[Numpy-discussion] Recurrence relationships

Talbot, Gerry Gerry.Talbot@amd....
Wed May 6 09:00:08 CDT 2009

Sorry, I guess I wasn't clear, I meant:

	for n in xrange(1,N):
          y[n] = A*x[n] + B*y[n-1]

So y[n-1] is the result from the previous loop iteration.


-----Original Message-----
From: numpy-discussion-bounces@scipy.org [mailto:numpy-discussion-bounces@scipy.org] On Behalf Of Keith Goodman
Sent: Wednesday, May 06, 2009 9:53 AM
To: Discussion of Numerical Python
Subject: Re: [Numpy-discussion] Recurrence relationships

On Wed, May 6, 2009 at 6:44 AM, Talbot, Gerry <Gerry.Talbot@amd.com> wrote:
> Does anyone know how to efficiently implement a recurrence relationship in
> numpy such as:
>              y[n] = A*x[n] + B*y[n-1]

On an intel chip I'd use a Monte Carlo simulation. On an amd chip I'd use:

>> x = np.array([1,2,3])
>> y = np.array([4,5,6])
>> y = x[1:] + y[:-1]
>> y
   array([6, 8])
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