How to speed up 2D arrays in 2D array in python?

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I am looking at how to speed up one of my functions. The function is called with a number of two-dimensional arrays of the same size. I want to combine these into a 4D with 3x3 in the last two dimensions, and later get the eigenvalues of the whole array.

I have managed to do it using two nested for loops, but it is a bit slower then I would desire, so is there any good way of speeding up the code?

def principal(xx, xy, xz, yy, yz, zz):

    import numpy as np

    xx = np.array(xx)
    xy = np.array(xy)
    xz = np.array(xz)
    yy = np.array(yy)
    yz = np.array(yz)
    zz = np.array(zz)

    size = np.shape(xx)
    Princ = np.empty((size[1], size[0], 3, 3))
    for j in range(size[1]):
        for i in range(size[0]):
            Princ[j, i, :, :] = np.array([[xx[i, j], xy[i, j], xz[i, j]],
                                          [xy[i, j], yy[i, j], yz[i, j]],
                                          [xz[i, j], yz[i, j], zz[i, j]]])
    Princ = np.linalg.eigvalsh(Princ)

    return Princ


import numpy as np

number_arrays_1 = 3
number_arrays_2 = 4

xx = np.ones((number_arrays_1, number_arrays_2))*80
xy = np.ones((number_arrays_1, number_arrays_2))*30
xz = np.ones((number_arrays_1, number_arrays_2))*0
yy = np.ones((number_arrays_1, number_arrays_2))*40
yz = np.ones((number_arrays_1, number_arrays_2))*0
zz = np.ones((number_arrays_1, number_arrays_2))*60

Princ = principal(xx, xy, xz, yy, yz, zz)
print(Princ)

The reason I convert with xx = np.array(xx) is that in the larger program, I pass a pandas dataframe rather than a numpy array into the function.

vectorization numpy arrays python performance
1 Answers

This looks like a simple stack and reshape operation:

def principal(xx, xy, xz, yy, yz, zz):
    princ = np.stack((xx.T, xy.T, xz.T, xy.T, yy.T, yz.T, xz.T, yz.T, zz.T), axis=-1).reshape(*xx.shape[::-1], 3, 3)
    return = np.linalg.eigvalsh(princ)

You don't need to explicitly call np.array on the inputs if they are already arrays. xx.values() on the dataframes should return the numpy values.

An alternative approach is to build the array, and then swap out the 3x3 dimensions to the back. This will likely be less efficient since the first approach makes the 3x3 dimensions contiguous, while this one does not:

princ = np.array([[xx, xy, xz], [xy, yy, yz], [xz, yz, zz]]).T

Not really related, but you could generate your arrays faster like this:

target_shape = (3, 4)
values = np.array([80, 30, 0, 40, 0, 60])
xx, xy, xz, yy, yz, zz = np.full((6, *target_shape), values.reshape(-1, 1, 1))

In fact, if your data allows it, you can even save on unpacking:

data = np.full((6, *target_shape), values.reshape(-1, 1, 1))
principal(*data)
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