[Numpy-discussion] fast matrix vector operations
Gideon Simpson
simpson@math.toronto....
Sat Oct 4 10:23:09 CDT 2008
Suppose I have a toeplitz matrix, A. There is a well known algorithm
for computing the matrix vector product Ax, in NlogN operations. An
exact reference escapes me, but it may be in Golub & van Loan's book.
My question is, how could I best take advantage of this algorithm
within numpy/scipy?
I could code it python. However, since python is a high level
language, it's not clear to me that I'd see an execution time benefit
over numpy.dot(A,x). Alternatively, I could write it in a compiled
language and build python bindings to it.
Thoughts?
-gideon
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