ch04.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# NumPy Basics: Arrays and Vectorized Computation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "%matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "from __future__ import division\n",
    "from numpy.random import randn\n",
    "import numpy as np\n",
    "np.set_printoptions(precision=4, suppress=True)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## The NumPy ndarray: a multidimensional array object"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data = randn(2, 3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data\n",
    "data * 10\n",
    "data + data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data.shape\n",
    "data.dtype"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Creating ndarrays"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data1 = [6, 7.5, 8, 0, 1]\n",
    "arr1 = np.array(data1)\n",
    "arr1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data2 = [[1, 2, 3, 4], [5, 6, 7, 8]]\n",
    "arr2 = np.array(data2)\n",
    "arr2\n",
    "arr2.ndim\n",
    "arr2.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr1.dtype\n",
    "arr2.dtype"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "np.zeros(10)\n",
    "np.zeros((3, 6))\n",
    "np.empty((2, 3, 2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "np.arange(15)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Data Types for ndarrays"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr1 = np.array([1, 2, 3], dtype=np.float64)\n",
    "arr2 = np.array([1, 2, 3], dtype=np.int32)\n",
    "arr1.dtype\n",
    "arr2.dtype"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.array([1, 2, 3, 4, 5])\n",
    "arr.dtype\n",
    "float_arr = arr.astype(np.float64)\n",
    "float_arr.dtype"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.array([3.7, -1.2, -2.6, 0.5, 12.9, 10.1])\n",
    "arr\n",
    "arr.astype(np.int32)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "numeric_strings = np.array(['1.25', '-9.6', '42'], dtype=np.string_)\n",
    "numeric_strings.astype(float)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "int_array = np.arange(10)\n",
    "calibers = np.array([.22, .270, .357, .380, .44, .50], dtype=np.float64)\n",
    "int_array.astype(calibers.dtype)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "empty_uint32 = np.empty(8, dtype='u4')\n",
    "empty_uint32"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Operations between arrays and scalars"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.array([[1., 2., 3.], [4., 5., 6.]])\n",
    "arr\n",
    "arr * arr\n",
    "arr - arr"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "1 / arr\n",
    "arr ** 0.5"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Basic indexing and slicing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.arange(10)\n",
    "arr\n",
    "arr[5]\n",
    "arr[5:8]\n",
    "arr[5:8] = 12\n",
    "arr"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr_slice = arr[5:8]\n",
    "arr_slice[1] = 12345\n",
    "arr\n",
    "arr_slice[:] = 64\n",
    "arr"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr2d = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])\n",
    "arr2d[2]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr2d[0][2]\n",
    "arr2d[0, 2]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr3d = np.array([[[1, 2, 3], [4, 5, 6]], [[7, 8, 9], [10, 11, 12]]])\n",
    "arr3d"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr3d[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "old_values = arr3d[0].copy()\n",
    "arr3d[0] = 42\n",
    "arr3d\n",
    "arr3d[0] = old_values\n",
    "arr3d"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr3d[1, 0]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Indexing with slices"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr[1:6]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr2d\n",
    "arr2d[:2]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr2d[:2, 1:]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr2d[1, :2]\n",
    "arr2d[2, :1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr2d[:, :1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr2d[:2, 1:] = 0"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Boolean indexing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "names = np.array(['Bob', 'Joe', 'Will', 'Bob', 'Will', 'Joe', 'Joe'])\n",
    "data = randn(7, 4)\n",
    "names\n",
    "data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "names == 'Bob'"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data[names == 'Bob']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data[names == 'Bob', 2:]\n",
    "data[names == 'Bob', 3]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "names != 'Bob'\n",
    "data[-(names == 'Bob')]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "mask = (names == 'Bob') | (names == 'Will')\n",
    "mask\n",
    "data[mask]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data[data < 0] = 0\n",
    "data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "data[names != 'Joe'] = 7\n",
    "data"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Fancy indexing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.empty((8, 4))\n",
    "for i in range(8):\n",
    "    arr[i] = i\n",
    "arr"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr[[4, 3, 0, 6]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr[[-3, -5, -7]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# more on reshape in Chapter 12\n",
    "arr = np.arange(32).reshape((8, 4))\n",
    "arr\n",
    "arr[[1, 5, 7, 2], [0, 3, 1, 2]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr[[1, 5, 7, 2]][:, [0, 3, 1, 2]]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr[np.ix_([1, 5, 7, 2], [0, 3, 1, 2])]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Transposing arrays and swapping axes"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.arange(15).reshape((3, 5))\n",
    "arr\n",
    "arr.T"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.random.randn(6, 3)\n",
    "np.dot(arr.T, arr)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.arange(16).reshape((2, 2, 4))\n",
    "arr\n",
    "arr.transpose((1, 0, 2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr\n",
    "arr.swapaxes(1, 2)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Universal Functions: Fast element-wise array functions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.arange(10)\n",
    "np.sqrt(arr)\n",
    "np.exp(arr)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "x = randn(8)\n",
    "y = randn(8)\n",
    "x\n",
    "y\n",
    "np.maximum(x, y) # element-wise maximum"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = randn(7) * 5\n",
    "np.modf(arr)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Data processing using arrays"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "points = np.arange(-5, 5, 0.01) # 1000 equally spaced points\n",
    "xs, ys = np.meshgrid(points, points)\n",
    "ys"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "from matplotlib.pyplot import imshow, title"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "import matplotlib.pyplot as plt\n",
    "z = np.sqrt(xs ** 2 + ys ** 2)\n",
    "z\n",
    "plt.imshow(z, cmap=plt.cm.gray); plt.colorbar()\n",
    "plt.title(\"Image plot of $\\sqrt{x^2 + y^2}$ for a grid of values\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "plt.draw()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Expressing conditional logic as array operations"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "xarr = np.array([1.1, 1.2, 1.3, 1.4, 1.5])\n",
    "yarr = np.array([2.1, 2.2, 2.3, 2.4, 2.5])\n",
    "cond = np.array([True, False, True, True, False])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "result = [(x if c else y)\n",
    "          for x, y, c in zip(xarr, yarr, cond)]\n",
    "result"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "result = np.where(cond, xarr, yarr)\n",
    "result"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = randn(4, 4)\n",
    "arr\n",
    "np.where(arr > 0, 2, -2)\n",
    "np.where(arr > 0, 2, arr) # set only positive values to 2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# Not to be executed\n",
    "\n",
    "result = []\n",
    "for i in range(n):\n",
    "    if cond1[i] and cond2[i]:\n",
    "        result.append(0)\n",
    "    elif cond1[i]:\n",
    "        result.append(1)\n",
    "    elif cond2[i]:\n",
    "        result.append(2)\n",
    "    else:\n",
    "        result.append(3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# Not to be executed\n",
    "\n",
    "np.where(cond1 & cond2, 0,\n",
    "         np.where(cond1, 1,\n",
    "                  np.where(cond2, 2, 3)))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# Not to be executed\n",
    "\n",
    "result = 1 * cond1 + 2 * cond2 + 3 * -(cond1 | cond2)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Mathematical and statistical methods"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.random.randn(5, 4) # normally-distributed data\n",
    "arr.mean()\n",
    "np.mean(arr)\n",
    "arr.sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr.mean(axis=1)\n",
    "arr.sum(0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.array([[0, 1, 2], [3, 4, 5], [6, 7, 8]])\n",
    "arr.cumsum(0)\n",
    "arr.cumprod(1)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Methods for boolean arrays"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = randn(100)\n",
    "(arr > 0).sum() # Number of positive values"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "bools = np.array([False, False, True, False])\n",
    "bools.any()\n",
    "bools.all()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Sorting"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = randn(8)\n",
    "arr\n",
    "arr.sort()\n",
    "arr"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = randn(5, 3)\n",
    "arr\n",
    "arr.sort(1)\n",
    "arr"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "large_arr = randn(1000)\n",
    "large_arr.sort()\n",
    "large_arr[int(0.05 * len(large_arr))] # 5% quantile"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Unique and other set logic"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "names = np.array(['Bob', 'Joe', 'Will', 'Bob', 'Will', 'Joe', 'Joe'])\n",
    "np.unique(names)\n",
    "ints = np.array([3, 3, 3, 2, 2, 1, 1, 4, 4])\n",
    "np.unique(ints)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "sorted(set(names))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "values = np.array([6, 0, 0, 3, 2, 5, 6])\n",
    "np.in1d(values, [2, 3, 6])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## File input and output with arrays"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Storing arrays on disk in binary format"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.arange(10)\n",
    "np.save('some_array', arr)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "np.load('some_array.npy')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "np.savez('array_archive.npz', a=arr, b=arr)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arch = np.load('array_archive.npz')\n",
    "arch['b']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "!rm some_array.npy\n",
    "!rm array_archive.npz"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Saving and loading text files"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "!cat array_ex.txt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "arr = np.loadtxt('array_ex.txt', delimiter=',')\n",
    "arr"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Linear algebra"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "x = np.array([[1., 2., 3.], [4., 5., 6.]])\n",
    "y = np.array([[6., 23.], [-1, 7], [8, 9]])\n",
    "x\n",
    "y\n",
    "x.dot(y)  # equivalently np.dot(x, y)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "np.dot(x, np.ones(3))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "np.random.seed(12345)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "from numpy.linalg import inv, qr\n",
    "X = randn(5, 5)\n",
    "mat = X.T.dot(X)\n",
    "inv(mat)\n",
    "mat.dot(inv(mat))\n",
    "q, r = qr(mat)\n",
    "r"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Random number generation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "samples = np.random.normal(size=(4, 4))\n",
    "samples"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "from random import normalvariate\n",
    "N = 1000000\n",
    "%timeit samples = [normalvariate(0, 1) for _ in xrange(N)]\n",
    "%timeit np.random.normal(size=N)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Example: Random Walks"
   ]
  },
  {
   "cell_type": "raw",
   "metadata": {},
   "source": [
    "import random\n",
    "position = 0\n",
    "walk = [position]\n",
    "steps = 1000\n",
    "for i in xrange(steps):\n",
    "    step = 1 if random.randint(0, 1) else -1\n",
    "    position += step\n",
    "    walk.append(position)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "np.random.seed(12345)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "nsteps = 1000\n",
    "draws = np.random.randint(0, 2, size=nsteps)\n",
    "steps = np.where(draws > 0, 1, -1)\n",
    "walk = steps.cumsum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "walk.min()\n",
    "walk.max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "(np.abs(walk) >= 10).argmax()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Simulating many random walks at once"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "nwalks = 5000\n",
    "nsteps = 1000\n",
    "draws = np.random.randint(0, 2, size=(nwalks, nsteps)) # 0 or 1\n",
    "steps = np.where(draws > 0, 1, -1)\n",
    "walks = steps.cumsum(1)\n",
    "walks"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "walks.max()\n",
    "walks.min()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "hits30 = (np.abs(walks) >= 30).any(1)\n",
    "hits30\n",
    "hits30.sum() # Number that hit 30 or -30"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "crossing_times = (np.abs(walks[hits30]) >= 30).argmax(1)\n",
    "crossing_times.mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "steps = np.random.normal(loc=0, scale=0.25,\n",
    "                         size=(nwalks, nsteps))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
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