[Numpy-discussion] fast matrix vector operations
Sat Oct 4 11:13:54 CDT 2008
> Suppose I have a toeplitz matrix, A. There is a well known algorithm
> for computing the matrix vector product Ax, in NlogN operations. An
> exact reference escapes me, but it may be in Golub & van Loan's book.
> My question is, how could I best take advantage of this algorithm
> within numpy/scipy?
> I could code it python. However, since python is a high level
> language, it's not clear to me that I'd see an execution time benefit
> over numpy.dot(A,x). Alternatively, I could write it in a compiled
> language and build python bindings to it.
weave.inline or pyrex.
BTW, is there a good introduction to weave.inline ?
I had an hard time to learn/guess it.
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