[Numpy-discussion] Efficient orthogonalisation with scipy/numpy
josef.pktd@gmai...
josef.pktd@gmai...
Tue Jan 19 15:19:19 CST 2010
On Tue, Jan 19, 2010 at 4:11 PM, Gael Varoquaux
<gael.varoquaux@normalesup.org> wrote:
>> you can combine x, and y for one call to leastsq, if it makes a difference
>> linalg.lstsq(confounds.T, [x,y]) #format? columnstack?
>
> Indeed! Thank you Joseph. That's a gain of 10% in the total computation
> time of my algorithm (and 20% on the partial correlation calculation).
if you have z=[x,y] stacked, just one call to dot might also help for
the correlation
zz = dot(z.T, z)
zz/sqrt(zz[0,0]*zz[1,1])
You might be able to do everything in a stacked version/
there is no ph in Josef (unless you talk about my french father-in-law)
Josef
>
> Gaël
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