SciPy

SciPy Roadmap

This roadmap page contains only the most important ideas and needs for SciPy going forward. For a more detailed roadmap, including per-submodule status, many more ideas, API stability and more, see Detailed SciPy Roadmap.

Evolve BLAS and LAPACK support

The Python and Cython interfaces to BLAS and LAPACK in scipy.linalg are one of the most important things that SciPy provides. In general scipy.linalg is in good shape, however we can make a number of improvements:

1. Library support. Our released wheels now ship with OpenBLAS, which is currently the only feasible performant option (ATLAS is too slow, MKL cannot be the default due to licensing issues, Accelerate support is dropped because Apple doesn’t update Accelerate anymore). OpenBLAS isn’t very stable though, sometimes its releases break things and it has issues with threading (currently the only issue for using SciPy with PyPy3). We need at the very least better support for debugging OpenBLAS issues, and better documentation on how to build SciPy with it. An option is to use BLIS for a BLAS interface (see numpy gh-7372).

2. Support for newer LAPACK features. In SciPy 1.2.0 we increased the minimum supported version of LAPACK to 3.4.0. Now that we dropped Python 2.7, we can increase that version further (MKL + Python 2.7 was the blocker for >3.4.0 previously) and start adding support for new features in LAPACK.

Implement sparse arrays in addition to sparse matrices

The sparse matrix formats are mostly feature-complete, however the main issue is that they act like numpy.matrix (which will be deprecated in NumPy at some point). What we want is sparse arrays that act like numpy.ndarray. This is being worked on in https://github.com/pydata/sparse, which is quite far along. The tentative plan is:

  • Start depending on pydata/sparse once it’s feature-complete enough (it still needs a CSC/CSR equivalent) and okay performance-wise.
  • Add support for pydata/sparse to scipy.sparse.linalg (and perhaps to scipy.sparse.csgraph after that).
  • Indicate in the documentation that for new code users should prefer pydata/sparse over sparse matrices.
  • When NumPy deprecates numpy.matrix, vendor that or maintain it as a stand-alone package.

Fourier transform enhancements

We want to integrate PocketFFT into scipy.fftpack for significant performance improvements (see this NumPy PR for details), add a backend system to support PyFFTW and mkl-fft, and align the function signatures of numpy.fft and scipy.fftpack.

Support for distributed arrays and GPU arrays

NumPy is splitting its API from its execution engine with __array_function__ and __array_ufunc__. This will enable parts of SciPy to accept distributed arrays (e.g. dask.array.Array) and GPU arrays (e.g. cupy.ndarray) that implement the ndarray interface. At the moment it is not yet clear which algorithms will work out of the box, and if there are significant performance gains when they do. We want to create a map of which parts of the SciPy API work, and improve support over time.

In addition to making use of NumPy protocols like __array_function__, we can make use of these protocols in SciPy as well. That will make it possible to (re)implement SciPy functions like, e.g., those in scipy.signal for Dask or GPU arrays (see NEP 18 - use outside of NumPy).

Improve source builds on Windows

SciPy critically relies on Fortran code. This is still problematic on Windows. There are currently only two options: using Intel Fortran, or using MSVC + gfortran. The former is expensive, while the latter works (it’s what we use for releases) but is quite hard to do correctly. For allowing contributors and end users to reliably build SciPy on Windows, using the Flang compiler looks like the best way forward long-term. Until Flang support materializes, we need to streamline and better document the MSVC + gfortran build.

Improve benchmark system for optimize

scipy.optimize has an extensive set of benchmarks for accuracy and speed of the global optimizers. That has allowed adding new optimizers (shgo and dual_annealing) with significantly better performance than the existing ones. The optimize benchmark system itself is slow and hard to use however; we need to make it faster and make it easier to compare performance of optimizers via plotting performance profiles.

Linear programming enhancements

Recently all known issues with optimize.linprog have been solved. Now we have many ideas for additional functionality (e.g. integer constraints, sparse matrix support, performance improvements), see gh-9269.