diff options
| author | Charles Harris <charlesr.harris@gmail.com> | 2015-10-05 14:42:01 -0600 |
|---|---|---|
| committer | Charles Harris <charlesr.harris@gmail.com> | 2015-10-05 14:42:01 -0600 |
| commit | 09c958b0100860db9549a17b6d1684f3c9fb8885 (patch) | |
| tree | faa3006ed2398099c22e232ffa02e658cf6c5123 /numpy/lib/function_base.py | |
| parent | d5bde029dea303093ecd1f1190c5fb5a478fb414 (diff) | |
| parent | cd212173210a59ff34aa4edd3308bc520ee3e974 (diff) | |
| download | numpy-09c958b0100860db9549a17b6d1684f3c9fb8885.tar.gz | |
Merge pull request #6411 from larsmans/cov-memory-use
ENH: speed up cov by ~10% for large arrays
Diffstat (limited to 'numpy/lib/function_base.py')
| -rw-r--r-- | numpy/lib/function_base.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py index e3c2cd193..b09dcad15 100644 --- a/numpy/lib/function_base.py +++ b/numpy/lib/function_base.py @@ -2269,7 +2269,7 @@ def cov(m, y=None, rowvar=1, bias=0, ddof=None, fweights=None, aweights=None): # Determine the normalization if w is None: - fact = float(X.shape[1] - ddof) + fact = X.shape[1] - ddof elif ddof == 0: fact = w_sum elif aweights is None: @@ -2287,7 +2287,7 @@ def cov(m, y=None, rowvar=1, bias=0, ddof=None, fweights=None, aweights=None): else: X_T = (X*w).T c = dot(X, X_T.conj()) - c /= fact + c *= 1. / np.float64(fact) return c.squeeze() |