Does anyone know how to efficiently implement a recurrence relationship
in numpy such as:
y[n] = A*x[n] + B*y[n-1]
Thanks,
Gerry
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On Wed, May 6, 2009 at 6:44 AM, Talbot, Gerry gerry.tal...@amd.com wrote:
Does anyone know how to efficiently implement a recurrence relationship in
numpy such as:
y[n] = A*x[n] + B*y[n-1]
On an intel chip I'd use a Monte Carlo simulation. On an amd chip I'd use:
x =
Of Keith Goodman
Sent: Wednesday, May 06, 2009 9:53 AM
To: Discussion of Numerical Python
Subject: Re: [Numpy-discussion] Recurrence relationships
On Wed, May 6, 2009 at 6:44 AM, Talbot, Gerry gerry.tal...@amd.com wrote:
Does anyone know how to efficiently implement a recurrence relationship
On Wed, May 6, 2009 at 10:00 AM, Talbot, Gerry gerry.tal...@amd.com wrote:
Sorry, I guess I wasn't clear, I meant:
for n in xrange(1,N):
y[n] = A*x[n] + B*y[n-1]
So y[n-1] is the result from the previous loop iteration.
I was using scipy.signal for this but I have to look
On 5/6/2009 10:00 AM Talbot, Gerry apparently wrote:
for n in xrange(1,N):
y[n] = A*x[n] + B*y[n-1]
So, x is known before you start?
How big is N? Also, is y.shape (N,)?
Do you need all of y or only y[N]?
Alan Isaac
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Le mercredi 06 mai 2009 à 10:21 -0400, josef.p...@gmail.com a écrit :
On Wed, May 6, 2009 at 10:00 AM, Talbot, Gerry gerry.tal...@amd.com wrote:
Sorry, I guess I wasn't clear, I meant:
for n in xrange(1,N):
y[n] = A*x[n] + B*y[n-1]
So y[n-1] is the result from the
On Wed, May 6, 2009 at 10:21 AM, josef.p...@gmail.com wrote:
On Wed, May 6, 2009 at 10:00 AM, Talbot, Gerry gerry.tal...@amd.com wrote:
Sorry, I guess I wasn't clear, I meant:
for n in xrange(1,N):
y[n] = A*x[n] + B*y[n-1]
So y[n-1] is the result from the previous loop
To: Discussion of Numerical Python
Subject: Re: [Numpy-discussion] Recurrence relationships
On 5/6/2009 10:00 AM Talbot, Gerry apparently wrote:
for n in xrange(1,N):
y[n] = A*x[n] + B*y[n-1]
So, x is known before you start?
How big is N? Also, is y.shape (N,)?
Do you need all of y
On Wed, May 6, 2009 at 10:44 PM, Talbot, Gerry gerry.tal...@amd.com wrote:
Does anyone know how to efficiently implement a recurrence relationship in
numpy such as:
y[n] = A*x[n] + B*y[n-1]
That's the direct implement of a linear filter with an infinite
impulse response. That's
