I submitted a PR that makes some improvements to the numpy functions
dealing with triangular arrays. Aside from a general speed-up of about 2x
for most functions, there are some minor changes to the public API. In case
anyone is concerned about them, here's a list:

* 'np.tri' now accepts a boolean 'invert' kwarg that is equivalent to '1 -
np.tri' only faster.
* 'np.mask_indices' is no longer used by any of the triangular array
functions. While it is part of the public API, it is not even mentioned in
the documentation AFAICT. It may be a candidate for deprecation IMO.
* 'np.tril_indices' and 'np.triu_indices' now accept an 'm' kwarg to
indicate the number of columns of the array, so they are no longer
restricted to square arrays. The weird thing is that, to preserve the order
of the existing arguments, the signature is '(n, k=0, m=None)', while other
similar functions, such as 'np.tri', have signature '(n, m=None, k=0)'.
* 'np.triu_indices_from' and 'np.tril_indices_from' now also accept
rectangular arrays.

The PR can be found here:
https://github.com/numpy/numpy/pull/4509

Jaime
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