[Numpy-discussion] performance matrix multiplication vs. matlab

Matthieu Brucher matthieu.brucher@gmail....
Mon Jun 8 08:25:17 CDT 2009


2009/6/8 Gael Varoquaux <gael.varoquaux@normalesup.org>:
> 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.

You definitely can't expect to find 50 meaningfull PCs. It's
impossible to robustly get them with less than thousand points!

>> 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
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