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| author | Charles Harris <charlesr.harris@gmail.com> | 2015-10-05 14:39:04 -0600 |
|---|---|---|
| committer | Charles Harris <charlesr.harris@gmail.com> | 2015-10-05 14:39:04 -0600 |
| commit | d5bde029dea303093ecd1f1190c5fb5a478fb414 (patch) | |
| tree | aecc4ec447479ea37adfca5decffc25c480a0252 /numpy/lib/function_base.py | |
| parent | eef84446662b3743a5dbf2c5ed41bf28c604535c (diff) | |
| parent | 08e8c1415670b029c26ae8ce0585fb9ea0b11e63 (diff) | |
| download | numpy-d5bde029dea303093ecd1f1190c5fb5a478fb414.tar.gz | |
Merge pull request #6396 from rudimeier/opt-corrcoef
MAINT: corrcoef, memory usage optimization
Diffstat (limited to 'numpy/lib/function_base.py')
| -rw-r--r-- | numpy/lib/function_base.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py index 2229682ce..e3c2cd193 100644 --- a/numpy/lib/function_base.py +++ b/numpy/lib/function_base.py @@ -2352,7 +2352,11 @@ def corrcoef(x, y=None, rowvar=1, bias=np._NoValue, ddof=np._NoValue): except ValueError: # scalar covariance # nan if incorrect value (nan, inf, 0), 1 otherwise return c / c - return c / sqrt(multiply.outer(d, d)) + d = sqrt(d) + # calculate "c / multiply.outer(d, d)" row-wise ... for memory and speed + for i in range(0, d.size): + c[i,:] /= (d * d[i]) + return c def blackman(M): |