Pauli Virtanen :

On Thu, 11 Nov 2010 00:43:32 +0100, LittleBigBrain wrote:

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I am wondering, is numpy.convolve based on LAPACK routine? Can it be speedup by using ATLAS?

LAPACK and Atlas do not AFAIK have convolution routines -- that's not linear algebra. MKL on the other hand would have some. The implementation in Numpy is the straightforward one, without SIMD etc.

For large datasets, scipy.signal.fftconvolve should be faster.

Thanks for the point. The fftconvolve is only fast when two input are both long enough say >200, other wise pure convovlution will be faster. And fftconvolve will take too more RAM than normal convolution in this case. I were using MKL which does have convolution routines, so I thought might ATLAS also have it.

Thanks a lot!

LittleBigBrain