[SciPy-User] fast small matrix multiplication with cython?

[Robert Kern]

On Tue, Dec 7, 2010 at 08:54, Charles R Harris
<charlesr.harris at gmail.com> wrote:

> Blas adds quite a bit of overhead for multiplying small matrices, but so
> does calling from python. For implementing Kalman filters it might be better
> to write a whole Kalman class so that operations can be combined at the c
> level.

As I said, he's writing the Kalman filter in Cython.

> Skipper, what kind of Kalman filter are you trying to implement?

Does this help?

http://groups.google.com/group/cython-users/browse_thread/thread/a605a70626a455d?pli=1

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco