[Numpy-discussion] speeding up operations on small vectors

[Skipper Seabold]

On Tue, Oct 11, 2011 at 12:41 PM, Christoph Groth <cwg at falma.de> wrote:
> Skipper Seabold <jsseabold at gmail.com> writes:
>
>> So it's the dot function being called repeatedly on smallish arrays
>> that's the bottleneck? I've run into this as well. See this thread
>> [1].
>> (...)
>
> Thanks for the links.  "tokyo" is interesting, though I fear the
> intermediate matrix size regime where it really makes a difference will
> be rather small.  My concern is in really tiny vectors, where it's not
> even worth to call BLAS.
>

IIUC, it's not so much the BLAS that's helpful but avoiding the
overhead in calling numpy.dot from cython.

>> I'd be very interested to hear if you achieve a great speed-up with
>> cython+tokyo.
>
> I try to solve this problem in some way or other.  I'll post here if I
> end up with something interesting.

Please do.

Skipper