Re: fast matrix vector operations

> Suppose I have a toeplitz matrix, A.  There is a well known algorithm  
> for computing the matrix vector product Ax, in NlogN operations.  An  
> exact reference escapes me, but it may be in Golub & van Loan's book.
>
> My question is, how could I best take advantage of this algorithm  
> within numpy/scipy?
>
> I could code it python.  However, since python is a high level  
> language, it's not clear to me that I'd see an execution time benefit  
> over numpy.dot(A,x).  Alternatively, I could write it in a compiled  
> language and build python bindings to it.
>
> Thoughts?
>
> -gideon
>
>   

http://www.scipy.org/PerformancePython
weave.inline or pyrex.

BTW, is there a good introduction to weave.inline ?
I had an hard time to learn/guess it.

Xavier