[Numpy-discussion] about SIMD (SSE2 & SSE3)

[David Warde-Farley]

On 2010-11-06, at 7:46 PM, qihua wu wrote:

> day 1,2,3 have the non-promoted sales, day 4 have the promoted sales, day 5,6,7 have the non-promted sales, the output for day 1~7 are all non-promoted sales. During the process, we might need to sum all the data for day 1~7, is this what you called " elementwise addition, multiplication", which can't be SIMDed in numpy?

Really the only thing that can be SIMDed with SSE/SSE2/SSE3 is matrix-matrix or matrix-vector multiplies, i.e. things that involve calls to the BLAS. NumPy will perform the summations you mention with efficient loops at the C level but not using SSE. I don't know how much of a speed boost this will provide over Java, as the JVM is pretty heavily optimized.

David