[Python-modules-team] Fwd: numpy should use OpenBLAS, making it up to 150x faster

[Jeff Breidenbach]

Hopefully I submitted this bug report correctly. If not, here is a direct
report.

---------- Forwarded message ----------
From: Jeff Breidenbach <jeff at jab.org>
Date: Wed, Feb 25, 2015 at 11:52 AM
Subject: numpy should use OpenBLAS, making it up to 150x faster
To: Debian Bug Tracking System <submit at bugs.debian.org>


Package: python-numpy
Version: 1:1.8.2-2

(This problem report was written by Yaroslav Bulatov. I've confirmed it on
Debian
sid chroot. My computer gave a 30X improvement.)

Default numpy install uses inferior BLAS, and is very slow. Matrix
multiplication benchmark below gets me 1.26 G items/second with default
install on my Xeon 6-core 3.2 Ghz. When I install OpenBLAS, it goes up 186
G items/second. That's 150x improvement in speed which should be the
default for numpy.

benchmark
----
import time
import numpy as np
import numpy.random as random

size = 512
iters = 500
a = random.rand(size, size).astype(np.float32)
b = random.rand(size, size).astype(np.float32)
start_time = time.time()
for i in range(iters):
    np.dot(a, b)

end_time = time.time()
# size**3 multiplies, (size - 1) * size ** 2 adds
num_ops = size ** 3 + (size - 1) * size ** 2
print "Did %d multiplications of %d x %d matrices in %.1f seconds" %
(iters, size, size, end_time - start_time)
print "%.4f G items/sec" % (num_ops * float(iters) / (end_time -
start_time) / 10 ** 9)


fixing it with openblas:
-----
$ sudo apt-get install libopenblas-dev virtualenv python-dev
$ mkdir ~/tmp
$ cd ~/tmp
$ virtualenv env
$ source env/bin/activate
$ pip install numpy
$ which python
~/tmp/env/bin/python
$ python ...
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