Find nearest indices for one array against all values in another array - Python / NumPy

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I have a list of complex numbers for which I want to find the closest value in another list of complex numbers.

My current approach with numpy:

import numpy as np

refArray = np.random.random(16);
myArray = np.random.random(1000);


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

for value in np.nditer(myArray):
    index = find_nearest(refArray, value);
    print(index);

Unfortunately, this takes ages for a large amount of values. Is there a faster or more "pythonian" way of matching each value in myArray to the closest value in refArray?

FYI: I don't necessarily need numpy in my script.

Important: the order of both myArray as well as refArray is important and should not be changed. If sorting is to be applied, the original index should be retained in some way.

list numpy arrays python
2 Answers

An answer that is much shorter than that of @Divakar, also using broadcasting and even slightly faster:

abs(myArray[:, None] - refArray[None, :]).argmin(axis=-1)
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