Monte Carlo program throws a method error in Julia - debugging

I am running this code but it shows a method error. Can someone please help me?
Code:
function lsmc_am_put(S, K, r, σ, t, N, P)
Δt = t / N
R = exp(r * Δt)
T = typeof(S * exp(-σ^2 * Δt / 2 + σ * √Δt * 0.1) / R)
X = Array{T}(N+1, P)
for p = 1:P
X[1, p] = x = S
for n = 1:N
x *= R * exp(-σ^2 * Δt / 2 + σ * √Δt * randn())
X[n+1, p] = x
end
end
V = [max(K - x, 0) / R for x in X[N+1, :]]
for n = N-1:-1:1
I = V .!= 0
A = [x^d for d = 0:3, x in X[n+1, :]]
β = A[:, I]' \ V[I]
cV = A' * β
for p = 1:P
ev = max(K - X[n+1, p], 0)
if I[p] && cV[p] < ev
V[p] = ev / R
else
V[p] /= R
end
end
end
return max(mean(V), K - S)
end
lsmc_am_put(100, 90, 0.05, 0.3, 180/365, 1000, 10000)
error:
MethodError: no method matching (Array{Float64})(::Int64, ::Int64)
Closest candidates are:
(Array{T})(::LinearAlgebra.UniformScaling, ::Integer, ::Integer) where T at /Volumes/Julia-1.8.3/Julia-1.8.app/Contents/Resources/julia/share/julia/stdlib/v1.8/LinearAlgebra/src/uniformscaling.jl:508
(Array{T})(::Nothing, ::Any...) where T at baseext.jl:45
(Array{T})(::UndefInitializer, ::Int64) where T at boot.jl:473
...
Stacktrace:
[1] lsmc_am_put(S::Int64, K::Int64, r::Float64, σ::Float64, t::Float64, N::Int64, P::Int64)
# Main ./REPL[39]:5
[2] top-level scope
# REPL[40]:1
I tried this code and I was expecting a numeric answer but this error came up. I tried to look it up on google but I found nothing that matches my situation.

The error occurs where you wrote X = Array{T}(N+1, P). Instead, use one of the following approaches if you need a Vector:
julia> Array{Float64, 1}([1,2,3])
3-element Vector{Float64}:
1.0
2.0
3.0
julia> Vector{Float64}([1, 2, 3])
3-element Vector{Float64}:
1.0
2.0
3.0
And in your case, you should write X = Array{T,1}([N+1, P]) or X = Vector{T}([N+1, P]). But since there's such a X[1, p] = x = S expression in your code, I guess you mean to initialize a 2D array and update its elements through the algorithm. For this, you can define X like the following:
X = zeros(Float64, N+1, P)
# Or
X = Array{Float64, 2}(undef, N+1, P)
So, I tried the following in your code:
# I just changed the definition of `X` in your code like the following
X = Array{T, 2}(undef, N+1, P)
#And the result of the code was:
julia> lsmc_am_put(100, 90, 0.05, 0.3, 180/365, 1000, 10000)
3.329213731484463

Related

How to find the distance between a point x,y and the diagonales?

I need to find the distance of O and N with the diagonales (with a 90° angle/ the shortest). I found a formula online, but why in this case, it does not return the good distance ?
And if possible, how to normalize the result (e.g. O is at20% of the diagonale?)
import numpy as np
import math
O = (1,3)
N = (3,2)
r = np.arange(24).reshape((6, 4))
def get_diagonal_distance(centroid, img_test):
x1, y1 = centroid
a, b = img.shape[1], img.shape[0]
c = np.sqrt(np.square(a) + np.square(b))
d = abs((a * x1 + b * y1 + c)) / (math.sqrt(a * a + b * b))
return d
print(f"diagonal d: {get_diagonal_distance(O, r): .4f}")
d = abs((a * x1 + b * y1 + c)) / (math.sqrt(a * a + b * b))
Your computation is wrong because a, b and c refer to the coefficients of the equation of the line ax+by+c=0
import numpy as np
O = (1,3)
N = (3,2)
M, L, I, H = (-1,-2), (3, -2), (3, 2), (-1, 2)
# Following your initial idea
def get_diagonal_distance(diagonal_extremes, point):
diagonal_vector = (diagonal_extremes[1][0] - diagonal_extremes[0][0],
diagonal_extremes[1][1] - diagonal_extremes[0][1])
a = diagonal_vector[1]
b = - diagonal_vector[0]
c = - diagonal_extremes[0][0]*a - diagonal_extremes[0][1]*b
x, y = point[0], point[1]
return abs((a * x + b * y + c)) / (np.sqrt(a * a + b * b))
# Taking advantage of numpy
def distance_from_diagonal(diagonal_extremes, point):
u = (diagonal_extremes[1][0] - diagonal_extremes[0][0],
diagonal_extremes[1][1] - diagonal_extremes[0][1])
v = (point[0] - diagonal_extremes[0][0],
point[1] - diagonal_extremes[0][1])
return np.cross(u, v) / np.linalg.norm(u)
print(f"diagonal d: {get_diagonal_distance((M, I), O): .4f}")
print(f"diagonal d: {distance_from_diagonal((M, I), O): .4f}")

Tricks to improve the performance of a cunstom function in Julia

I am replicating using Julia a sequence of steps originally made in Matlab. In Octave, this procedure takes 1.4582 seconds and in Julia (using Jupyter) it takes approximately 10 seconds. I'll try to be brief in the scripts. My goal is to achieve or improve Octave's performance. First of all, I will describe my variables and some function:
zgrid (double 1x7 size)
kgrid (double 500x1 size)
V0 (double 500x7 size)
P (double 7x7 size) a transition matrix
delta and beta are fixed parameters.
F(z,k) and u(c) are particular functions and are specified in the Julia script.
% Octave script
% V0 is given
[K, Z, K2] = meshgrid(kgrid, zgrid, kgrid);
K = permute(K, [2, 1, 3]);
Z = permute(Z, [2, 1, 3]);
K2 = permute(K2, [2, 1, 3]);
C = max(f(Z,K) + (1-delta)*K - K2,0);
U = u(C);
EV = V0*P';% EV is a 500x7 matrix size
EV = permute(repmat(EV, 1, 1, 500), [3, 2, 1]);
H = U + beta*EV;
[TV, index] = max(H, [], 3);
In Julia, I created a function that replicates this procedure. I used loops, but it has a performance 9 times longer.
% Julia script
% V0 is the input of my T operator function
V0 = repeat(sqrt.(kgrid), outer = [1,7]);
F = (z,k) -> exp(z)*(k^α);
u = (c) -> (c^(1-μ) - 1)/(1-μ)
% parameters
α = 1/3
β = 0.987
δ = 0.012;
μ = 2
Kss = 48.1905148382166
kgrid = range(0.75*Kss, stop=1.25*Kss, length=500);
zgrid = [-0.06725382459813659, -0.044835883065424395, -0.0224179415327122, 0 , 0.022417941532712187, 0.04483588306542438, 0.06725382459813657]
function T(V)
E=V*P'
T1 = zeros(Float64, 500, 7 )
aux = zeros(Float64, 500)
for i = 1:7
for j = 1:500
for l = 1:500
c= maximum( (F(zrid[i],kgrid[j]) +(1-δ)*kgrid[j] - kgrid[l],0))
aux[l] = u(c) + β*E[l,i]
end
T1[j,i] = maximum(aux)
end
end
return T1
end
I would very much like to improve my performance in Julia. I believe there is a way to improve, but I am new in Julia programming.
This code runs for me in 5ms. Note that I have made F and u into proper (not anonymous) functions, F_ and u_, but you could get a similar effect by making the anonymous functions const.
Your main problem is that you have a lot of non-const global variables, and also that your main function is doing unnecessary work multiple times, and creating an unnecessary array, aux.
The performance tips section in the manual is essential reading: https://docs.julialang.org/en/v1/manual/performance-tips/
F_(z,k) = exp(z) * (k^(1/3)); # you can still use α, but it must be const
u_(c) = (c^(1-2) - 1)/(1-2)
function T_(V, P, kgrid, zgrid, β, δ)
E = V * P'
T1 = similar(V)
for i in axes(T1, 2)
for j in axes(T1, 1)
temp = F_(zgrid[i], kgrid[j]) + (1-δ)*kgrid[j]
aux = -Inf
for l in eachindex(kgrid)
c = max(0.0, temp - kgrid[l])
aux = max(aux, u_(c) + β * E[l, i])
end
T1[j,i] = aux
end
end
return T1
end
Benchmark:
V0 = repeat(sqrt.(kgrid), outer = [1,7]);
zgrid = sort!(rand(1, 7); dims=2)
kgrid = sort!(rand(500, 1); dims=1)
P = rand(length(zgrid), length(zgrid))
#btime T_($V0, $P, $kgrid, $zgrid, $β, $δ);
# output: 5.126 ms (4 allocations: 54.91 KiB)
The following should perform much better. The most noticeable differences are that it calculates F 500x less, and doesn't rely on global variables.
function T(V,kgrid,zgrid,β,δ)
E=V*P'
T1 = zeros(Float64, 500, 7)
for j = 1:500
for i = 1:7
x = F(zrid[i],kgrid[j]) +(1-δ)*kgrid[j]
T1[j,i] = maximum(u(max(x - kgrid[l], 0)) + β*E[l,i] for l in 1:500)
end
end
return T1
end

new style getargs format but argument is not a tuple python gabor filtering

I am trying to implement gabor filter for enhancing the image .I got a code snippet from google on which i am working on which gave me a error which am not familiar with please guide me through the code attached below so that the error can be corrected.
the which give me error is
def gabor(im, W, angles):
x, y = im.size
im_load = im.load()
freqs = frequency.freq(im, W, angles)
print "computing local ridge frequency done"
gauss = utils.gauss_kernel(3)
utils.apply_kernel(freqs, gauss)
for i in range(1, x / W - 1):
for j in range(1, y / W - 1):
kernel = gabor_kernel(W, angles[i][j], freqs[i][j])
for k in range(0, W):
for l in range(0, W):
im_load[i * W + k, j * W + l] = utils.apply_kernel_at(lambda x, y: im_load[x, y],kernel,i * W + k,j * W + l)
return im
the iterations goes smoothly after the fourth for loop it shows a error in
im_load[i * W + k, j * W + l] = utils.apply_kernel_at(lambda x, y: im_load[x, y],kernel,i * W + k,j * W + l)
the error says like this
im_load[i * W + k, j * W + l] = utils.apply_kernel_at(lambda x, y: im_load[x, y],kernel,i * W + k,j * W + l)
SystemError: new style getargs format but argument is not a tuple
Update
I found this answer after a few more googling
seems the code never works on python 2.7.10 which i am using
it works on 2.7.6
how to make it work in python 2.7.10
Update after installing python 2.7.6
i tried the code after installing python 2.7.6 as stated in a answer in stack overflow but still the error persist.
what to do now?
update after long testing of code
i had gone through the code in depth to understand its working found the error code but i am unable to correct it
error is within the function apply_kernel_at
def apply_kernel_at(get_value, kernel, i, j):
kernel_size = len(kernel)
result = 0
for k in range(0, kernel_size):
for l in range(0, kernel_size):
pixel = get_value(i + k - kernel_size / 2, j + l - kernel_size / 2)
result += pixel * kernel[k][l]
#print pixel
return result
which returns a single value result but the line which uses the function call do require two values
im_load[i * W + k, j * W + l]=utils.apply_kernel_at(lambda x, y: im_load[x, y],kernel,i * W + k,j * W + l)
i am not sure whether my findings are correct or not
any help would be appreciated.

Finding the intersection of two lines

I have two lines:
y = -1/3x + 4
y = 3x + 85
The intersection is at [24.3, 12.1].
I have a set of coordinates prepared:
points = [[1, 3], [4, 8], [25, 10], ... ]
#y = -1/3x + b
m_regr = -1/3
b_regr = 4
m_perp = 3 #(1 / m_regr * -1)
distances = []
points.each do |pair|
x1 = pair.first
y2 = pair.last
x2 = ((b_perp - b_regr / (m_regr - m_perp))
y2 = ((m_regr * b_perp) / (m_perp * b_regr))/(m_regr - m_perp)
distance = Math.hypot((y2 - y1), (x2 - x1))
distances << distance
end
Is there a gem or some better method for this?
NOTE: THE ABOVE METHOD DOES NOT WORK. See my answer for a solution that works.
What's wrong with using a little math?
If you have:
y = m1 x + b1
y = m2 x + b2
It's a simple system of linear equations.
If you solve them, your intersection is:
x = (b2 - b1)/(m1 - m2)
y = (m1 b2 - m2 b1)/(m1 - m2)
After much suffering and many different tries, I found a simple algebraic method here that not only works but is dramatically simplified.
distance = ((y - mx - b).abs / Math.sqrt(m**2 + 1))
where x and y are the coordinates for the known point.
For Future Googlers:
def solution k, l, m, n, p, q, r, s
intrsc_x1 = m - k
intrsc_y1 = n - l
intrsc_x2 = r - p
intrsc_y2 = s - q
v1 = (-intrsc_y1 * (k - p) + intrsc_x1 * (l - q)) / (-intrsc_x2 * intrsc_y1 + intrsc_x1 * intrsc_y2);
v2 = ( intrsc_x2 * (l - q) - intrsc_y2 * (k - p)) / (-intrsc_x2 * intrsc_y1 + intrsc_x1 * intrsc_y2);
(v1 >= 0 && v1 <= 1 && v2 >= 0 && v2 <= 1) ? true : false
end
The simplest and cleanest way I've found on the internet.

Python performance: iteration and operations on nested lists

Problem Hey folks. I'm looking for some advice on python performance. Some background on my problem:
Given:
A (x,y) mesh of nodes each with a value (0...255) starting at 0
A list of N input coordinates each at a specified location within the range (0...x, 0...y)
A value Z that defines the "neighborhood" in count of nodes
Increment the value of the node at the input coordinate and the node's neighbors. Neighbors beyond the mesh edge are ignored. (No wrapping)
BASE CASE: A mesh of size 1024x1024 nodes, with 400 input coordinates and a range Z of 75 nodes.
Processing should be O(x*y*Z*N). I expect x, y and Z to remain roughly around the values in the base case, but the number of input coordinates N could increase up to 100,000. My goal is to minimize processing time.
Current results Between my start and the comments below, we've got several implementations.
Running speed on my 2.26 GHz Intel Core 2 Duo with Python 2.6.1:
f1: 2.819s
f2: 1.567s
f3: 1.593s
f: 1.579s
f3b: 1.526s
f4: 0.978s
f1 is the initial naive implementation: three nested for loops.
f2 is replaces the inner for loop with a list comprehension.
f3 is based on Andrei's suggestion in the comments and replaces the outer for with map()
f is Chris's suggestion in the answers below
f3b is kriss's take on f3
f4 is Alex's contribution.
Code is included below for your perusal.
Question How can I further reduce the processing time? I'd prefer sub-1.0s for the test parameters.
Please, keep the recommendations to native Python. I know I can move to a third-party package such as numpy, but I'm trying to avoid any third party packages. Also, I've generated random input coordinates, and simplified the definition of the node value updates to keep our discussion simple. The specifics have to change slightly and are outside the scope of my question.
thanks much!
**`f1` is the initial naive implementation: three nested `for` loops.**
def f1(x,y,n,z):
rows = [[0]*x for i in xrange(y)]
for i in range(n):
inputX, inputY = (int(x*random.random()), int(y*random.random()))
topleft = (inputX - z, inputY - z)
for i in xrange(max(0, topleft[0]), min(topleft[0]+(z*2), x)):
for j in xrange(max(0, topleft[1]), min(topleft[1]+(z*2), y)):
if rows[i][j] <= 255: rows[i][j] += 1
f2 is replaces the inner for loop with a list comprehension.
def f2(x,y,n,z):
rows = [[0]*x for i in xrange(y)]
for i in range(n):
inputX, inputY = (int(x*random.random()), int(y*random.random()))
topleft = (inputX - z, inputY - z)
for i in xrange(max(0, topleft[0]), min(topleft[0]+(z*2), x)):
l = max(0, topleft[1])
r = min(topleft[1]+(z*2), y)
rows[i][l:r] = [j+(j<255) for j in rows[i][l:r]]
UPDATE: f3 is based on Andrei's suggestion in the comments and replaces the outer for with map(). My first hack at this requires several out-of-local-scope lookups, specifically recommended against by Guido: local variable lookups are much faster than global or built-in variable lookups I hardcoded all but the reference to the main data structure itself to minimize that overhead.
rows = [[0]*x for i in xrange(y)]
def f3(x,y,n,z):
inputs = [(int(x*random.random()), int(y*random.random())) for i in range(n)]
rows = map(g, inputs)
def g(input):
inputX, inputY = input
topleft = (inputX - 75, inputY - 75)
for i in xrange(max(0, topleft[0]), min(topleft[0]+(75*2), 1024)):
l = max(0, topleft[1])
r = min(topleft[1]+(75*2), 1024)
rows[i][l:r] = [j+(j<255) for j in rows[i][l:r]]
UPDATE3: ChristopeD also pointed out a couple improvements.
def f(x,y,n,z):
rows = [[0] * y for i in xrange(x)]
rn = random.random
for i in xrange(n):
topleft = (int(x*rn()) - z, int(y*rn()) - z)
l = max(0, topleft[1])
r = min(topleft[1]+(z*2), y)
for u in xrange(max(0, topleft[0]), min(topleft[0]+(z*2), x)):
rows[u][l:r] = [j+(j<255) for j in rows[u][l:r]]
UPDATE4: kriss added a few improvements to f3, replacing min/max with the new ternary operator syntax.
def f3b(x,y,n,z):
rn = random.random
rows = [g1(x, y, z) for x, y in [(int(x*rn()), int(y*rn())) for i in xrange(n)]]
def g1(x, y, z):
l = y - z if y - z > 0 else 0
r = y + z if y + z < 1024 else 1024
for i in xrange(x - z if x - z > 0 else 0, x + z if x + z < 1024 else 1024 ):
rows[i][l:r] = [j+(j<255) for j in rows[i][l:r]]
UPDATE5: Alex weighed in with his substantive revision, adding a separate map() operation to cap the values at 255 and removing all non-local-scope lookups. The perf differences are non-trivial.
def f4(x,y,n,z):
rows = [[0]*y for i in range(x)]
rr = random.randrange
inc = (1).__add__
sat = (0xff).__and__
for i in range(n):
inputX, inputY = rr(x), rr(y)
b = max(0, inputX - z)
t = min(inputX + z, x)
l = max(0, inputY - z)
r = min(inputY + z, y)
for i in range(b, t):
rows[i][l:r] = map(inc, rows[i][l:r])
for i in range(x):
rows[i] = map(sat, rows[i])
Also, since we all seem to be hacking around with variations, here's my test harness to compare speeds: (improved by ChristopheD)
def timing(f,x,y,z,n):
fn = "%s(%d,%d,%d,%d)" % (f.__name__, x, y, z, n)
ctx = "from __main__ import %s" % f.__name__
results = timeit.Timer(fn, ctx).timeit(10)
return "%4.4s: %.3f" % (f.__name__, results / 10.0)
if __name__ == "__main__":
print timing(f, 1024, 1024, 400, 75)
#add more here.
On my (slow-ish;-) first-day Macbook Air, 1.6GHz Core 2 Duo, system Python 2.5 on MacOSX 10.5, after saving your code in op.py I see the following timings:
$ python -mtimeit -s'import op' 'op.f1()'
10 loops, best of 3: 5.58 sec per loop
$ python -mtimeit -s'import op' 'op.f2()'
10 loops, best of 3: 3.15 sec per loop
So, my machine is slower than yours by a factor of a bit more than 1.9.
The fastest code I have for this task is:
def f3(x=x,y=y,n=n,z=z):
rows = [[0]*y for i in range(x)]
rr = random.randrange
inc = (1).__add__
sat = (0xff).__and__
for i in range(n):
inputX, inputY = rr(x), rr(y)
b = max(0, inputX - z)
t = min(inputX + z, x)
l = max(0, inputY - z)
r = min(inputY + z, y)
for i in range(b, t):
rows[i][l:r] = map(inc, rows[i][l:r])
for i in range(x):
rows[i] = map(sat, rows[i])
which times as:
$ python -mtimeit -s'import op' 'op.f3()'
10 loops, best of 3: 3 sec per loop
so, a very modest speedup, projecting to more than 1.5 seconds on your machine - well above the 1.0 you're aiming for:-(.
With a simple C-coded extensions, exte.c...:
#include "Python.h"
static PyObject*
dopoint(PyObject* self, PyObject* args)
{
int x, y, z, px, py;
int b, t, l, r;
int i, j;
PyObject* rows;
if(!PyArg_ParseTuple(args, "iiiiiO",
&x, &y, &z, &px, &py, &rows
))
return 0;
b = px - z;
if (b < 0) b = 0;
t = px + z;
if (t > x) t = x;
l = py - z;
if (l < 0) l = 0;
r = py + z;
if (r > y) r = y;
for(i = b; i < t; ++i) {
PyObject* row = PyList_GetItem(rows, i);
for(j = l; j < r; ++j) {
PyObject* pyitem = PyList_GetItem(row, j);
long item = PyInt_AsLong(pyitem);
if (item < 255) {
PyObject* newitem = PyInt_FromLong(item + 1);
PyList_SetItem(row, j, newitem);
}
}
}
Py_RETURN_NONE;
}
static PyMethodDef exteMethods[] = {
{"dopoint", dopoint, METH_VARARGS, "process a point"},
{0}
};
void
initexte()
{
Py_InitModule("exte", exteMethods);
}
(note: I haven't checked it carefully -- I think it doesn't leak memory due to the correct interplay of reference stealing and borrowing, but it should be code inspected very carefully before being put in production;-), we could do
import exte
def f4(x=x,y=y,n=n,z=z):
rows = [[0]*y for i in range(x)]
rr = random.randrange
for i in range(n):
inputX, inputY = rr(x), rr(y)
exte.dopoint(x, y, z, inputX, inputY, rows)
and the timing
$ python -mtimeit -s'import op' 'op.f4()'
10 loops, best of 3: 345 msec per loop
shows an acceleration of 8-9 times, which should put you in the ballpark you desire. I've seen a comment saying you don't want any third-party extension, but, well, this tiny extension you could make entirely your own;-). ((Not sure what licensing conditions apply to code on Stack Overflow, but I'll be glad to re-release this under the Apache 2 license or the like, if you need that;-)).
1. A (smaller) speedup could definitely be the initialization of your rows...
Replace
rows = []
for i in range(x):
rows.append([0 for i in xrange(y)])
with
rows = [[0] * y for i in xrange(x)]
2. You can also avoid some lookups by moving random.random out of the loops (saves a little).
3. EDIT: after corrections -- you could arrive at something like this:
def f(x,y,n,z):
rows = [[0] * y for i in xrange(x)]
rn = random.random
for i in xrange(n):
topleft = (int(x*rn()) - z, int(y*rn()) - z)
l = max(0, topleft[1])
r = min(topleft[1]+(z*2), y)
for u in xrange(max(0, topleft[0]), min(topleft[0]+(z*2), x)):
rows[u][l:r] = [j+(j<255) for j in rows[u][l:r]]
EDIT: some new timings with timeit (10 runs) -- seems this provides only minor speedups:
import timeit
print timeit.Timer("f1(1024,1024,400,75)", "from __main__ import f1").timeit(10)
print timeit.Timer("f2(1024,1024,400,75)", "from __main__ import f2").timeit(10)
print timeit.Timer("f(1024,1024,400,75)", "from __main__ import f3").timeit(10)
f1 21.1669280529
f2 12.9376120567
f 11.1249599457
in your f3 rewrite, g can be simplified. (Can also be applied to f4)
You have the following code inside a for loop.
l = max(0, topleft[1])
r = min(topleft[1]+(75*2), 1024)
However, it appears that those values never change inside the for loop. So calculate them once, outside the loop instead.
Based on your f3 version I played with the code. As l and r are constants you can avoid to compute them in g1 loop. Also using new ternary if instead of min and max seems to be consistently faster. Also simplified expression with topleft. On my system it appears to be about 20% faster using with the code below.
def f3b(x,y,n,z):
rows = [g1(x, y, z) for x, y in [(int(x*random.random()), int(y*random.random())) for i in range(n)]]
def g1(x, y, z):
l = y - z if y - z > 0 else 0
r = y + z if y + z < 1024 else 1024
for i in xrange(x - z if x - z > 0 else 0, x + z if x + z < 1024 else 1024 ):
rows[i][l:r] = [j+(j<255) for j in rows[i][l:r]]
You can create your own Python module in C, and control the performance as you want:
http://docs.python.org/extending/

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