Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-11 Thread Julian Taylor
On 11.12.2014 19:01, Jose Guzman wrote: > On 11/12/14 09:54, Pierre Haessig wrote: >> The basic idea is to enable the user to select the exact range of lags >> he wants. Unfortunately I didn't take the time to go further than the >> specification above... > > I would be particularly interested in

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-11 Thread Jose Guzman
On 11/12/14 09:54, Pierre Haessig wrote: > The basic idea is to enable the user to select the exact range of lags > he wants. Unfortunately I didn't take the time to go further than the > specification above... I would be particularly interested in computing cross-correlations in a range of +-400

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-11 Thread Pierre Haessig
Le 11/12/2014 15:39, Julian Taylor a écrit : > previously numpy called dot for the convolution part, this is fine for > large convolutions as dot goes out to BLAS which is superfast. > For small convolutions unfortunately it is terrible as generic dot in > BLAS libraries have enormous overheads th

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-11 Thread Julian Taylor
On 12/11/2014 03:24 PM, Pierre Haessig wrote: > Le 11/12/2014 11:19, Julian Taylor a écrit : >> Also on a side note, in 1.10 np.convolve/correlate has been >> significantly speed up if one of the sequences is less than 12 elements > Interesting! What is the origin of this speed up, and why a magic

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-11 Thread Pierre Haessig
Le 11/12/2014 11:19, Julian Taylor a écrit : > Also on a side note, in 1.10 np.convolve/correlate has been > significantly speed up if one of the sequences is less than 12 elements Interesting! What is the origin of this speed up, and why a magic number 12? -- Pierre _

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-11 Thread Julian Taylor
I think it is a good time to discuss/implement further correlate improvements. I kind of favor the mode=(tuple of integers) api for your proposed change. Concerning the C-API we probably need to add a new wrapper function but thats ok, the C-API does not need to be as nice as the python API as it h

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-11 Thread Pierre Haessig
As a side note, I've still in mind the proposal I made back in 2013 to make np.correlate faster http://numpy-discussion.10968.n7.nabble.com/another-discussion-on-numpy-correlate-and-convolution-td32925.html The basic idea is to enable the user to select the exact range of lags he wants. Unfortu

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-10 Thread Jose Guzman
Dear Pierre, thank you very much for your time to correct my notebook and to point me in the direction of my wrong lag estimation. It has been very useful! Best Jose On 09/12/14 17:23, Pierre Haessig wrote: > Hi, > > Le 08/12/2014 22:02, Jose Guzman a écrit : >> I'm trying to compute the cross

Re: [Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-09 Thread Pierre Haessig
Hi, Le 08/12/2014 22:02, Jose Guzman a écrit : > I'm trying to compute the cross correlation and cross correlograms from > some signals. For that, I'm testing first np.correlate with some > idealized traces (sine waves) that are exactly 1 ms separated from each > other. You can have a look here:

[Numpy-discussion] help using np.correlate to produce correlograms.

2014-12-08 Thread Jose Guzman
Dear list, I'm trying to compute the cross correlation and cross correlograms from some signals. For that, I'm testing first np.correlate with some idealized traces (sine waves) that are exactly 1 ms separated from each other. You can have a look here: http://nbviewer.ipython.org/github/Jose