Efficient way to create an array that is a sequence of variable length ranges in numpy

You could use accumulation:

def my_sequences(x):
    x = x[x != 0] # you can skip this if you do not have 0s in x.

    # Create result array, filled with ones:
    y = np.cumsum(x, dtype=np.intp)
    a = np.ones(y[-1], dtype=np.intp)

    # Set all beginnings to - previous length:
    a[y[:-1]] -= x[:-1]

    # and just add it all up (btw. np.add.accumulate is equivalent):
    return np.cumsum(a, out=a) # here, in-place should be safe.

(One word of caution: If you result array would be larger then the possible size np.iinfo(np.intp).max this might with some bad luck return wrong results instead of erroring out cleanly...)

And because everyone always wants timings (compared to Ophion's) method:

In [11]: x = np.random.randint(0, 20, 1000000)

In [12]: %timeit ua,uind=np.unique(x,return_inverse=True);a=[np.arange(1,k+1) for k in ua];np.concatenate(np.take(a,uind))
1 loops, best of 3: 753 ms per loop

In [13]: %timeit my_sequences(x)
1 loops, best of 3: 191 ms per loop

of course the my_sequences function will not ill-perform when the values of x get large.

First idea; prevent multiple calls to np.arange and concatenate should be much faster then hstack:

import numpy as np
x=np.array([5,7,2])

>>>a=np.arange(1,x.max()+1)
>>> np.hstack([a[:k] for k in x])
array([1, 2, 3, 4, 5, 1, 2, 3, 4, 5, 6, 7, 1, 2])

>>> np.concatenate([a[:k] for k in x])
array([1, 2, 3, 4, 5, 1, 2, 3, 4, 5, 6, 7, 1, 2])

If there are many nonunique values this seems more efficient:

>>>ua,uind=np.unique(x,return_inverse=True)
>>>a=[np.arange(1,k+1) for k in ua]
>>>np.concatenate(np.take(a,uind))

array([1, 2, 3, 4, 5, 1, 2, 3, 4, 5, 6, 7, 1, 2])

Some timings for your case:

x=np.random.randint(0,20,1000000) 

Original code

#Using hstack
%timeit np.hstack([np.arange(1,n+1) for n in x])
1 loops, best of 3: 7.46 s per loop

#Using concatenate
%timeit np.concatenate([np.arange(1,n+1) for n in x])
1 loops, best of 3: 5.27 s per loop

First code:

#Using hstack
%timeit a=np.arange(1,x.max()+1);np.hstack([a[:k] for k in x])
1 loops, best of 3: 3.03 s per loop

#Using concatenate
%timeit a=np.arange(1,x.max()+1);np.concatenate([a[:k] for k in x])
10 loops, best of 3: 998 ms per loop

Second code:

%timeit ua,uind=np.unique(x,return_inverse=True);a=[np.arange(1,k+1) for k in ua];np.concatenate(np.take(a,uind))
10 loops, best of 3: 522 ms per loop

Looks like we gain a 14x speedup with the final code.

Small sanity check:

ua,uind=np.unique(x,return_inverse=True)
a=[np.arange(1,k+1) for k in ua]
out=np.concatenate(np.take(a,uind))

>>>out.shape
(9498409,)

>>>np.sum(x)
9498409