Have you run it through the profiler already? On Monday, August 18, 2014, Florian Oswald <florian.osw...@gmail.com> wrote:
> Hi all, > > i'm trying to improve the performance of this function: > > https://gist.github.com/floswald/9e79f6f51c276becbd74 > > In a nutshell, I have got a high-dimensional array vbar (in this instance > it is 9D), and I want to obtain another array EV (also 9D), by > matrix-multiplying several dimensions of vbar with transition matrices - > they are prefixed with "G..." in the function. The G's are square matrices, > where row i has the probability of moving from state i to state j. (some of > those matrices are actually 3D because they depend on an additional state, > but that doesn't matter.) > > I devectorized it already but wanted to see whether anyone out there has a > suggestion. > > thanks! > florian >
