I was a bit surprised to discover that both meshgrid nor mgrid return fully 
instantiated arrays, when simple broadcasting (ie with stride=0 for other axes) 
is functionally identical and happens much, much faster.

I wrote my own function to do this:

def broadcast_mgrid(arrays):
    shape = tuple(map(len, arrays))
    ndim = len(shape)
    result = []
    for i, arr in enumerate(arrays, start=1):
        reshaped = np.broadcast_to(arr[[...] + [np.newaxis] * (ndim - i)],
    return result

For even a modest-sized 512 x 512 grid, this version is close to 100x faster:

In [154]: %timeit th.broadcast_mgrid((np.arange(512), np.arange(512)))
10000 loops, best of 3: 25.9 µs per loop

In [156]: %timeit np.meshgrid(np.arange(512), np.arange(512))
100 loops, best of 3: 2.02 ms per loop

In [157]: %timeit np.mgrid[:512, :512]
100 loops, best of 3: 4.84 ms per loop

Is there a conscious design decision as to why this isn’t what meshgrid/mgrid 
do already? Or would a PR be welcome to do this?


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