[SciPy-User] fast small matrix multiplication with cython?

Robert Kern robert.kern@gmail....
Tue Dec 7 09:37:37 CST 2010

On Tue, Dec 7, 2010 at 08:54, Charles R Harris
<charlesr.harris@gmail.com> wrote:

> Blas adds quite a bit of overhead for multiplying small matrices, but so
> does calling from python. For implementing Kalman filters it might be better
> to write a whole Kalman class so that operations can be combined at the c
> level.

As I said, he's writing the Kalman filter in Cython.

> Skipper, what kind of Kalman filter are you trying to implement?

Does this help?


Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco

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