[Numpy-discussion] performance matrix multiplication vs. matlab

Gael Varoquaux gael.varoquaux@normalesup....
Mon Jun 8 08:17:04 CDT 2009


On Mon, Jun 08, 2009 at 09:02:12AM -0400, josef.pktd@gmail.com wrote:
> whats the actual shape of the array/data you run your PCA on.

50 000 dimensions, 820 datapoints.

> Number of time periods, size of cross section at point in time?

I am not sure what the question means. The data is sampled at 0.5Hz.

Gaël


More information about the Numpy-discussion mailing list