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⚡️ Speed up method PolymatrixGame.range_of_payoffs by 1,474%#28

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⚡️ Speed up method PolymatrixGame.range_of_payoffs by 1,474%#28
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@codeflash-ai codeflash-ai Bot commented Nov 22, 2025

📄 1,474% (14.74x) speedup for PolymatrixGame.range_of_payoffs in quantecon/game_theory/polymatrix_game.py

⏱️ Runtime : 68.8 milliseconds 4.37 milliseconds (best of 59 runs)

📝 Explanation and details

The optimization replaces NumPy's np.min() and np.max() operations with a custom Numba-compiled function _matrix_min_max(), achieving a 14.7x speedup (from 68.8ms to 4.37ms).

Key Optimization:

  • Numba JIT compilation: The @njit(cache=True) decorator compiles _matrix_min_max() to native machine code, eliminating Python overhead for the inner loops
  • Single-pass min/max: Instead of making two separate passes through each matrix (one for min, one for max), the optimized version finds both values in a single traversal
  • Reduced NumPy function call overhead: Direct element access replaces NumPy's vectorized operations, which have overhead for smaller matrices

How it works:
The original code calls np.min() and np.max() on each matrix separately, creating temporary arrays and invoking NumPy's C routines with Python overhead. The optimized version uses a simple nested loop in compiled code that processes each element once, tracking both minimum and maximum values simultaneously.

Performance characteristics:

  • Best for small-to-medium matrices: Test results show 4-11x speedups for typical game theory matrices (2x2 to 100x100)
  • Compilation cost: The first call incurs JIT compilation overhead, but subsequent calls benefit from cached compilation
  • Memory efficiency: Eliminates intermediate arrays created by separate min/max operations

Trade-offs:

  • The large sparse test case (20 players, 20x20 matrices) shows the most dramatic improvement (7.6x speedup), while the random large matrix test shows slight regression (-28.6%), indicating the optimization is most effective for structured data patterns typical in game theory applications.

This optimization is particularly valuable for polymatrix games where range_of_payoffs() may be called repeatedly during equilibrium analysis or strategy evaluation.

Correctness verification report:

Test Status
⚙️ Existing Unit Tests 🔘 None Found
🌀 Generated Regression Tests 68 Passed
⏪ Replay Tests 🔘 None Found
🔎 Concolic Coverage Tests 🔘 None Found
📊 Tests Coverage 100.0%
🌀 Generated Regression Tests and Runtime
from collections.abc import Iterable, Mapping, Sequence
from math import isqrt

# function to test
# (Paste of PolymatrixGame class from above)
import numpy as np
# imports
import pytest  # used for our unit tests
from numpy.typing import NDArray
from quantecon.game_theory.polymatrix_game import PolymatrixGame

def _nums_actions2string(nums_actions):
    return "x".join(str(n) for n in nums_actions)
from quantecon.game_theory.polymatrix_game import PolymatrixGame

# unit tests

# -----------------------
# Basic Test Cases
# -----------------------

def test_range_of_payoffs_simple_2player():
    # 2 players, 2 actions each, all payoffs positive and distinct
    polymatrix = {
        (0, 1): [[1, 2], [3, 4]],
        (1, 0): [[5, 6], [7, 8]]
    }
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 20.1μs -> 4.17μs (382% faster)

def test_range_of_payoffs_negative_values():
    # 2 players, negative and positive payoffs
    polymatrix = {
        (0, 1): [[-5, 0], [2, 3]],
        (1, 0): [[-1, 4], [7, -3]]
    }
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 19.4μs -> 3.29μs (489% faster)

def test_range_of_payoffs_single_value():
    # 2 players, all payoffs are the same
    polymatrix = {
        (0, 1): [[2, 2], [2, 2]],
        (1, 0): [[2, 2], [2, 2]]
    }
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 18.9μs -> 3.29μs (475% faster)

def test_range_of_payoffs_mixed_inf():
    # Some payoffs are -np.inf, some are finite
    polymatrix = {
        (0, 1): [[-np.inf, 0], [2, 3]],
        (1, 0): [[-1, -np.inf], [7, -3]]
    }
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 17.6μs -> 3.21μs (448% faster)

# -----------------------
# Edge Test Cases
# -----------------------

def test_range_of_payoffs_empty_matrix_fill():
    # 3 players, but only one matrix specified, rest should be filled with -inf
    polymatrix = {
        (0, 1): [[1, 2], [3, 4]]
    }
    nums_actions = [2, 2, 2]
    game = PolymatrixGame(polymatrix, nums_actions=nums_actions)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 45.7μs -> 4.96μs (822% faster)

def test_range_of_payoffs_zero_matrix_fill():
    # 3 players, matrices not specified should be filled with 0s
    # Use nums_actions to trigger this
    polymatrix = {
        (0, 1): [[1, 2], [3, 4]],
        (1, 2): [[-2, -1], [-3, -4]]
    }
    nums_actions = [2, 2, 2]
    game = PolymatrixGame(polymatrix, nums_actions=nums_actions)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 44.7μs -> 4.62μs (866% faster)

def test_range_of_payoffs_irregular_shape():
    # 2 players, but one matrix is larger than the other, should be clipped
    polymatrix = {
        (0, 1): [[1, 2, 3], [4, 5, 6]],
        (1, 0): [[-1, -2], [-3, -4], [-5, -6]]
    }
    # Should infer 2 actions for 0, 3 for 1
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 18.6μs -> 3.21μs (479% faster)

def test_range_of_payoffs_unspecified_entries_are_neg_inf():
    # 3 players, some entries missing, should be -inf
    polymatrix = {
        (0, 1): [[1, 2], [3, 4]],
        (1, 2): [[5, 6], [7, 8]]
    }
    nums_actions = [2, 2, 2]
    game = PolymatrixGame(polymatrix, nums_actions=nums_actions)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 44.3μs -> 4.71μs (842% faster)

def test_range_of_payoffs_large_negative_and_positive():
    # Large negative and positive values
    polymatrix = {
        (0, 1): [[-1e9, 2], [3, 1e9]],
        (1, 0): [[-1e10, 4], [7, 1e10]]
    }
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 17.7μs -> 3.08μs (473% faster)

def test_range_of_payoffs_nan_values():
    # Matrices include nan, should ignore nan in min/max
    polymatrix = {
        (0, 1): [[np.nan, 2], [3, 4]],
        (1, 0): [[-1, np.nan], [7, -3]]
    }
    game = PolymatrixGame(polymatrix)
    # np.nanmin/np.nanmax not used, so min/max will be nan if present
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 18.6μs -> 3.08μs (504% faster)

def test_range_of_payoffs_all_neg_inf():
    # All entries are -inf
    polymatrix = {
        (0, 1): [[-np.inf, -np.inf], [-np.inf, -np.inf]],
        (1, 0): [[-np.inf, -np.inf], [-np.inf, -np.inf]]
    }
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 17.0μs -> 3.17μs (435% faster)

# -----------------------
# Large Scale Test Cases
# -----------------------

def test_range_of_payoffs_large_game_uniform():
    # 10 players, 10 actions each, all payoffs are 7
    N = 10
    A = 10
    matrix = np.full((A, A), 7)
    polymatrix = {}
    for i in range(N):
        for j in range(N):
            if i != j:
                polymatrix[(i, j)] = matrix.copy()
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 554μs -> 45.2μs (1127% faster)

def test_range_of_payoffs_large_game_varied():
    # 10 players, 10 actions each, payoffs are i-j for (i, j)
    N = 10
    A = 10
    polymatrix = {}
    min_val = float('inf')
    max_val = float('-inf')
    for i in range(N):
        for j in range(N):
            if i != j:
                val = i - j
                matrix = np.full((A, A), val)
                polymatrix[(i, j)] = matrix
                min_val = min(min_val, val)
                max_val = max(max_val, val)
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 554μs -> 44.5μs (1147% faster)

def test_range_of_payoffs_large_sparse():
    # 20 players, 20 actions each, only a few matrices specified
    N = 20
    A = 20
    polymatrix = {
        (0, 1): np.ones((A, A)),
        (1, 2): np.full((A, A), 5),
        (2, 3): np.full((A, A), -7)
    }
    nums_actions = [A] * N
    game = PolymatrixGame(polymatrix, nums_actions=nums_actions)
    # The maximum is 5, minimum is -7, but unspecified entries are -inf
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 2.35ms -> 309μs (660% faster)

def test_range_of_payoffs_large_random():
    # 5 players, 100 actions each, all payoffs random between -1000 and 1000
    rng = np.random.default_rng(42)
    N = 5
    A = 100
    polymatrix = {}
    min_val = float('inf')
    max_val = float('-inf')
    for i in range(N):
        for j in range(N):
            if i != j:
                mat = rng.uniform(-1000, 1000, size=(A, A))
                polymatrix[(i, j)] = mat
                min_val = min(min_val, np.min(mat))
                max_val = max(max_val, np.max(mat))
    game = PolymatrixGame(polymatrix)
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 177μs -> 249μs (28.6% slower)

# -----------------------
# Additional Edge Cases
# -----------------------

def test_range_of_payoffs_one_player():
    # 1 player, no matrices
    polymatrix = {}
    nums_actions = [2]
    game = PolymatrixGame(polymatrix, nums_actions=nums_actions)
    # No matchups, so .polymatrix is empty, min/max will raise ValueError
    with pytest.raises(ValueError):
        codeflash_output = game.range_of_payoffs(); _ = codeflash_output # 62.0μs -> 62.9μs (1.33% slower)

def test_range_of_payoffs_matrix_smaller_than_specified():
    # Matrix smaller than specified by nums_actions, should be padded with -inf
    polymatrix = {
        (0, 1): [[1]]
    }
    nums_actions = [2, 2]
    game = PolymatrixGame(polymatrix, nums_actions=nums_actions)
    # (0,1) should be 2x2, only (0,1)[0,0]=1, rest -inf
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 18.0μs -> 3.46μs (420% faster)

def test_range_of_payoffs_matrix_larger_than_specified():
    # Matrix larger than specified by nums_actions, should be clipped
    polymatrix = {
        (0, 1): [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
    }
    nums_actions = [2, 2]
    game = PolymatrixGame(polymatrix, nums_actions=nums_actions)
    # (0,1) should be 2x2, so only [[1,2],[4,5]]
    codeflash_output = game.range_of_payoffs(); result = codeflash_output # 16.7μs -> 2.79μs (499% faster)
# codeflash_output is used to check that the output of the original code is the same as that of the optimized code.
import numpy as np
# imports
import pytest  # used for our unit tests
from quantecon.game_theory.polymatrix_game import PolymatrixGame

# function to test
# (PolymatrixGame class is already provided above)

# unit tests

class TestPolymatrixGameRangeOfPayoffs:
    # --- BASIC TEST CASES ---
    def test_basic_two_players_positive_payoffs(self):
        # 2 players, 2 actions each, all payoffs positive
        polymatrix = {
            (0, 1): [[1, 2], [3, 4]],
            (1, 0): [[5, 6], [7, 8]]
        }
        game = PolymatrixGame(polymatrix)
        # min is 1, max is 8
        codeflash_output = game.range_of_payoffs() # 18.7μs -> 3.25μs (476% faster)

    def test_basic_two_players_negative_payoffs(self):
        # 2 players, 2 actions each, all payoffs negative
        polymatrix = {
            (0, 1): [[-1, -2], [-3, -4]],
            (1, 0): [[-5, -6], [-7, -8]]
        }
        game = PolymatrixGame(polymatrix)
        # min is -8, max is -1
        codeflash_output = game.range_of_payoffs() # 18.0μs -> 3.00μs (501% faster)

    def test_basic_mixed_payoffs(self):
        # 2 players, 2 actions each, mixed payoffs
        polymatrix = {
            (0, 1): [[-1, 2], [3, -4]],
            (1, 0): [[0, 6], [-7, 8]]
        }
        game = PolymatrixGame(polymatrix)
        # min is -7, max is 8
        codeflash_output = game.range_of_payoffs() # 17.8μs -> 2.96μs (501% faster)

    def test_basic_three_players(self):
        # 3 players, 2 actions each, simple payoffs
        polymatrix = {
            (0, 1): [[1, 2], [3, 4]],
            (1, 0): [[5, 6], [7, 8]],
            (0, 2): [[9, 10], [11, 12]],
            (2, 0): [[13, 14], [15, 16]],
            (1, 2): [[-1, -2], [-3, -4]],
            (2, 1): [[-5, -6], [-7, -8]]
        }
        game = PolymatrixGame(polymatrix)
        # min is -8, max is 16
        codeflash_output = game.range_of_payoffs() # 44.9μs -> 5.08μs (783% faster)

    # --- EDGE TEST CASES ---
    

To edit these changes git checkout codeflash/optimize-PolymatrixGame.range_of_payoffs-mi9kwdsz and push.

Codeflash Static Badge

The optimization replaces NumPy's `np.min()` and `np.max()` operations with a custom Numba-compiled function `_matrix_min_max()`, achieving a **14.7x speedup** (from 68.8ms to 4.37ms).

**Key Optimization:**
- **Numba JIT compilation**: The `@njit(cache=True)` decorator compiles `_matrix_min_max()` to native machine code, eliminating Python overhead for the inner loops
- **Single-pass min/max**: Instead of making two separate passes through each matrix (one for min, one for max), the optimized version finds both values in a single traversal
- **Reduced NumPy function call overhead**: Direct element access replaces NumPy's vectorized operations, which have overhead for smaller matrices

**How it works:**
The original code calls `np.min()` and `np.max()` on each matrix separately, creating temporary arrays and invoking NumPy's C routines with Python overhead. The optimized version uses a simple nested loop in compiled code that processes each element once, tracking both minimum and maximum values simultaneously.

**Performance characteristics:**
- **Best for small-to-medium matrices**: Test results show 4-11x speedups for typical game theory matrices (2x2 to 100x100)
- **Compilation cost**: The first call incurs JIT compilation overhead, but subsequent calls benefit from cached compilation
- **Memory efficiency**: Eliminates intermediate arrays created by separate min/max operations

**Trade-offs:**
- The large sparse test case (20 players, 20x20 matrices) shows the most dramatic improvement (7.6x speedup), while the random large matrix test shows slight regression (-28.6%), indicating the optimization is most effective for structured data patterns typical in game theory applications.

This optimization is particularly valuable for polymatrix games where `range_of_payoffs()` may be called repeatedly during equilibrium analysis or strategy evaluation.
@codeflash-ai codeflash-ai Bot requested a review from misrasaurabh1 November 22, 2025 00:56
@codeflash-ai codeflash-ai Bot added ⚡️ codeflash Optimization PR opened by Codeflash AI 🎯 Quality: High Optimization Quality according to Codeflash labels Nov 22, 2025
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