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:
Jaime
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