[Numpy-discussion] Recurrence relationships

[Keith Goodman]

On Wed, May 6, 2009 at 6:44 AM, Talbot, Gerry <Gerry.Talbot at 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 = np.array([1,2,3])
>> y = np.array([4,5,6])
>> y = x[1:] + y[:-1]
>> y
   array([6, 8])