Efficiently Calculating a Euclidean Distance Matrix Using Numpy

Question

I have a set of points in 2-dimensional space and need to calculate the distance from each point to each other point.

I have a relatively small number of points, maybe at most 100. But since I need to do it often and rapidly in order to determine the relationships between these moving points, and since I'm aware that iterating through the points could be as bad as O(n^2) complexity, I'm looking for ways to take advantage of numpy's matrix magic (or scipy).

As it stands in my code, the coordinates of each object are stored in its class. However, I could also update them in a numpy array when I update the class coordinate.

class Cell(object):
    """Represents one object in the field."""
    def __init__(self,id,x=0,y=0):
        self.m_id = id
        self.m_x = x
        self.m_y = y

It occurs to me to create a Euclidean distance matrix to prevent duplication, but perhaps you have a cleverer data structure.

I'm open to pointers to nifty algorithms as well.

Also, I note that there are similar questions dealing with Euclidean distance and numpy but didn't find any that directly address this question of efficiently populating a full distance matrix.

Answer 1

You can take advantage of the complex type :

# build a complex array of your cells
z = np.array([complex(c.m_x, c.m_y) for c in cells])

First solution

# mesh this array so that you will have all combinations
m, n = np.meshgrid(z, z)
# get the distance via the norm
out = abs(m-n)

Second solution

Meshing is the main idea. But numpy is clever, so you don't have to generate m & n. Just compute the difference using a transposed version of z. The mesh is done automatically :

out = abs(z[..., np.newaxis] - z)

Third solution

And if z is directly set as a 2-dimensional array, you can use z.T instead of the weird z[..., np.newaxis]. So finally, your code will look like this :

z = np.array([[complex(c.m_x, c.m_y) for c in cells]]) # notice the [[ ... ]]
out = abs(z.T-z)

Example

>>> z = np.array([[0.+0.j, 2.+1.j, -1.+4.j]])
>>> abs(z.T-z)
array([[ 0.        ,  2.23606798,  4.12310563],
       [ 2.23606798,  0.        ,  4.24264069],
       [ 4.12310563,  4.24264069,  0.        ]])

As a complement, you may want to remove duplicates afterwards, taking the upper triangle :

>>> np.triu(out)
array([[ 0.        ,  2.23606798,  4.12310563],
       [ 0.        ,  0.        ,  4.24264069],
       [ 0.        ,  0.        ,  0.        ]])

Some benchmarks

>>> timeit.timeit('abs(z.T-z)', setup='import numpy as np;z = np.array([[0.+0.j, 2.+1.j, -1.+4.j]])')
4.645645342274779
>>> timeit.timeit('abs(z[..., np.newaxis] - z)', setup='import numpy as np;z = np.array([0.+0.j, 2.+1.j, -1.+4.j])')
5.049334864854522
>>> timeit.timeit('m, n = np.meshgrid(z, z); abs(m-n)', setup='import numpy as np;z = np.array([0.+0.j, 2.+1.j, -1.+4.j])')
22.489568296184686

Answer 2

Here is how you can do it using numpy:

import numpy as np

x = np.array([0,1,2])
y = np.array([2,4,6])

# take advantage of broadcasting, to make a 2dim array of diffs
dx = x[..., np.newaxis] - x[np.newaxis, ...]
dy = y[..., np.newaxis] - y[np.newaxis, ...]
dx
=> array([[ 0, -1, -2],
          [ 1,  0, -1],
          [ 2,  1,  0]])

# stack in one array, to speed up calculations
d = np.array([dx,dy])
d.shape
=> (2, 3, 3)

Now all is left is computing the L2-norm along the 0-axis (as discussed here):

(d**2).sum(axis=0)**0.5
=> array([[ 0.        ,  2.23606798,  4.47213595],
          [ 2.23606798,  0.        ,  2.23606798],
          [ 4.47213595,  2.23606798,  0.        ]])

Answer 3

If you don't need the full distance matrix, you will be better off using kd-tree. Consider scipy.spatial.cKDTree or sklearn.neighbors.KDTree. This is because a kd-tree kan find k-nearnest neighbors in O(n log n) time, and therefore you avoid the O(n**2) complexity of computing all n by n distances.

Answer 4

Jake Vanderplas gives this example using broadcasting in Python Data Science Handbook, which is very similar to what @shx2 proposed.

import numpy as np
rand = random.RandomState(42)
X = rand.rand(3, 2)  
dist_sq = np.sum((X[:, np.newaxis, :] - X[np.newaxis, :, :]) ** 2, axis = -1)

dist_sq
array([[0.        , 0.18543317, 0.81602495],
       [0.18543317, 0.        , 0.22819282],
       [0.81602495, 0.22819282, 0.        ]])