Question

My code for slicing a numpy array (via fancy indexing) is very slow. It is currently a bottleneck in program.

a.shape
(3218, 6)

ts = time.time(); a[rows][:, cols]; te = time.time(); print('%.8f' % (te-ts));
0.00200009

What is the correct numpy call to get an array consisting of the subset of rows ‘rows’ and columns ‘col’ of the matrix a? (in fact, I need the transpose of this result)

Answer 1

You can get some speed up if you slice using fancy indexing and broadcasting:

from __future__ import division
import numpy as np

def slice_1(a, rs, cs) :
    return a[rs][:, cs]

def slice_2(a, rs, cs) :
    return a[rs[:, None], cs]

>>> rows, cols = 3218, 6
>>> rs = np.unique(np.random.randint(0, rows, size=(rows//2,)))
>>> cs = np.unique(np.random.randint(0, cols, size=(cols//2,)))
>>> a = np.random.rand(rows, cols)
>>> import timeit
>>> print timeit.timeit('slice_1(a, rs, cs)',
                        'from __main__ import slice_1, a, rs, cs',
                        number=1000)
0.24083110865
>>> print timeit.timeit('slice_2(a, rs, cs)',
                        'from __main__ import slice_2, a, rs, cs',
                        number=1000)
0.206566124519

If you think in term of percentages, doing something 15% faster is always good, but in my system, for the size of your array, this is taking 40 us less to do the slicing, and it is hard to believe that an operation taking 240 us will be your bottleneck.