Parallelise python loop with numpy arrays and shared-memory

Question

I am aware of several questions and answers on this topic, but haven\'t found a satisfactory answer to this particular problem:

What is the easiest way to do a simpl

Answer 1

With Cython parallel support:

# asd.pyx
from cython.parallel cimport prange

import numpy as np

def foo():
    cdef int i, j, n

    x = np.zeros((200, 2000), float)

    n = x.shape[0]
    for i in prange(n, nogil=True):
        with gil:
            for j in range(100):
                x[i,:] = np.cos(x[i,:])

    return x

On a 2-core machine:

$ cython asd.pyx
$ gcc -fPIC -fopenmp -shared -o asd.so asd.c -I/usr/include/python2.7
$ export OMP_NUM_THREADS=1
$ time python -c 'import asd; asd.foo()'
real    0m1.548s
user    0m1.442s
sys 0m0.061s

$ export OMP_NUM_THREADS=2
$ time python -c 'import asd; asd.foo()'
real    0m0.602s
user    0m0.826s
sys 0m0.075s

This runs fine in parallel, since np.cos (like other ufuncs) releases the GIL.

If you want to use this interactively:

# asd.pyxbdl
def make_ext(modname, pyxfilename):
    from distutils.extension import Extension
    return Extension(name=modname,
                     sources=[pyxfilename],
                     extra_link_args=['-fopenmp'],
                     extra_compile_args=['-fopenmp'])

and (remove asd.so and asd.c first):

>>> import pyximport
>>> pyximport.install(reload_support=True)
>>> import asd
>>> q1 = asd.foo()
# Go to an editor and change asd.pyx
>>> reload(asd)
>>> q2 = asd.foo()

So yes, in some cases you can parallelize just by using threads. OpenMP is just a fancy wrapper for threading, and Cython is therefore only needed here for the easier syntax. Without Cython, you can use the threading module --- works similarly as multiprocessing (and probably more robustly), but you don't need to do anything special to declare arrays as shared memory.

However, not all operations release the GIL, so YMMV for the performance.

***

And another possibly useful link scraped from other Stackoverflow answers --- another interface to multiprocessing: http://packages.python.org/joblib/parallel.html