[Numpy-discussion] performance matrix multiplication vs. matlab

Gael Varoquaux gael.varoquaux at normalesup.org
Mon Jun 8 09:17:04 EDT 2009

On Mon, Jun 08, 2009 at 09:02:12AM -0400, josef.pktd at gmail.com wrote:
> whats the actual shape of the array/data you run your PCA on.

50 000 dimensions, 820 datapoints.

> Number of time periods, size of cross section at point in time?

I am not sure what the question means. The data is sampled at 0.5Hz.


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