[Numpy-discussion] Does np.std() make two passes through the data?

Keith Goodman kwgoodman@gmail....
Sun Nov 21 17:43:12 CST 2010


Does np.std() make two passes through the data?

Numpy:

>> arr = np.random.rand(10)
>> arr.std()
   0.3008736260967052

Looks like an algorithm that makes one pass through the data (one for
loop) wouldn't match arr.std():

>> np.sqrt((arr*arr).mean() - arr.mean()**2)
   0.30087362609670526

But a slower two-pass algorithm would match arr.std():

>> np.sqrt(((arr - arr.mean())**2).mean())
   0.3008736260967052

Is there a way to get the same result as arr.std() in one pass (cython
for loop) of the data?


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