Scipy Performance Comparison
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etotheipluspi commented
This issue discusses performance comparison for multidimensional grid interpolation. GridInterpolations.jl is compared to interpolation done using scipy in Python.
2D interpolation of a 3x3 grid for 10,000 points:
GridInterpolations.jl with Simplex: ~0.065s
Scipy Interpolation: ~0.5s
3D interpolation of a 3x3x3 grid for 1,000,000 points:
GridInterpolations.jl with Simplex: ~3.8s
Scipy Interpolation: ~54s
GridInterpolations.jl is ~7.5X faster for 2D interpolation.
GridInterpolations.jl is ~14X faster for 3D interpolation.
Some details about the scipy implementation:
- Using scipy.spatial.Delaunay for triangulation (not timing this part)
- Using scipy.interpolate.LinearNDInterpolator for the interpolation (timing only this part)
- LinearNDInterpolation is calling the qhull lib