[SciPy-User] How to efficiently do dot(dot( A.T, diag(d) ), A ) ?

Hugh Perkins hughperkins@gmail....
Tue Sep 11 23:46:30 CDT 2012


The good news is: it seems the scipy with openblas is *very* good on a
dual-core machine:

matlab:

>> n = 200000;
k = 100;
a = spdiags(rand(n,1),0,n,n);
c = rand(k,n);
tic, d = c*a*c'; toc

Elapsed time is 1.322931 seconds.
>> tic, d = c*a*c'; toc
Elapsed time is 1.308237 seconds.

python:


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