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POCython error message: Buffer has wrong number of dimensions (expected 1, got 2)
 

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  1. POCython error message: Buffer has wrong number of dimensions (expected 1, got 2)
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    <p>I'm trying to code the least squares estimator in Cython for learning purposes. I got this basic version working:</p> <pre><code>import cython import numpy as np from scipy.linalg import inv cimport numpy as np def ols_c(np.ndarray x, np.ndarray y): cdef int nrowx = x.shape[0] cdef int ncolx = x.shape[1] cdef np.ndarray beta = np.zeros([ncolx,1], dtype=float) cdef np.ndarray a1 = np.zeros([ncolx, ncolx], dtype=float) cdef np.ndarray a2 = np.zeros([ncolx, nrowx], dtype=float) a1 = inv(np.dot(x.T,x)) a2 = np.dot(a1,x.T) beta = np.dot(a2,y) return(beta) </code></pre> <p>which is slightly slower than this Numpy version:</p> <pre><code>import numpy as np from scipy.linalg import inv def ols(x,y): a1 = inv(np.dot(x.T,x)) a2 = np.dot(a1,x.T) beta = np.dot(a2,y) return(beta) </code></pre> <p>I guess this is likely due to inefficient array indexing. Following tutorials on the internet, I modified the basic Cython version like this:</p> <pre><code>import cython import numpy as np from scipy.linalg import inv cimport numpy as np DTYPE = np.float ctypedef np.float_t DTYPE_t def ols_c(np.ndarray[DTYPE_t, ndim=2] x, np.ndarray[DTYPE_t, ndim=1] y): cdef int nrowx = x.shape[0] cdef int ncolx = x.shape[1] cdef np.ndarray[DTYPE_t, ndim=1] beta = np.zeros([ncolx,1], dtype=float) cdef np.ndarray[DTYPE_t, ndim=2] a1 = np.zeros([ncolx, ncolx], dtype=float) cdef np.ndarray[DTYPE_t, ndim=2] a2 = np.zeros([ncolx, nrowx], dtype=float) a1 = inv(np.dot(x.T,x)) a2 = np.dot(a1,x.T) beta = np.dot(a2,y) return(beta) </code></pre> <p>But now it doesn't work, I get the following error message:</p> <pre><code>ValueError: Buffer has wrong number of dimensions (expected 1, got 2) </code></pre> <p>What causes this error? I also have some other questions:</p> <p>What do these 2 lines actually do?</p> <pre><code>DTYPE = np.float ctypedef np.float_t DTYPE_t </code></pre> <p>Also, if I understand correctly typing this cdef np.ndarray[DTYPE_t, ndim=2] x = np.zeros([ncol, nrow], dtype=float) creates a two-dimensional array x with number of columns equal to ncol and row equal to nrow, that contain floats. But what does [DTYPE_t, ndim=2] actually does? I haven't found any documentation on this.</p> <p>Thank you in advance for your answers!</p> <p>EDIT: looks like if I replace DTYPE_t with double and comment these two lines: </p> <pre><code>DTYPE = np.float ctypedef np.float_t DTYPE_t </code></pre> <p>HOwever, execution is still slow. What can I do to speed things up?</p>
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    1. COWhich line causes the exception? I see one potential problem - beta is defined as 1-dimensional, but its value is given as 2-dimensional (dimensions of size 1 still count as dimensions)
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    2. COThank you for your answer. I defined beta as 1-dimensional because it is a vector, is that wrong? I thought that ndim=1 was for objects that had only one axis, ndim=2 for two-dimensional arrays, ndim=3 for 3-dimensional arrays, etc…
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    3. COThe value which you assign to beta, np.zeros([ncolx,1]) is actually a 2-dimensional array. Having a second dimension of length one is not the same thing as being a one-dimensional array.
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