When it comes to writing code, I have always been a believer of the rules of optimization, which state:
The first rule of optimization is: Don’t do it.
The second rule of optimization (for experts only) is: Don’t do it yet.
These rules exist because, in general, if you try to rewrite your code to get a speed up, you will probably waste a lot of time and end up with code that is unreadable, fragile and that only runs a few milliseconds faster. This is especially true in scientific computing, where we are writing in high level languages, which use highly optimized libraries to perform computationally intensive tasks.
However, there are times when those rules of optimization can be broken. And there is a super simple way of leveraging parallel programming in Python that can give you a >10x speed up.
Continue reading