[SciPy-User] calculating covariances fast (and accurate)

[Keith Goodman]

On Fri, Jul 9, 2010 at 9:53 AM, Sturla Molden <sturla at molden.no> wrote:
> Keith Goodman skrev:
>> I don't have MKL, so just using one core:
>>
> Consider obtaining NumPy one SciPy from one of these sources instead of
> scipy.org:
>
> http://www.lfd.uci.edu/~gohlke/pythonlibs/
> <http://www.lfd.uci.edu/%7Egohlke/pythonlibs/>
> http://www.enthought.com/products/epd.php

I'm on linux. But I am curious about the speed ups you get. Is there
an array size below which your parallel version is slower?