I’m trying out Cython to see if it the answer for making fast nbody systems with python. What follows is code for computing the covariance of two vectors. This is not optimised cython, it’s purely my first attempt at getting a cython program to compile and run. I recommend The Cython Numpy tutorial as a nice place to start.

Did I mention installation? Just download and then run setup.py, I didn’t need to do anything special.

#covar.pyx#
import numpy as np
def cov(a,b):
# Computes the covariance between the n element vectors a and b
# c is the output array indexed by x,y
if len(a.shape) != 1:
raise ValueError("Array must be one dimensional.")
if a.shape != b.shape:
raise ValueError("arrays must be the same shape")
n = a.shape[0]
c = 0
# Perform the calculation
for i in range(n):
c += (a[i]-np.mean(a[:]) ) * (b[i] - np.mean(b[:]) )/n
return c

#test_covar.py#
""" Covariance with Cython.
"""
import numpy as np
import covar
n = 50
a = length*np.random.random((n))
b = length*np.random.random((n))
print "Covariance of two numpy random vectors",covar.cov(a,b)
print "Covariance of a vector with itself.",covar.cov(a,a)
print "Covariance of a vector with its sine.",covar.cov(a,np.sin(a))

And the build script. I got frustrated trying to figure out the compiler flags, and ended up using distutils to do it for me. I will post a cython nbody system soon which will use disutils to compile.

build_covar.sh
#!/bin/ksh
# TRANSLATE
cython -a covar.pyx
# COMPILE
gcc -arch i386 -isysroot /Developer/SDKs/MacOSX10.4u.sdk -fno-strict-aliasing -Wno-long-double -no-cpp-precomp -mno-fused-madd -fno-common -dynamic -DNDEBUG -g -O3 -I/Library/Frameworks/Python.framework/Versions/2.5/include/python2.5 -c covar.c -o covar.o
gcc -arch i386 -isysroot /Developer/SDKs/MacOSX10.4u.sdk -g -bundle -undefined dynamic_lookup covar.o -o covar.so
# TEST
python test_covar.py

Enjoy.

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