[Numpy-discussion] Performance issue in covariance function in Numpy 1.9 and later

[Ecem sogancıoglu]

Hello All,

there seems to be a performance issue with the covariance function in numpy
1.9 and later.

Code example:
*np.cov(np.random.randn(700,37000))*

In numpy 1.8, this line of code requires 4.5755 seconds.
In numpy 1.9 and later, the same line of code requires more than 30.3709 s
execution time.

Has anyone else observed this problem and is there a known bugfix?
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