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  * [http://www.fftw.org FFTW] claims to be the Fastest Fourier Transform in the West.

=== Number Crunching and Related Tools ===

This page lists a number of packages related to numerics, number crunching, signal processing,
financial modeling, linear programming, statistics, data structures, date-time processing,
random number generation, and crypto.

==== Data Structures ====

  * PyPolyhedron
  [http://cens.ioc.ee/projects/polyhedron/ [details]]
  [http://cens.ioc.ee/projects/polyhedron/src/polyhedron.tgz [source]]

  Calculate polyhedron's V- and H-representation. This is a Python
  interface to a C-library cddlib (Pearu Peterson)

  * avl_tree
  [http://www.nightmare.com/software.html [details]]
  [ftp://squirl.nightmare.com/pub/python/python-ext/avl/avl-2.0.tar.gz [source]]

  AVL module provide a hybrid between a dictionary and a list which
  can come in handy. AVL trees (named after the inventors,
  Adel'son-Vel'skii and Landis) are balanced binary search trees.
  (Sam Rushing)

  * bplustree
  [http://www.pythonpros.com/arw/bplustree [details]]
  [http://www.pythonpros.com/arw/bplustree/bplustree.py.txt [source]]

  Classical compsci B+trees, implemented entirely in Python: Fast,
  portable file based indexing with range queries and including a
  dbm-compatibility mode. (Aaron Watters)

  * fsm
  [http://musi-cal.mojam.com/~skip/python/ [details]]
  [http://musi-cal.mojam.com/~skip/python/fsm.py [source]]

  Finite State Machine module. (Skip Montanaro)

  * graph_lib
  [http://www.ece.arizona.edu/~denny/python_nest/ [details]]
  [http://www.ece.arizona.edu/~denny/python_nest/graph_lib.py [source]]

  This module defines the Python class Graph. Graph is loosely
  modelled after the Library of Efficient Data types and Algorithms
  (LEDA). It includes methods for constructing graphs, BFS and DFS
  traversals, topological sort, etc.

  * kjbuckets
  [http://www.pythonpros.com/arw/kjbuckets/ [details]]
  [http://www.pythonpros.com/arw/kjbuckets/kjb.tar.gz [source]]

  kjbuckets is a C extension to python which defines three Python data
  types kjSet, kjGraph, and kjDict, implemented using a fast and space
  efficient hash table strategy. The types are tightly coupled and
  may be combined and manipulated using a collection of fast "set at a
  time" operations written in C. If you need to manipulate
  collections and mappings quickly take a look at this module. It
  comes with no warrantee of course, but it has been pounded pretty
  heavily and I consider it fairly solid. (Aaron Watters)

  * npstruct
  [http://www.nightmare.com/software.html [details]]
  [ftp://squirl.nightmare.com/pub/python/python-ext/misc/npstruct.tar.gz [source]]

  An extension module useful for parsing and unparsing binary data
  structures. Somewhat like the standard struct module, but with a few
  extra features (bitfields, user-function-fields, byte order
  specification, etc...) and a different API more convenient for
  streamed and context-sensitive formats like network protocol
  packets, image and sound files, etc. (Sam Rushing)

==== Date/Time ====


  * mxDateTime
  [http://www.lemburg.com/files/python/mxDateTime.html [details]]
  [http://www.lemburg.com/files/python/egenix-mx-base-2.0.2.tar.gz [source]]

  These types were created to provide a consistent way of transferring
  date and time data between Python and databases. Apart from handling
  date before the Unix epoch (1.1.1970) they also correctly work with
  dates beyond the Unix time limit (currently with Unix time values
  being encoded using 32bit integers, the limit is reached in 2038)
  and thus is Year 2000 and Year 2038 safe. (M.-A. Lemburg)

  * Mayalib
  [http://www.pauahtun.org/ftp.html [details]]
  [FTP://www.pauahtun.org/pub/mayalib.zip [source]]

  Mayan dates and numbers (math) for Python. (Ivan Van Laningham)

  * normalDate
  [http://starship.python.net/crew/jbauer/normalDate/ [details]]
  [http://starship.python.net/crew/jbauer/normalDate/normalDate.py [source]]

  NormalDate is a specialized class to handle dates without all the
  excess baggage (time zones, daylight savings, leap seconds, etc.) of
  other date structures. (Jeff Bauer)

==== FFT ====


  * Fftw-numpy
  [http://pylab.sourceforge.net/ [details]]
  [http://pylab.sourceforge.net/packages/fftw-numpy-0.6.2.tar.gz [source]]

  Fftw-numpy is a generic wrapping of the FFTW-2.1.3 C-library into
  Python done using SWIG. FFTW is advertised as a very fast
  implementation of the FFT and I believe it lives up to its
  billing. It has support for arbitrary N-dimensional arrays as well
  as fast real-to-complex FFT's. As part of the package, I have
  included a module called FFT2 that can act as a drop-in replacement
  for FFT in NumPy (except there is no real-to-complex transform
  yet). There is also a benchmark script that shows that FFT2 is about
  18-25% faster than fftpack (at least on pentium machines). There is
  also support for arbitrary multidimensional transforms (not just
  2-D). (Travis Oliphant)

  * fourier
  [http://starship.python.net/~hochberg/ [details]]
  [http://starship.python.net/~hochberg/fourier.py [source]]

  A set of routines to perform Fourier transforms using pure
  (Numerical) Python. These are slower by a factor of 2-10 than pure C
  version in the FFT module (which is pretty good for a pure Python
  solution), but they make an interesting example. (Tom Hochberg)

  * Signaltools
  [http://pylab.sourceforge.net/ [details]]
  [http://pylab.sourceforge.net/packages/signaltools-0.5.3.tar.gz [source]]

  A work in progress toolbox intended to contain most of the signal
  processing functionality available in other array-oriented systems
  like MATLAB. the included routines are fast N-D convolution and N-D
  correlation procedures for use when filtering big datasets with
  small kernels and a fast N-D order statistic filter routine. (A
  median filter is an example of an order-filter and is also
  included). There is also a routine to filter along an arbitrary
  dimension of an N-D array with a rational transfer function filter
  (like the filter function in MATLAB) and a remez-exchange algorithm.
  Recently added are an N-D median filter and an N-D wiener filter.
  (Travis Oliphant)

==== Finance ====


  * pyfi
  [http://metro.yak.net/pyfi.html [details]]
  [http://metro.yak.net/pyfi.py [source]]

  pyfi provides a set of functions that perform commonly used financial calculations.
  (Rupert Scammell)

  * pyFinancials
  [http://starship.python.net/~zanzi/ [details]]
  [http://starship.python.net/~zanzi/pyFinancials-0.66.tgz [source]]

  A collection of algorithms for advanced financial calculations.
  (G. P. Ciceri)

==== Interface ====


  * Multipack
  [http://pylab.sourceforge.net/ [details]]
  [http://pylab.sourceforge.net/ [source]]

  A collection of FORTRAN routines interfaced with NumPy. There are
  modules for special function evaluation, signal and image
  processing, and modules that wrap common FORTRAN functions from
  ODEPACK, MINPACK, and QUADPACK. (Travis Oliphant)

  * SAML
  [http://topo.math.u-psud.fr/~bousch/saml-eng.html [details]]
  [ftp://topo.math.u-psud.fr/pub/bousch/ [source]]

  Interface to the "Simple Algebraic Math Library", a C library for
  computer algebra, together with some application programs: a desktop
  calculator, a spreadsheet (sort of) and a program to factorize
  integers. (Thierry Bousch)

  * pymat
  [http://claymore.engineer.gvsu.edu/~steriana/Python [details]]
  [http://claymore.engineer.gvsu.edu/~steriana/Python/pymat.zip [source]]

  PyMat is an interface between NumPy and a MATLAB engine
  session. It can be used to support NumPy's functionality with the
  features of MATLAB. An example module is included that presents a very
  simple interface to MATLAB's plotting functions. This allows you to, for
  example, plot NumPy arrays in a MATLAB plot window. (Andrew Sterian)


  * PYML
  [http://www.mathsource.com/cgi-bin/MathSource/Enhancements/Interfacing/Other/0209-292 [details]]
  [http://www.mathsource.com/MathSource/Enhancements/Interfacing/Other/0209-292/pyml.tar.gz [source]]

  PYML is an interface between the computer language Python and
  Mathematica. Mathematica expressions can be written in Python code,
  evaluated, and their results returned to Python. Support for postscript
  graphics returned from Mathematica exists.
  (David Konerding)

==== Linear Programming ====


  * lpsolvpy
  [http://eda.ei.tum.de/~mcp/lpsolvepy [details]]
  [http://eda.ei.tum.de/~mcp/lpsolvepy/lpsolve-3.2-0.2.tar.gz [source]]

  An interface to the LGPL'd numerical linear program solver lp_solve.
  (Michael Pronath)

  * optimize
  [http://pylab.sourceforge.net/ [details]]
  [http://oliphant.netpedia.net/packages/optimize.py [source]]

  A module containing optimization algorithms written in pure
  Python. Currently it contains implementations of the Nelder-Mead
  simplex algorithm, the Broyden-Fletcher-Goldfarb-Shanno (BFGS)
  quasi-Newton algorithm, and a line-search conjugate-gradient Newton
  algorithm for minimizing a function of many variables. (Travis
  Oliphant)

  * pySimplex
  [http://www.pythonpros.com/arw/pysimplex/ [details]]
  [http://www.pythonpros.com/arw/pysimplex/pysimplex.tgz [source]]

  Pysimplex provides some basic symbolic programming tools for
  constructing, solving and optimizing systems of linear equations and
  inequalities. It includes an implementation of the classical SIMPLEX
  linear optimization algorithm as well as a filter for parsing and
  optimizing linear models encoded using the standard MPS format.
  (Aaron Watters)

  * Simplex
  [http://www.omniscia.org/~vivake/python/ [details]]
  [http://www.omniscia.org/~vivake/python/Simplex.py [source]]

  Simplex minimizes an arbitrary nonlinear function of N variables by
  the Nedler-Mead Simplex method. (Vivake Gupta)

  ==== Matrix/Vector ====


  * matrix
  [http://www.nightmare.com/software.html [details]]
  [http://www.nightmare.com/squirl/python-ext/misc/matrix.py [source]]

  Yet Another Matrix Module. This one leans more toward the flexible
  end of the spectrum, sacrificing performance for correctness. For
  example, it can correctly handle rationals and other strange things
  being inserted into it. Also implemented: LU[P] decomposition, and a
  simultaneous linear equation solving capability. Most of the
  standard matrix ops: transpose, determinant, inverse, etc.. along
  with some functional-style methods for mapping and iteration. (Sam
  Rushing)

  * SparsePy
  [http://pylab.sourceforge.net/ [details]]
  [http://pylab.sourceforge.net/packages/SparsePy-0.1.tar.gz [source]]

  A module that implements a sparse matrix class for Python. The
  attributes of the class are Numeric arrays and the methods are based
  on the included toolkits SPARSEKIT2 by Yousef Saad (in FORTRAN) and
  SuperLU (in C) by Xiaoye Li and Jim Demmel. Note: You need the BLAS
  library (in LAPACK at netlib or from your vendor) and a FORTRAN
  compiler to compile this package. (The binary for Linux just needs
  Python and NumPy). (Travis Oliphant)

  * Sparsemodule
  [http://www.enme.ucalgary.ca/~nascheme/ [details]]
  [http://www.enme.ucalgary.ca/~nascheme/python/sparsemodule-0.4.tar.gz [source]]

  An extension module wrapping the sparse library. It can be used for
  solving large systems of linear equations. (Neil Schemenauer)

  * MatPy
  [http://MatPy.sourceforge.net [details]]
  [ftp://MatPy.sourceforge.net/pub/MatPy/ [source]]

  A Python package for numerical computation and plotting with a
  MatLab-like interface. It currently consists of wrappers around the
  Numeric, Gnuplot and SpecialFuncs packages. It provides an
  alternative interface to NumPy that is somewhat more convenient for
  matrix and vector computation. Eventually both will be based
  directly on the same low level routines. We are also looking for the
  possibility of interface to Octave. (H. Zhu)

==== Music ====


  * ratio
  [http://www.execpc.com/~wsannis/ratio.html [details]]
  [http://www.execpc.com/~wsannis/ratio.py.txt [source]]

  For those who are big fans of Just Intonation, one tedious aspect of
  this is that you end up fondling ratios a lot. The math gets boring
  after a while, though I do believe you should be able to do the math
  on your own to get a feel for what it is you're doing. Having said
  that, I decided I needed some help because I got sick of reducing
  multiplied ratios. I've written a quick Python module, ratio.py,
  which handles a lot of the tedium. In particular, building up JI
  tetrachords and scales based on justly intuned chords or by
  katapyknosis is pretty simple with this module. (William Annis)

==== Neural Networks ====

  * bpnn
  [http://www.enme.ucalgary.ca/~nascheme/python/ [details]]
  [http://www.enme.ucalgary.ca/~nascheme/python/bpnn.py [source]]

  A simple back-propagation neural network module.
  (Neil Schemenauer)

==== Number Theory ====


  * logic
  [http://www.ourobourus.com [details]]
  [http://www.ourobourus.com/logic.py-1.0.1.zip [source]]

  A class which provides pure 2, 3 and multi-value (fuzzy) logic.
  (Mark Summerfield)

==== Numerics ====


  * numberTheory
  [http://www.dorb.com/python/numberTheory.py [details]]
  [http://www.dorb.com/python/numberTheory.py [source]]

  Collection of functions from the book numberTheory.
  Darrell Gallion.

  * FixedPoint
  [http://sunsite.compapp.dcu.ie/pub/linux/redhat/DMA/ [details]]
  [http://sunsite.compapp.dcu.ie/pub/linux/redhat/DMA/Python/SRPMS/FixedPoint-0.0.3-2.src.rpm [source]]

  Fixed decimal precision arithmetic.

  * Fraction
  [http://www.binary.net/thehaas/fractionpy.shtml [details]]
  [http://www.binary.net/thehaas/fraction.tar.gz [source]]

  Simple class implemented in pure Python that does fraction arithmetic.
  (Mike Hostetler)

  * SILOON
  [http://www.acl.lanl.gov/siloon/index.html [details]]
  [http://www.acl.lanl.gov/distributions/siloon-current.tgz [source]]

  SILOON (Scripting Interface Languages for Object-Oriented Numerics)
  gives users the ability to rapidly prototype their scientific codes
  in a simple yet elegant fashion using the popular scripting
  languages Python and Perl. While programming in these flexible and
  dynamic languages, SILOON users maintain the capability of accessing
  the full power and complexity of C++ and FORTRAN (coming soon)
  libraries executed on high-performance parallel computers. (SILOON
  Team)

  * surd
  [http://sunsite.compapp.dcu.ie/pub/linux/redhat/DMA/ [details]]
  [http://sunsite.compapp.dcu.ie/pub/linux/redhat/DMA/Python/SRPMS/surd-1.1-1.src.rpm [source]]

  Irrational numbers (surds) as objects.

  * yarn
  [http://sunsite.compapp.dcu.ie/pub/linux/redhat/DMA/ [details]]
  [http://sunsite.compapp.dcu.ie/pub/linux/redhat/DMA/Python/SRPMS/yarn-0.2.0-1.src.rpm [source]]

  Yet Another Rational Numbers module.


==== Other Tools ====


  * Evol
  [http://home.nikocity.de/polzin/python.html [details]]
  [http://th.informatik.uni-mannheim.de/cgi-bin/local/download.py?name=evol.py [source]]

  Evolutions strategies: Powerful global optimisation Basic class for
  a global optimisation strategie called 'Evolutionsstrategie' by
  Prof. Schwefel. (Tobias Polzin)

  * explore
  [http://home.nikocity.de/polzin/python.html [details]]
  [http://th.informatik.uni-mannheim.de/cgi-bin/local/download.py?name=explore.py [source]]

  Explore Array Data with Gnuplot Interactive Rotating, Zooming of 3D-gnuplot surface plot.
  (Tobias Polzin)

  * emath
  [http://www.python.org/topics/scicomp/recipes_in_python.html [details]]
  [http://www.python.org/topics/scicomp/recipes_in_python.html [source]]

  100% Python functions which are based on the famous Numerical
  Recipes -- polynomial evaluation, zero- finding, integration, FFT's,
  and vector operations. "They are loosely modelled after Numerical
  Recipes in C because I needed, at the time, actual source codes
  which I can examine instead of just wrappers around Fortran
  libraries like NumPy and Octave. As evident from the documentations,
  the routines were written with emphasis on clarity rather than on
  runtime efficiency." (William Park)

  * PyClimate
  [http://starship.python.net/crew/jsaenz/pyclimate/ [details]]
  [http://starship.python.net/crew/jsaenz/pyclimate/downloads/PyClimate-1.1.1.tar.gz [source]]

  A Python package designed to accomplish some usual tasks during the
  analysis of climate variability using Python. It provides functions
  to perform some simple IO operations, operations with
  COARDS-compliant netCDF files, EOF analysis, SVD and CCA analysis of
  coupled data sets, some linear digital filters, kernel based
  probabilitydensity function estimation and access to DCDFLIB.C
  library from Python. (Jon Saenz)

  * Pythonica
  [http://home.nikocity.de/polzin/python.html [details]]
  [http://th.informatik.uni-mannheim.de/cgi-bin/local/download.py?name=pythonica-0.2.tar.gz [source]]

  A simple version of mathematica for python.
  (Tobias Polzin)

  * Quadrature
  [http://pylab.sourceforge.net/ [details]]
  [http://pylab.sourceforge.net/packages/quadrature.py [source]]

  A module that allows one to perform Gaussian Quadrature (numerical integration) over a finite interval for arbitrary Python functions.
  (Travis Oliphant)

  * ScientificPython
  [http://starship.python.net/crew/hinsen/scientific.html [details]]
  [http://starship.python.net/crew/hinsen/ScientificPython-2.2.tar.gz [source]]

  A collection of Python modules that are useful for scientific
  computing. In this collection you will find modules that cover basic
  geometry (vectors, tensors, transformations, vector and tensor
  fields), quaternions, automatic derivatives, (linear) interpolation,
  polynomials, elementary statistics, nonlinear least-squares fits,
  unit calculations, Fortran-compatible text formatting, 3D
  visualization via VRML, and two Tk widgets for simple line plots and
  3D wireframe models. (Konrad Hinsen)


==== Random Number Generators ====


  * ccrandom
  [http://www.ccraig.org/software [details]]
  [http://www.ccraig.org/software/ccrandom.py [source]]

  This module is mostly compatible with Python's random module, but
  uses Linux or BSD's /dev/urandom device to generate numbers, thus
  yielding more random output than the default Python module.
  (Christopher A. Craig)

  * crng
  [http://www.sbc.su.se/~per/crng [details]]
  [http://www.sbc.su.se/~per/crng/crng-1.1.tar.gz [source]]

  The Python module crng implements random-number generators (RNGs)
  based on several different algorithms producing uniform deviates in
  the open interval (0,1), i.e. exclusive of the end-point values 0
  and 1. A few continuous and integer-valued non-uniform deviates are
  also available. Each RNG algorithm is implemented as a separate
  Python extension type. The RNG types are independent of each other,
  but have very similar interfaces. The entire module is implemented
  as one single C source code file. (Per J. Kraulis)


  * MTRand
  [http://www.dorb.com/darrell/randomNumber/ [details]]
  [http://www.dorb.com/darrell/randomNumber/Rand.zip [source]]

  Mersenne Twister random number generator. Far longer period and far
  higher order of equidistribution than any other implemented
  generators. Fast generation and efficient use of memory. (Darrell
  Gallion)

==== Special Functions ====


  * Cephesmodule
  [http://pylab.sourceforge.net/ [details]]
  [http://oliphant.netpedia.net/packages/cephes-1.2.tar.gz [source]]

  A module patterned after the umath (ufuncs) module that comes with
  Numerical Python; it makes most of the special functions (like
  elliptic, and modified Bessel) from the cephes and amos libraries
  available to python. (Travis Oliphant)

==== Statistics ====


  * stats
  [http://www.nmr.mgh.harvard.edu/Neural_Systems_Group/gary/python.html [details]]
  [http://www.nmr.mgh.harvard.edu/Neural_Systems_Group/gary/python/stats.py [source]]

  A collection of statistical functions, ranging from descriptive
  statistics (mean, median, histograms, variance, skew, kurtosis,
  etc.) to inferential statistics (t-tests, F-tests, chi-square,
  etc.). The functions are defined for operation on lists and, if
  Numeric is installed, also defined for array arguments. REQUIRES
  pstat.py (v0.3 or later) and io.py (v0.1 or later). (Gary
  Strangman)

For more information on related numeric packages, see the
[http://www.python.org/pypi Python Package Index].

The following are links to scientific software libraries that have been recommended by Python users.

This page lists a number of packages related to numerics, number crunching, signal processing, financial modeling, linear programming, statistics, data structures, date-time processing, random number generation, and crypto.

Data Structures

Date/Time

FFT

  • Fftw-numpy

    [http://pylab.sourceforge.net/ [details]] [http://pylab.sourceforge.net/packages/fftw-numpy-0.6.2.tar.gz [source]] Fftw-numpy is a generic wrapping of the FFTW-2.1.3 C-library into Python done using SWIG. FFTW is advertised as a very fast implementation of the FFT and I believe it lives up to its billing. It has support for arbitrary N-dimensional arrays as well as fast real-to-complex FFT's. As part of the package, I have included a module called FFT2 that can act as a drop-in replacement

    for FFT in NumPy (except there is no real-to-complex transform yet). There is also a benchmark script that shows that FFT2 is about 18-25% faster than fftpack (at least on pentium machines). There is also support for arbitrary multidimensional transforms (not just 2-D). (Travis Oliphant)

  • fourier

    [http://starship.python.net/~hochberg/ [details]] [http://starship.python.net/~hochberg/fourier.py [source]] A set of routines to perform Fourier transforms using pure (Numerical) Python. These are slower by a factor of 2-10 than pure C version in the FFT module (which is pretty good for a pure Python solution), but they make an interesting example. (Tom Hochberg)

  • Signaltools

    [http://pylab.sourceforge.net/ [details]] [http://pylab.sourceforge.net/packages/signaltools-0.5.3.tar.gz [source]] A work in progress toolbox intended to contain most of the signal processing functionality available in other array-oriented systems like MATLAB. the included routines are fast N-D convolution and N-D correlation procedures for use when filtering big datasets with small kernels and a fast N-D order statistic filter routine. (A median filter is an example of an order-filter and is also included). There is also a routine to filter along an arbitrary dimension of an N-D array with a rational transfer function filter (like the filter function in MATLAB) and a remez-exchange algorithm. Recently added are an N-D median filter and an N-D wiener filter. (Travis Oliphant)

Finance

Interface

Linear Programming

Music

  • ratio

    [http://www.execpc.com/~wsannis/ratio.html [details]] [http://www.execpc.com/~wsannis/ratio.py.txt [source]] For those who are big fans of Just Intonation, one tedious aspect of this is that you end up fondling ratios a lot. The math gets boring after a while, though I do believe you should be able to do the math on your own to get a feel for what it is you're doing. Having said that, I decided I needed some help because I got sick of reducing multiplied ratios. I've written a quick Python module, ratio.py, which handles a lot of the tedium. In particular, building up JI tetrachords and scales based on justly intuned chords or by katapyknosis is pretty simple with this module. (William Annis)

Neural Networks

Number Theory

Numerics

Other Tools

Random Number Generators

  • ccrandom

    [http://www.ccraig.org/software [details]] [http://www.ccraig.org/software/ccrandom.py [source]] This module is mostly compatible with Python's random module, but uses Linux or BSD's /dev/urandom device to generate numbers, thus yielding more random output than the default Python module. (Christopher A. Craig)

  • crng

    [http://www.sbc.su.se/~per/crng [details]] [http://www.sbc.su.se/~per/crng/crng-1.1.tar.gz [source]] The Python module crng implements random-number generators (RNGs) based on several different algorithms producing uniform deviates in the open interval (0,1), i.e. exclusive of the end-point values 0 and 1. A few continuous and integer-valued non-uniform deviates are also available. Each RNG algorithm is implemented as a separate Python extension type. The RNG types are independent of each other, but have very similar interfaces. The entire module is implemented as one single C source code file. (Per J. Kraulis)

  • MTRand

    [http://www.dorb.com/darrell/randomNumber/ [details]] [http://www.dorb.com/darrell/randomNumber/Rand.zip [source]] Mersenne Twister random number generator. Far longer period and far higher order of equidistribution than any other implemented generators. Fast generation and efficient use of memory. (Darrell Gallion)

Special Functions

Statistics

For more information on related numeric packages, see the [http://www.python.org/pypi Python Package Index].

NumericAndScientific/Libraries (last edited 2014-05-26 15:03:26 by PaulBoddie)

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