On Thu, Jul 15, 2010 at 4:28 PM, David Warde-Farley <d...@cs.toronto.edu>wrote:
> On 2010-07-15, at 4:31 PM, David Warde-Farley wrote: > > > If you need/want more speed than the solution Chuck proposed, you should > check out Cython and Tokyo. Cython lets you write loops that execute at C > speed, whereas Tokyo provides a Cython level wrapper for BLAS (no need to go > through Python code to call NumPy). Tokyo was designed for exactly your use > case: lots of matrix multiplies with relatively small matrices, where you > start noticing the Python overhead. > > It occurred to me I neglected to provide a link (cursed iPhone): > > > http://www.vetta.org/2009/09/tokyo-a-cython-blas-wrapper-for-fast-matrix-math/ > > For speed I'd go straight to c and avoid BLAS since the matrices are so small. There might also be a cache advantage to copying the non-contiguous columns of the rhs to the stack. Chuck
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