[Numpy-discussion] Vectorizing "dot" on the two last axis
Fri Oct 10 07:02:35 CDT 2008
I have been unable to vectorize the following operation::
window_size = 10
nb_windows = 819
nb_clusters = 501
restricted_series = np.random.random(size=(window_size, nb_clusters,
this_cov = np.zeros((nb_windows, nb_clusters, nb_clusters))
print >>sys.stderr, "alive"
for index, window in enumerate(restricted_series):
this_cov[index, ...] = np.dot(window, window.T)
The last for loop is the one I am unhappy with.
Note that it is fairly easy to get huge arrays when trying the vectorize
this through np.dot or np.tensordot.
I am unhappy with myself: I feel that it should be possible to vectorize
this operation, but I cannot figure it out.
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