Quickly Find the Index in an Array Closest to Some Value

Question

I have an array of values, t, that is always in increasing order (but not always uniformly spaced). I have another single value, x. I need to find the index in t such that

Answer 1

np.searchsorted is binary search (split the array in half each time). So you have to implement it in a way it return the last value smaller than x instead of returning zero.

Look at this algorithm (from here):

def binary_search(a, x):
    lo=0
    hi = len(a)
    while lo < hi:
        mid = (lo+hi)//2
        midval = a[mid]
        if midval < x:
            lo = mid+1
        elif midval > x: 
            hi = mid
        else:
            return mid
    return lo-1 if lo > 0 else 0

just replaced the last line (was return -1). Also changed the arguments.

As the loops are written in Python, it may be slower than the first one... (Not benchmarked)