Improve interp performance (pydata#4069)

* Fixes 2223

* more tests

* add @requires_scipy to test

* fix tests

* black

* update whatsnew. Added a test for nearest

doc/whats-new.rst

@@ -34,6 +34,13 @@ Breaking changes
   (:pull:`3274`)
   By `Elliott Sales de Andrade <https://github.com/QuLogic>`_
 
+Enhancements
+~~~~~~~~~~~~
+- Performance improvement of :py:meth:`DataArray.interp` and :py:func:`Dataset.interp` 
+  For orthogonal linear- and nearest-neighbor interpolation, we do 1d-interpolation sequentially 
+  rather than interpolating in multidimensional space. (:issue:`2223`)
+  By `Keisuke Fujii <https://github.com/fujiisoup>`_.
+
 New Features
 ~~~~~~~~~~~~
 

xarray/core/missing.py

@@ -619,6 +619,19 @@ def interp(var, indexes_coords, method, **kwargs):
     # default behavior
     kwargs["bounds_error"] = kwargs.get("bounds_error", False)
 
+    # check if the interpolation can be done in orthogonal manner
+    if (
+        len(indexes_coords) > 1
+        and method in ["linear", "nearest"]
+        and all(dest[1].ndim == 1 for dest in indexes_coords.values())
+        and len(set([d[1].dims[0] for d in indexes_coords.values()]))
+        == len(indexes_coords)
+    ):
+        # interpolate sequentially
+        for dim, dest in indexes_coords.items():
+            var = interp(var, {dim: dest}, method, **kwargs)
+        return var
+
     # target dimensions
     dims = list(indexes_coords)
     x, new_x = zip(*[indexes_coords[d] for d in dims])
@@ -659,7 +672,7 @@ def interp_func(var, x, new_x, method, kwargs):
         New coordinates. Should not contain NaN.
     method: string
         {'linear', 'nearest', 'zero', 'slinear', 'quadratic', 'cubic'} for
-        1-dimensional itnterpolation.
+        1-dimensional interpolation.
         {'linear', 'nearest'} for multidimensional interpolation
     **kwargs:
         Optional keyword arguments to be passed to scipy.interpolator

xarray/testing.py

@@ -10,12 +10,7 @@
 from xarray.core.indexes import default_indexes
 from xarray.core.variable import IndexVariable, Variable
 
-__all__ = (
-    "assert_allclose",
-    "assert_chunks_equal",
-    "assert_equal",
-    "assert_identical",
-)
+__all__ = ("assert_allclose", "assert_chunks_equal", "assert_equal", "assert_identical")
 
 
 def _decode_string_data(data):

xarray/tests/test_interp.py

@@ -699,3 +699,21 @@ def test_3641():
     times = xr.cftime_range("0001", periods=3, freq="500Y")
     da = xr.DataArray(range(3), dims=["time"], coords=[times])
     da.interp(time=["0002-05-01"])
+
+
+@requires_scipy
+@pytest.mark.parametrize("method", ["nearest", "linear"])
+def test_decompose(method):
+    da = xr.DataArray(
+        np.arange(6).reshape(3, 2),
+        dims=["x", "y"],
+        coords={"x": [0, 1, 2], "y": [-0.1, -0.3]},
+    )
+    x_new = xr.DataArray([0.5, 1.5, 2.5], dims=["x1"])
+    y_new = xr.DataArray([-0.15, -0.25], dims=["y1"])
+    x_broadcast, y_broadcast = xr.broadcast(x_new, y_new)
+    assert x_broadcast.ndim == 2
+
+    actual = da.interp(x=x_new, y=y_new, method=method).drop(("x", "y"))
+    expected = da.interp(x=x_broadcast, y=y_broadcast, method=method).drop(("x", "y"))
+    assert_allclose(actual, expected)