Re: [Numpy-discussion] fast matrix vector operations

2008-10-04 Thread Xavier Gnata
> 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 > withi

[Numpy-discussion] fast matrix vector operations

2008-10-04 Thread Gideon Simpson
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/scip