Detail publikace

Using Python for scientific computing: Efficient and flexible evaluation of the statistical characteristics of functions with multivariate random inputs

CHUDOBA, R. SADÍLEK, V. RYPL, R. VOŘECHOVSKÝ, M.

Originální název

Using Python for scientific computing: Efficient and flexible evaluation of the statistical characteristics of functions with multivariate random inputs

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

This paper examines the feasibility of high-level Python based utilities for numerically intensive applications via an example of a multidimensional integration for the evaluation of the statistical characteristics of a random variable. We discuss the approaches to the implementation of mathematically formulated incremental expressions using high-level scripting code and low-level compiled code. Due to the dynamic typing of the Python language, components of the algorithm can be easily coded in a generic way as algorithmic templates. Using the Enthought Development Suite they can be effectively assembled into a flexible computational framework that can be configured to execute the code for arbitrary combinations of integration schemes and versions of instantiated code. The paper describes the development cycle using a simple running example involving averaging of a random two-parametric function that includes discontinuity. This example is also used to compare the performance of the available algorithmic and executional features. The implemented package including further examples and the results of performance studies have been made available via the free Github repository and CPCP library.

Klíčová slova

C, Enthought traits, Estimation of statistical moments, Loopless programming, Multidimensional integration, NumPy, Python, SciPy

Klíčová slova v angličtině

C, Enthought traits, Estimation of statistical moments, Loopless programming, Multidimensional integration, NumPy, Python, SciPy

Autoři

CHUDOBA, R.; SADÍLEK, V.; RYPL, R.; VOŘECHOVSKÝ, M.

Rok RIV

2012

Vydáno

19. 8. 2013

Nakladatel

Elsevier

Místo

USA

ISSN

0010-4655

Periodikum

COMPUTER PHYSICS COMMUNICATIONS

Ročník

184

Číslo

2

Stát

Nizozemsko

Strany od

414

Strany do

427

Strany počet

14

BibTex

@article{BUT94313,
  author="Rostislav {Chudoba} and Václav {Sadílek} and Rostislav {Rypl} and Miroslav {Vořechovský}",
  title="Using Python for scientific computing: Efficient and flexible evaluation of the statistical characteristics of functions with multivariate random inputs",
  journal="COMPUTER PHYSICS COMMUNICATIONS",
  year="2013",
  volume="184",
  number="2",
  pages="414--427",
  issn="0010-4655"
}