[SciPy-User] implementing recursions

nicky van foreest vanforeest@gmail....
Tue Mar 30 16:25:16 CDT 2010


Just out of curiosity, is there a smarter way to implement the
following recursion?

grid =delta = 0.001
end = 20
n = len(grid)

gamma = 3*grid
for j in range(n-1, -1, -1):
     gamma[j] += dot(gamma[j+1:],G[1:n-j])  # G is a precomputed np.array

I still dislike the remaining for loop, but I do not see an easy way
out. Of course, it is possible to write the above as Ax = b, and use
np.solve, but then I have to build the matrix A, which takes more time
as much more memory is claimed.
(I also realize that I can use Z-transforms, but this appears somewhat
of a hassle, to say the least.)



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