Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread David Cournapeau
On Wed, May 6, 2009 at 10:44 PM, Talbot, Gerry wrote: > Does anyone know how to efficiently implement a recurrence relationship in > numpy such as: > > > > y[n] = A*x[n] + B*y[n-1] That's the direct implement of a linear filter with an infinite impulse response. That's exactly what s

Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread Talbot, Gerry
To: Discussion of Numerical Python Subject: Re: [Numpy-discussion] Recurrence relationships On 5/6/2009 10:00 AM Talbot, Gerry apparently wrote: > for n in xrange(1,N): > y[n] = A*x[n] + B*y[n-1] So, x is known before you start? How big is N? Also, is y.shape (N,)? Do you need al

Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread josef . pktd
On Wed, May 6, 2009 at 10:21 AM, wrote: > On Wed, May 6, 2009 at 10:00 AM, Talbot, Gerry wrote: >> Sorry, I guess I wasn't clear, I meant: >> >>        for n in xrange(1,N): >>          y[n] = A*x[n] + B*y[n-1] >> >> So y[n-1] is the result from the previous loop iteration. >> > > I was using sc

Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread Fabrice Silva
Le mercredi 06 mai 2009 à 10:21 -0400, josef.p...@gmail.com a écrit : > On Wed, May 6, 2009 at 10:00 AM, Talbot, Gerry wrote: > > Sorry, I guess I wasn't clear, I meant: > > > >for n in xrange(1,N): > > y[n] = A*x[n] + B*y[n-1] > > > > So y[n-1] is the result from the previous loo

Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread Alan G Isaac
On 5/6/2009 10:00 AM Talbot, Gerry apparently wrote: > for n in xrange(1,N): > y[n] = A*x[n] + B*y[n-1] So, x is known before you start? How big is N? Also, is y.shape (N,)? Do you need all of y or only y[N]? Alan Isaac ___ Numpy-discu

Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread josef . pktd
On Wed, May 6, 2009 at 10:00 AM, Talbot, Gerry wrote: > Sorry, I guess I wasn't clear, I meant: > >        for n in xrange(1,N): >          y[n] = A*x[n] + B*y[n-1] > > So y[n-1] is the result from the previous loop iteration. > I was using scipy.signal for this but I have to look up what I did e

Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread Talbot, Gerry
lf Of Keith Goodman Sent: Wednesday, May 06, 2009 9:53 AM To: Discussion of Numerical Python Subject: Re: [Numpy-discussion] Recurrence relationships On Wed, May 6, 2009 at 6:44 AM, Talbot, Gerry wrote: > Does anyone know how to efficiently implement a recurrence relationship in > nu

Re: [Numpy-discussion] Recurrence relationships

2009-05-06 Thread Keith Goodman
On Wed, May 6, 2009 at 6:44 AM, Talbot, Gerry 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]) >>

[Numpy-discussion] Recurrence relationships

2009-05-06 Thread Talbot, Gerry
Does anyone know how to efficiently implement a recurrence relationship in numpy such as: y[n] = A*x[n] + B*y[n-1] Thanks, Gerry ___ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/