In [1]:
import numpy as np
import matplotlib.pyplot as plt
import cython
import timeit
import math
In [2]:
%load_ext cython

Native code compilation

We will see how to convert Python code to native compiled code. We will use the example of calculating the pairwise distance between a set of vectors, a \(O(n^2)\) operation.

For native code compilation, it is usually preferable to use explicit for loops and minimize the use of numpy vectorization and broadcasting because

  • It makes it easier for the numba JIT to optimize

  • It is easier to “cythonize”

  • It is easier to port to C++

However, use of vectors and matrices is fine especially if you will be porting to use a C++ library such as Eigen.

Timing code

Manual

In [3]:
import time

def f(n=1):
    start = time.time()
    time.sleep(n)
    elapsed = time.time() - start
    return elapsed
In [4]:
f(1)
Out[4]:
1.0010859966278076

Clock time

In [5]:
%%time

time.sleep(1)
CPU times: user 0 ns, sys: 879 µs, total: 879 µs
Wall time: 1 s

Using timeit

The -r argument says how many runs to average over, and -n says how many times to run the function in a loop per run.

In [6]:
%timeit time.sleep(0.01)
10.2 ms ± 26 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
In [7]:
%timeit -r3 time.sleep(0.01)
10.2 ms ± 7.71 µs per loop (mean ± std. dev. of 3 runs, 100 loops each)
In [8]:
%timeit -n10 time.sleep(0.01)
10.2 ms ± 32.1 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
In [9]:
%timeit -r3 -n10 time.sleep(0.01)
10.1 ms ± 8.9 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Time unit conversions

1 s = 1,000 ms
1 ms = 1,000 µs
1 µs = 1,000 ns

Profiling

If you want to identify bottlenecks in a Python script, do the following:

  • First make sure that the script is modular - i.e. it consists mainly of function calls

  • Each function should be fairly small and only do one thing

  • Then run a profiler to identify the bottleneck function(s) and optimize them

See the Python docs on profiling Python code

Profiling can be done in a notebook with %prun, with the following readouts as column headers:

  • ncalls

    • for the number of calls,

  • tottime

    • for the total time spent in the given function (and excluding time made in calls to sub-functions),

  • percall

    • is the quotient of tottime divided by ncalls

  • cumtime

    • is the total time spent in this and all subfunctions (from invocation till exit). This figure is accurate even for recursive functions.

  • percall

    • is the quotient of cumtime divided by primitive calls

  • filename:lineno(function)

    • provides the respective data of each function

In [10]:
def foo1(n):
    return np.sum(np.square(np.arange(n)))

def foo2(n):
    return sum(i*i for i in range(n))

def foo3(n):
    [foo1(n) for i in range(10)]
    foo2(n)

def foo4(n):
    return [foo2(n) for i in range(100)]

def work(n):
    foo1(n)
    foo2(n)
    foo3(n)
    foo4(n)
In [11]:
%%time

work(int(1e5))
CPU times: user 611 ms, sys: 0 ns, total: 611 ms
Wall time: 609 ms
In [12]:
%prun -q -D work.prof work(int(1e5))

*** Profile stats marshalled to file 'work.prof'.
In [13]:
import pstats
p = pstats.Stats('work.prof')
p.print_stats()
pass
Mon Feb 18 22:57:50 2019    work.prof

         10200402 function calls in 1.377 seconds

   Random listing order was used

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
       11    0.000    0.000    0.000    0.000 {method 'items' of 'dict' objects}
        1    0.000    0.000    1.377    1.377 {built-in method builtins.exec}
       11    0.000    0.000    0.000    0.000 {built-in method builtins.isinstance}
      102    0.621    0.006    1.374    0.013 {built-in method builtins.sum}
        1    0.000    0.000    1.377    1.377 <ipython-input-10-32cd1fde8562>:14(work)
        1    0.000    0.000    0.016    0.016 <ipython-input-10-32cd1fde8562>:7(foo3)
        1    0.000    0.000    1.346    1.346 <ipython-input-10-32cd1fde8562>:11(foo4)
        1    0.000    0.000    1.377    1.377 <string>:1(<module>)
 10200102    0.753    0.000    0.753    0.000 <ipython-input-10-32cd1fde8562>:5(<genexpr>)
       11    0.001    0.000    0.003    0.000 <ipython-input-10-32cd1fde8562>:1(foo1)
      102    0.000    0.000    1.374    0.013 <ipython-input-10-32cd1fde8562>:4(foo2)
        1    0.000    0.000    1.346    1.346 <ipython-input-10-32cd1fde8562>:12(<listcomp>)
       11    0.001    0.000    0.001    0.000 {built-in method numpy.arange}
       11    0.001    0.000    0.001    0.000 {method 'reduce' of 'numpy.ufunc' objects}
       11    0.000    0.000    0.000    0.000 /home/pierre/.pyenv/versions/3.7.1/lib/python3.7/site-packages/numpy/core/fromnumeric.py:70(<dictcomp>)
       11    0.000    0.000    0.001    0.000 /home/pierre/.pyenv/versions/3.7.1/lib/python3.7/site-packages/numpy/core/fromnumeric.py:69(_wrapreduction)
       11    0.000    0.000    0.001    0.000 /home/pierre/.pyenv/versions/3.7.1/lib/python3.7/site-packages/numpy/core/fromnumeric.py:1966(sum)
        1    0.000    0.000    0.002    0.002 <ipython-input-10-32cd1fde8562>:8(<listcomp>)
        1    0.000    0.000    0.000    0.000 {method 'disable' of '_lsprof.Profiler' objects}


In [14]:
p.sort_stats('time', 'cumulative').print_stats('foo')
pass
Mon Feb 18 22:57:50 2019    work.prof

         10200402 function calls in 1.377 seconds

   Ordered by: internal time, cumulative time
   List reduced from 19 to 4 due to restriction <'foo'>

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
       11    0.001    0.000    0.003    0.000 <ipython-input-10-32cd1fde8562>:1(foo1)
      102    0.000    0.000    1.374    0.013 <ipython-input-10-32cd1fde8562>:4(foo2)
        1    0.000    0.000    0.016    0.016 <ipython-input-10-32cd1fde8562>:7(foo3)
        1    0.000    0.000    1.346    1.346 <ipython-input-10-32cd1fde8562>:11(foo4)


In [15]:
p.sort_stats('ncalls').print_stats(5)
pass
Mon Feb 18 22:57:50 2019    work.prof

         10200402 function calls in 1.377 seconds

   Ordered by: call count
   List reduced from 19 to 5 due to restriction <5>

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
 10200102    0.753    0.000    0.753    0.000 <ipython-input-10-32cd1fde8562>:5(<genexpr>)
      102    0.621    0.006    1.374    0.013 {built-in method builtins.sum}
      102    0.000    0.000    1.374    0.013 <ipython-input-10-32cd1fde8562>:4(foo2)
       11    0.000    0.000    0.000    0.000 {method 'items' of 'dict' objects}
       11    0.000    0.000    0.000    0.000 {built-in method builtins.isinstance}


Optimizing a function

Our example will be to optimize a function that calculates the pairwise distance between a set of vectors.

We first use a built-in function fromscipy to check that our answers are right and also to benchmark how our code compares in speed to an optimized compiled routine.

In [16]:
from scipy.spatial.distance import squareform, pdist
In [17]:
n = 100
p = 100
xs = np.random.random((n, p))
In [18]:
sol = squareform(pdist(xs))
In [19]:
%timeit -r3 -n10 squareform(pdist(xs))
349 µs ± 52.4 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Python

Simple version

In [20]:
def pdist_py(xs):
    """Unvectorized Python."""
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(n):
            for k in range(p):
                A[i,j] += (xs[i, k] - xs[j, k])**2
            A[i,j] = np.sqrt(A[i,j])
    return A

Note that we

  • first check that the output is right

  • then check how fast the code is

In [21]:
func = pdist_py
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
618 ms ± 3.05 ms per loop (mean ± std. dev. of 3 runs, 10 loops each)

Exploiting symmetry

In [22]:
def pdist_sym(xs):
    """Unvectorized Python."""
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(i+1, n):
            for k in range(p):
                A[i,j] += (xs[i, k] - xs[j, k])**2
            A[i,j] = np.sqrt(A[i,j])
    A += A.T
    return A
In [23]:
func = pdist_sym
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
292 ms ± 2.15 ms per loop (mean ± std. dev. of 3 runs, 10 loops each)

Vectorizing inner loop

In [24]:
def pdist_vec(xs):
    """Vectorize inner loop."""
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(i+1, n):
            A[i,j] = np.sqrt(np.sum((xs[i] - xs[j])**2))
    A += A.T
    return A
In [25]:
func = pdist_vec
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
30 ms ± 309 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Broadcasting and vectorizing

Note that the broadcast version does twice as much work as it does not exploit symmetry.

In [26]:
def pdist_numpy(xs):
    """Fully vectroized version."""
    return np.sqrt(np.square(xs[:, None] - xs[None, :]).sum(axis=-1))
In [27]:
func = pdist_numpy
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 squareform(func(xs))
True
6.33 ms ± 471 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

JIT with numba

We use the numba.jit decorator which will trigger generation and execution of compiled code when the function is first called.

In [28]:
from numba import jit

Using jit as a function

In [29]:
pdist_numba_py = jit(pdist_py, nopython=True, cache=True)
In [30]:
func = pdist_numba_py
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
1.5 ms ± 2.5 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Using jit as a decorator

In [31]:
@jit(nopython=True, cache=True)
def pdist_numba_py_1(xs):
    """Unvectorized Python."""
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(n):
            for k in range(p):
                A[i,j] += (xs[i, k] - xs[j, k])**2
            A[i,j] = np.sqrt(A[i,j])
    return A
In [32]:
func = pdist_numba_py_1
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
1.54 ms ± 73.4 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Can we make the code faster?

Note that in the inner loop, we are updating a matrix when we only need to update a scalar. Let’s fix this.

In [33]:
@jit(nopython=True, cache=True)
def pdist_numba_py_2(xs):
    """Unvectorized Python."""
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(n):
            d = 0.0
            for k in range(p):
                d += (xs[i, k] - xs[j, k])**2
            A[i,j] = np.sqrt(d)
    return A
In [34]:
func = pdist_numba_py_2
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
949 µs ± 12.8 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Can we make the code even faster?

We can also try to exploit symmetry.

In [35]:
@jit(nopython=True, cache=True)
def pdist_numba_py_sym(xs):
    """Unvectorized Python."""
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(i+1, n):
            d = 0.0
            for k in range(p):
                d += (xs[i, k] - xs[j, k])**2
            A[i,j] = np.sqrt(d)
    A += A.T
    return A
In [36]:
func = pdist_numba_py_sym
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
498 µs ± 16.5 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Does jit work with vectorized code?

In [37]:
pdist_numba_vec = jit(pdist_vec, nopython=True, cache=True)
In [38]:
%timeit -r3 -n10 pdist_vec(xs)
29.9 ms ± 563 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)
In [39]:
func = pdist_numba_vec
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
1.12 ms ± 70.8 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Does jit work with broadcasting?

In [40]:
pdist_numba_numpy = jit(pdist_numpy, nopython=True, cache=True)
In [41]:
%timeit -r3 -n10 pdist_numpy(xs)
6.35 ms ± 847 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)
In [42]:
func = pdist_numba_numpy
try:
    print(np.allclose(func(xs), sol))
    %timeit -r3 -n10 func(xs)
except Exception as e:
    print(e)
Failed in nopython mode pipeline (step: nopython frontend)
Invalid use of Function(<built-in function getitem>) with argument(s) of type(s): (array(float64, 2d, C), (slice<a:b>, none))
 * parameterized
In definition 0:
    All templates rejected with literals.
In definition 1:
    All templates rejected without literals.
In definition 2:
    All templates rejected with literals.
In definition 3:
    All templates rejected without literals.
In definition 4:
    All templates rejected with literals.
In definition 5:
    All templates rejected without literals.
In definition 6:
    TypeError: unsupported array index type none in (slice<a:b>, none)
    raised from /home/pierre/.pyenv/versions/3.7.1/lib/python3.7/site-packages/numba/typing/arraydecl.py:71
In definition 7:
    TypeError: unsupported array index type none in (slice<a:b>, none)
    raised from /home/pierre/.pyenv/versions/3.7.1/lib/python3.7/site-packages/numba/typing/arraydecl.py:71
This error is usually caused by passing an argument of a type that is unsupported by the named function.
[1] During: typing of intrinsic-call at <ipython-input-26-f5984e680640> (3)
[2] During: typing of static-get-item at <ipython-input-26-f5984e680640> (3)

File "<ipython-input-26-f5984e680640>", line 3:
def pdist_numpy(xs):
    <source elided>
    """Fully vectroized version."""
    return np.sqrt(np.square(xs[:, None] - xs[None, :]).sum(axis=-1))
    ^

This is not usually a problem with Numba itself but instead often caused by
the use of unsupported features or an issue in resolving types.

To see Python/NumPy features supported by the latest release of Numba visit:
http://numba.pydata.org/numba-doc/dev/reference/pysupported.html
and
http://numba.pydata.org/numba-doc/dev/reference/numpysupported.html

For more information about typing errors and how to debug them visit:
http://numba.pydata.org/numba-doc/latest/user/troubleshoot.html#my-code-doesn-t-compile

If you think your code should work with Numba, please report the error message
and traceback, along with a minimal reproducer at:
https://github.com/numba/numba/issues/new

We need to use reshape to broadcast

In [43]:
def pdist_numpy_(xs):
    """Fully vectroized version."""
    return np.sqrt(np.square(xs.reshape(n,1,p) - xs.reshape(1,n,p)).sum(axis=-1))
In [44]:
pdist_numba_numpy_ = jit(pdist_numpy_, nopython=True, cache=True)
In [45]:
%timeit -r3 -n10 pdist_numpy_(xs)
6.31 ms ± 655 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)
In [46]:
func = pdist_numba_numpy_
print(np.allclose(func(xs), sol))
%timeit -r3 -n10 func(xs)
True
4.28 ms ± 342 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)

Summary

  • numba appears to work best with converting fairly explicit Python code

  • This might change in the future as the numba JIT compiler becomes more sophisticated

  • Always check optimized code for correctness

  • We can use timeit magic as a simple way to benchmark functions

Cython

Cython is an Ahead Of Time (AOT) compiler. It compiles the code and replaces the function invoked with the compiled version.

In the notebook, calling %cython -a magic shows code colored by how many Python C API calls are being made. You want to reduce the yellow as much as possible.

In [47]:
%%cython -a

import numpy as np

def pdist_cython_1(xs):
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(i+1, n):
            d = 0.0
            for k in range(p):
                d += (xs[i,k] - xs[j,k])**2
            A[i,j] = np.sqrt(d)
    A += A.T
    return A
Out[47]:
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In [48]:
def pdist_base(xs):
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    A += A.T
    return A
In [49]:
%timeit -r3 -n1 pdist_base(xs)
237 ms ± 2.13 ms per loop (mean ± std. dev. of 3 runs, 1 loop each)
In [50]:
func = pdist_cython_1
print(np.allclose(func(xs), sol))
%timeit -r3 -n1 func(xs)
True
197 ms ± 2.84 ms per loop (mean ± std. dev. of 3 runs, 1 loop each)

Cython with static types

  • We provide types for all variables so that Cython can optimize their compilation to C code.

  • Note numpy functions are optimized for working with ndarrays and have unnecessary overhead for scalars. We therefor replace them with math functions from the C math library.

In [51]:
%%cython -a

import cython
import numpy as np
cimport numpy as np
from libc.math cimport sqrt, pow

@cython.boundscheck(False)
@cython.wraparound(False)
def pdist_cython_2(double[:, :] xs):
    cdef int n, p
    cdef int i, j, k
    cdef double[:, :] A
    cdef double d

    n = xs.shape[0]
    p = xs.shape[1]
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(i+1, n):
            d = 0.0
            for k in range(p):
                d += pow(xs[i,k] - xs[j,k],2)
            A[i,j] = sqrt(d)
    for i in range(1, n):
        for j in range(i):
            A[i, j] = A[j, i]
    return A
Out[51]:
Cython: _cython_magic_efcc1f03bfdefb1e5f74172d328a4a07.pyx

Generated by Cython 0.29.2

Yellow lines hint at Python interaction.
Click on a line that starts with a "+" to see the C code that Cython generated for it.

 01: 
+02: import cython
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 04: cimport numpy as np
 05: from libc.math cimport sqrt, pow
 06: 
 07: @cython.boundscheck(False)
 08: @cython.wraparound(False)
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 10:     cdef int n, p
 11:     cdef int i, j, k
 12:     cdef double[:, :] A
 13:     cdef double d
 14: 
+15:     n = xs.shape[0]
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    }
  }
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In [52]:
func = pdist_cython_2
print(np.allclose(func(xs), sol))
%timeit -r3 -n1 func(xs)
True
539 µs ± 36.5 µs per loop (mean ± std. dev. of 3 runs, 1 loop each)

Wrapping C++ cdoe

Function to port

def pdist_base(xs):
    n, p = xs.shape
    A = np.zeros((n, n))
    for i in range(n):
        for j in range(i+1, n):
            d = 0.0
            for k in range(p):
                d += (xs[i,k] - xs[j,k])**2
            A[i,j] = np.sqrt(d)
    A += A.T
    return A

First check that the function works as expected

In [53]:
%%file main.cpp
#include <iostream>
#include <Eigen/Dense>
#include <cmath>

using std::cout;

// takes numpy array as input and returns another numpy array
Eigen::MatrixXd pdist(Eigen::MatrixXd xs) {
    int n = xs.rows() ;
    int p = xs.cols();

    Eigen::MatrixXd A = Eigen::MatrixXd::Zero(n, n);
    for (int i=0; i<n; i++) {
        for (int j=i+1; j<n; j++) {
            double d = 0;
            for (int k=0; k<p; k++) {
                d += std::pow(xs(i,k) - xs(j,k), 2);
            }
            A(i, j) = std::sqrt(d);
        }
    }
    A += A.transpose().eval();

    return A;
}

int main() {
    using namespace Eigen;

    MatrixXd A(3,2);
    A << 0, 0,
         3, 4,
         5, 12;
    std::cout << pdist(A) << "\n";
}
Overwriting main.cpp
In [54]:
%%bash

g++ -o main.exe main.cpp -I./eigen3
In [55]:
%%bash

./main.exe
      0       5      13
      5       0 8.24621
     13 8.24621       0
In [56]:
A = np.array([
    [0, 0],
    [3, 4],
    [5, 12]
])
In [57]:
squareform(pdist(A))
Out[57]:
array([[ 0.        ,  5.        , 13.        ],
       [ 5.        ,  0.        ,  8.24621125],
       [13.        ,  8.24621125,  0.        ]])

Now use the boiler plate for wrapping

In [58]:
%%file wrap.cpp
<%
cfg['compiler_args'] = ['-std=c++11']
cfg['include_dirs'] = ['./eigen3']
setup_pybind11(cfg)
%>

#include <pybind11/pybind11.h>
#include <pybind11/eigen.h>

// takes numpy array as input and returns another numpy array
Eigen::MatrixXd pdist(Eigen::MatrixXd xs) {
    int n = xs.rows() ;
    int p = xs.cols();

    Eigen::MatrixXd A = Eigen::MatrixXd::Zero(n, n);
    for (int i=0; i<n; i++) {
        for (int j=i+1; j<n; j++) {
            double d = 0;
            for (int k=0; k<p; k++) {
                d += std::pow(xs(i,k) - xs(j,k), 2);
            }
            A(i, j) = std::sqrt(d);
        }
    }
    A += A.transpose().eval();

    return A;
}

PYBIND11_PLUGIN(wrap) {
    pybind11::module m("wrap", "auto-compiled c++ extension");
    m.def("pdist", &pdist);
    return m.ptr();
}
Overwriting wrap.cpp
In [59]:
import cppimport
import numpy as np

code = cppimport.imp("wrap")
print(code.pdist(A))
[[ 0.          5.         13.        ]
 [ 5.          0.          8.24621125]
 [13.          8.24621125  0.        ]]
In [60]:
func = code.pdist
print(np.allclose(func(xs), sol))
%timeit -r3 -n1 func(xs)
True
604 µs ± 61.5 µs per loop (mean ± std. dev. of 3 runs, 1 loop each)

Pythran and Transonic

Pythran is an ahead-of-time (AOT) compiler for a subset of the Python language, with a focus on scientific computing. It takes a Python module annotated with a few interface description and turns it into a native Python module with the same interface, but (hopefully) faster.

Transonic is a pure Python package (requiring Python >= 3.6) to easily accelerate modern Python-Numpy code with different accelerators (like Cython, Pythran, Numba, etc…) opportunistically (i.e. if/when they are available). However, Transonic is a very young project so as of today, only Pythran is supported. Here, we use Transonic to use Pythran as a just-in-time compiler.

In [61]:
from transonic import jit

# transonic import numpy as np

functions = {"py": pdist_py, "sym": pdist_sym, "vec": pdist_vec}
functions_trans = {key: jit(func) for key, func in functions.items()}

for func in functions_trans.values():
    assert np.allclose(func(xs), sol)
In [62]:
from transonic import wait_for_all_extensions

wait_for_all_extensions()
In [63]:
for key, func in functions.items():
    print(key, "not compiled:")
    assert np.allclose(func(xs), sol)
    %timeit -r3 -n10 func(xs)
    func = functions_trans[key]
    print(key, "compiled:")
    assert np.allclose(func(xs), sol)
    %timeit -r10 -n100 func(xs)
py not compiled:
857 ms ± 5.68 ms per loop (mean ± std. dev. of 3 runs, 10 loops each)
py compiled:
864 µs ± 8.17 µs per loop (mean ± std. dev. of 10 runs, 100 loops each)
sym not compiled:
421 ms ± 4.27 ms per loop (mean ± std. dev. of 3 runs, 10 loops each)
sym compiled:
434 µs ± 5.14 µs per loop (mean ± std. dev. of 10 runs, 100 loops each)
vec not compiled:
31 ms ± 65.1 µs per loop (mean ± std. dev. of 3 runs, 10 loops each)
vec compiled:
117 µs ± 270 ns per loop (mean ± std. dev. of 10 runs, 100 loops each)