[Numpy-discussion] Efficient numpy slicing for a "sliding window approach".

David Cournapeau cournape@gmail....
Fri Feb 20 22:55:43 CST 2009

On Sat, Feb 21, 2009 at 1:46 PM, Nicolas Pinto <pinto@mit.edu> wrote:
> Dear all,
> I'm trying to optimize the code below and I was wondering if there is an
> efficient method that could reduce the numpy slicing overheard without going
> with cython. Is there anyway I could use mgrid to get a matrix with all my
> "windows" and then do a large matrix multiply instead?

If you only care about removing the two loops for the per-window
processing, Anne Archibald and Robert Kern wrote a very useful
function, segment_axis, which is like the matlab buffer function on
steroids, using numpy stride tricks (to avoid copies in many cases). I
think that would do everything you want, right ? I use it a lot in my
own code, it may be worth being included in numpy or scipy proper.



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