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trichter / rf

Receiver function calculation in seismology
MIT License
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Consider using scipy if Fortran90 Toeplitz package not available #16

Closed medlin01GA closed 4 years ago

medlin01GA commented 4 years ago

On platforms where the from toeplitz import sto_sl import fails due to Toeplitz library not being available, consider reverting to using scipy since rf is already dependent on scipy. See https://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.solve_toeplitz.html

trichter commented 4 years ago

Cool, I did not know of this function. It was not yet in SciPy when I was looking for it some years ago. I think I will completely switch to it after some tests.

medlin01GA commented 4 years ago

Apparently the performance of the Toeplitz library may be better than the scipy implementation. Just in case you want to factor that into your decision.

From: Tom Eulenfeld notifications@github.com Sent: Wednesday, 25 September 2019 5:54 PM To: trichter/rf rf@noreply.github.com Cc: Medlin Andrew Andrew.Medlin@ga.gov.au; Author author@noreply.github.com Subject: Re: [trichter/rf] Consider using scipy if Fortran90 Toeplitz package not available (#16)

Cool, I did not know of this function. It was not yet in SciPy when I was looking for it some years ago. I think I will completely switch to it after some tests.

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trichter commented 4 years ago

Did you already check that? If the difference is big enough I would indeed just use it as a fall-back.

trichter commented 4 years ago

I ran some tests. The scipy solution is indeed a bit slower...

deconvt with fortran toeplitz 0.21400373301003128
fortran toeplitz              0.1458939230069518
scipy toeplitz                0.2063790750107728
fortran toeplitz large arrays 14.265187995013548
scipy toeplitz large arrays   19.300329937017523
Code

```py import matplotlib.pyplot as plt import timeit setup1 = """ import numpy as np from rf import read_rf from rf.deconvolve import deconvt stream = read_rf()[:3] rsp = stream[1].data src = stream.select(component='Z')[0].data """ setup2 = """ import numpy as np from rf.deconvolve import _toeplitz_real_sym from scipy.linalg import solve_toeplitz STS=np.array([ 2.00000000e+00, 9.44668881e-01, 8.32262931e-01, 7.23680511e-01, 6.30296618e-01, 5.38136055e-01, 4.51284134e-01, 3.81690164e-01, 3.12464118e-01, 2.27815207e-01, 1.39917950e-01, 7.16370440e-02, 2.77204094e-02, 4.53152245e-04, -8.85378190e-03, 7.70541010e-03, 4.04970454e-02, 7.18194288e-02, 1.01732032e-01, 1.45289593e-01, 2.04720572e-01, 2.62125862e-01, 3.06925116e-01, 3.45063357e-01, 3.83526995e-01, 4.18289709e-01, 4.44526847e-01, 4.64205518e-01, 4.79616089e-01, 4.88054883e-01, 4.86668423e-01, 4.79398291e-01, 4.66845724e-01, 4.48132637e-01, 4.22540155e-01, 3.95572059e-01, 3.75903054e-01, 3.61933083e-01, 3.44232759e-01, 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2.23454869e-04, 7.16699155e-04, 6.93570238e-04, 4.57428985e-04, 2.40897448e-04]) STR=np.array([ 6.52624700e+06, 6.13545500e+06, 5.42683900e+06, 4.67454700e+06, 4.03932900e+06, 3.46156600e+06, 2.82055900e+06, 2.03627900e+06, 1.06724000e+06, -7.88550000e+04, -1.41758100e+06, -2.69178600e+06, -3.76577200e+06, -4.35164200e+06, -4.29641900e+06, -3.82027000e+06, -3.22730300e+06, -2.65538700e+06, -1.90986600e+06, -8.96180000e+05, 2.33910000e+04, 6.83462000e+05, 1.34388000e+06, 2.29626200e+06, 3.50326900e+06, 4.66774300e+06, 5.66857100e+06, 6.45371700e+06, 6.99640100e+06, 7.12312500e+06, 6.74596800e+06, 6.08368800e+06, 5.48092300e+06, 5.01268200e+06, 4.42071900e+06, 3.53820100e+06, 2.57193400e+06, 1.64857300e+06, 8.74896000e+05, 4.75768000e+05, 2.13711000e+05, -2.46807000e+05, -9.87618000e+05, -1.93675800e+06, -2.90985100e+06, -3.62970200e+06, -3.71725700e+06, -3.01092500e+06, -1.99590200e+06, -1.15404300e+06, -5.78838000e+05, -2.51412000e+05, -5.12510000e+04, 1.73231000e+05, 5.89347000e+05, 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3.58505600e+06, 2.48377700e+06, 1.34598200e+06, -5.93693000e+05, -3.26071100e+06, -5.71344700e+06, -6.96860600e+06, -7.10501200e+06, -6.67462100e+06, -6.05309200e+06, -5.35322500e+06, -4.59725800e+06, -3.92123400e+06, -3.02878200e+06, -1.91024800e+06, -6.12528000e+05, 8.46057000e+05, 2.42191500e+06, 4.04393400e+06, 5.22168100e+06, 5.83042400e+06, 6.35811500e+06, 7.24628700e+06, 8.13523900e+06, 8.67742300e+06, 8.94925200e+06, 9.20077500e+06, 9.42044100e+06, 9.30828900e+06, 9.06721600e+06, 8.89027800e+06, 8.48612100e+06, 7.61866600e+06, 6.57281900e+06, 5.71361900e+06, 4.91002700e+06, 3.72670900e+06, 2.32941300e+06, 1.30115200e+06, 5.76924000e+05, -7.89820000e+04, -8.42945000e+05, -1.62210600e+06, -2.31319000e+06, -3.09777100e+06, -3.81371000e+06, -4.13907600e+06, -3.81034700e+06, -3.12055600e+06, -2.68618300e+06, -2.58190100e+06, -2.49753300e+06, -2.18084900e+06, -1.55995200e+06, -3.57651000e+05, 1.50713900e+06]) x = np.linspace(0, 1, 10 * len(STS)) xp = np.linspace(0, 1, len(STS)) STS2 = np.interp(x, xp, STS) STR2 = np.interp(x, xp, STR) """ stm1 = "deconvt(rsp[:], src[:], 10)" stm2 = "_toeplitz_real_sym(STS[:], STR[:])" stm2b = "_toeplitz_real_sym(STS2[:], STR2[:])" stm3 = "solve_toeplitz(STS[:], STR[:])" stm3b = "solve_toeplitz(STS2[:], STR2[:])" print('deconvt with fortran toeplitz', min(timeit.repeat(stm1, setup1, repeat=5, number=100))) print('fortran toeplitz ', min(timeit.repeat(stm2, setup2, repeat=5, number=100))) print('scipy toeplitz ', min(timeit.repeat(stm3, setup2, repeat=5, number=100))) print('fortran toeplitz large arrays', min(timeit.repeat(stm2b, setup2, repeat=1, number=100))) print('scipy toeplitz large arrays ', min(timeit.repeat(stm3b, setup2, repeat=1, number=100))) exec(setup2) x1 = _toeplitz_real_sym(STS, STR) x2 = solve_toeplitz(STS, STR) np.testing.assert_allclose(x1, x2, rtol=0.01) ```

trichter commented 4 years ago

Great, this change made tests on travis-ci possible for windows, since I did not manage to install toeplitz on travis windows runs. Only batch related tests fail for windows, which is not a high priority for me.