[Numpy-discussion] Problem with correlate
Thu Jun 4 05:14:35 CDT 2009
On Tue, Jun 2, 2009 at 10:56 PM, Ryan May <firstname.lastname@example.org> wrote:
> On Tue, Jun 2, 2009 at 5:59 AM, David Cournapeau
> <email@example.com> wrote:
>> Robin wrote:
>> > On Tue, Jun 2, 2009 at 11:36 AM, David Cournapeau <firstname.lastname@example.org>
>> > wrote:
>> >> Done in r7031 - correlate/PyArray_Correlate should be unchanged, and
>> >> acorrelate/PyArray_Acorrelate implement the conventional definitions,
>> > I don't know if it's been discussed before but while people are
>> > thinking about/changing correlate I thought I'd like to request as a
>> > user a matlab style xcorr function (basically with the functionality
>> > of the matlab version).
>> > I don't know if this is a deliberate emission, but it is often one of
>> > the first things my colleagues try when I get them using Python, and
>> > as far as I know there isn't really a good answer. There is xcorr in
>> > pylab, but it isn't vectorised like xcorr from matlab...
>> There is one in the talkbox scikit:
>> It uses the fft, and bonus point, the file is independent of the rest of
>> toolbox. There is another version which uses direct implementation (this
>> is faster if you need only a few lags, and it takes less memory too).
> I'd be +1 on including something like this (provided it expanded to include
> complex-valued data). I think it's a real need, since everyone seems to
> keep rolling their own. I had to write my own just so that I can calculate
> a few lags in a vectorized fashion.
The code in talkbox is not good enough for scipy. I made an attempt
for scipy.signal here:
It is reasonably fast when only a few lags are needed, both double and
complex double are supported, and it works on arbitrary axis and lags.
Other precisions should be easy to add, but I think I need to extend
the numpy code generators to support cython sources to avoid code
Does that fill your need ?
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