Accelerating Python code with Numba

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Numba is an open-source numerical Python compiler that translates a subset of Python and NumPy code into machine code, executed on the CPU. It can be used to significantly speed up the execution of numerical computations, especially those that are performed in a loop, by compiling the code into machine code rather than interpreting it dynamically.

Numba provides a just-in-time (JIT) compiler, which means that it compiles the code on-the-fly, just before it is executed. This allows for the optimizations to be applied exactly where they are needed, rather than in advance. Numba supports a wide range of Python data types and functions, and it provides a simple, easy-to-use API for adding JIT compilation to existing code.

Numba allows you to write high-performance Python code by leveraging the power of JIT compilation. It can be used for a wide range of applications, from scientific computing and data analysis to machine learning.

Example

Here is a simple example of how Numba can be used to speed up a calculation:

Consider the following function:

This function can be slow when working with large inputs. To speed up the calculation, we can use Numba to compile the function:

By adding the @jit decorator, Numba compiles the function into machine code, which can be executed much faster than the interpreted code. The compiled function can then be used just like any other Python function:

The output of the above script is:

In this example, we see a significant speedup in the execution time of the function. The same technique can be used to speed up other types of calculations, such as matrix operations, Monte Carlo simulations, and more.

Reference

[1] A ~5 minute guide to Numba