[SciPy-user] Fast Gauss Transform

[Robert Kern]

David Huard wrote:
> Hi,
> 
> Is anyone aware of a piece of code for N-D Fast Gauss Transform (in
> python, C or fortran) ? The only codes I could find were for one
> dimensional cases (Strain's), or in C++ (Yang) but relied on the matlab
> mex library. I used stats.gaussian_kde but it proves too slow for large
> arrays (4 x 100 000)

I don't know of any, but if you find some suitably licensed code or write one
yourself, I would like to put it into scipy to speed up gaussian_kde.

By the way, Yang's code doesn't seem to require Matlab. It just has a Matlab
wrapper around it. It should be relatively easy to wrap it for Python.

-- 
Robert Kern
robert.kern at gmail.com

"I have come to believe that the whole world is an enigma, a harmless enigma
 that is made terrible by our own mad attempt to interpret it as though it had
 an underlying truth."
  -- Umberto Eco