Vectorized searchsorted numpy

Assume that I have two arrays A and B, where both A and B are m x n. My goal is now, for each row of A and B, to find where I should insert the elements of row i of A in the corresponding row of B. That is, I wish to apply np.digitize or np.searchsorted to each row of A and B.

My naive solution is to simply iterate over the rows. However, this is far too slow for my application. My question is therefore: is there a vectorized implementation of either algorithm that I haven't managed to find?

We can add each row some offset as compared to the previous row. We would use the same offset for both arrays. The idea is to use np.searchsorted on flattened version of input arrays thereafter and thus each row from b would be restricted to find sorted positions in the corresponding row in a. Additionally, to make it work for negative numbers too, we just need to offset for the minimum numbers as well.

So, we would have a vectorized implementation like so -

def searchsorted2d(a,b):
    m,n = a.shape
    max_num = np.maximum(a.max() - a.min(), b.max() - b.min()) + 1
    r = max_num*np.arange(a.shape[0])[:,None]
    p = np.searchsorted( (a+r).ravel(), (b+r).ravel() ).reshape(m,-1)
    return p - n*(np.arange(m)[:,None])

Runtime test -

In [173]: def searchsorted2d_loopy(a,b):
     ...:     out = np.zeros(a.shape,dtype=int)
     ...:     for i in range(len(a)):
     ...:         out[i] = np.searchsorted(a[i],b[i])
     ...:     return out
     ...: 

In [174]: # Setup input arrays
     ...: a = np.random.randint(11,99,(10000,20))
     ...: b = np.random.randint(11,99,(10000,20))
     ...: a = np.sort(a,1)
     ...: b = np.sort(b,1)
     ...: 

In [175]: np.allclose(searchsorted2d(a,b),searchsorted2d_loopy(a,b))
Out[175]: True

In [176]: %timeit searchsorted2d_loopy(a,b)
10 loops, best of 3: 28.6 ms per loop

In [177]: %timeit searchsorted2d(a,b)
100 loops, best of 3: 13.7 ms per loop

The solution provided by @Divakar is ideal for integer data, but beware of precision issues for floating point values, especially if they span multiple orders of magnitude (e.g. [[1.0, 2,0, 3.0, 1.0e+20],...]). In some cases r may be so large that applying a+r and b+r wipes out the original values you're trying to run searchsorted on, and you're just comparing r to r.

To make the approach more robust for floating-point data, you could embed the row information into the arrays as part of the values (as a structured dtype), and run searchsorted on these structured dtypes instead.

def searchsorted_2d (a, v, side='left', sorter=None):
  import numpy as np

  # Make sure a and v are numpy arrays.
  a = np.asarray(a)
  v = np.asarray(v)

  # Augment a with row id
  ai = np.empty(a.shape,dtype=[('row',int),('value',a.dtype)])
  ai['row'] = np.arange(a.shape[0]).reshape(-1,1)
  ai['value'] = a

  # Augment v with row id
  vi = np.empty(v.shape,dtype=[('row',int),('value',v.dtype)])
  vi['row'] = np.arange(v.shape[0]).reshape(-1,1)
  vi['value'] = v

  # Perform searchsorted on augmented array.
  # The row information is embedded in the values, so only the equivalent rows 
  # between a and v are considered.
  result = np.searchsorted(ai.flatten(),vi.flatten(), side=side, sorter=sorter)

  # Restore the original shape, decode the searchsorted indices so they apply to the original data.
  result = result.reshape(vi.shape) - vi['row']*a.shape[1]

  return result

Edit: The timing on this approach is abysmal!

In [21]: %timeit searchsorted_2d(a,b)
10 loops, best of 3: 92.5 ms per loop

You would be better off just just using map over the array:

In [22]: %timeit np.array(list(map(np.searchsorted,a,b)))
100 loops, best of 3: 13.8 ms per loop

For integer data, @Divakar's approach is still the fastest:

In [23]: %timeit searchsorted2d(a,b)
100 loops, best of 3: 7.26 ms per loop

Vectorized searchsorted numpy

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