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

[Ralf Gommers]

On Tue, Jul 19, 2016 at 3:53 PM, Ecem sogancıoglu <ecemsogancioglu at gmail.com
> wrote:

> 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.
>

Hi Ecem, can you make sure to use the exact same random array as input to
np.cov when testing this? Also timing just the function call you're
interested in would be good; the creating of your 2-D array takes longer
than the np.cov call:

In [5]: np.random.seed(1234)

In [6]: x = np.random.randn(700,37000)

In [7]: %timeit np.cov(x)
1 loops, best of 3: 572 ms per loop

In [8]: %timeit np.random.randn(700, 37000)
1 loops, best of 3: 1.26 s per loop


Cheers,
Ralf



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