]
1000 loops, best of 3: 746 µs per loop

For a large array bisection gives 4us compared to next best 180us and longest 1.21ms (~100 - 1000 times faster). For smaller arrays it's ~2-100 times faster.