Hi all, i'm trying to improve the performance of this function:
https://gist.github.com/floswald/9e79f6f51c276becbd74 In a nutshell, I have got a high-dimensional array vbar (in this instance it is 9D), and I want to obtain another array EV (also 9D), by matrix-multiplying several dimensions of vbar with transition matrices - they are prefixed with "G..." in the function. The G's are square matrices, where row i has the probability of moving from state i to state j. (some of those matrices are actually 3D because they depend on an additional state, but that doesn't matter.) I devectorized it already but wanted to see whether anyone out there has a suggestion. thanks! florian
