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| author | Jaime <jaime.frio@gmail.com> | 2015-10-04 06:28:07 -0700 |
|---|---|---|
| committer | Jaime <jaime.frio@gmail.com> | 2015-10-04 06:28:07 -0700 |
| commit | 66d357ae3aedcd324a1c607e037adc65d3ae1c02 (patch) | |
| tree | 8d80199fd4e93c832200c5d412ef6a6f04791c31 /numpy/lib/function_base.py | |
| parent | 786f9c2f77b3ee4f90f5e26a2206f85087a415bc (diff) | |
| parent | 881849c5385524ceafc462d230960463a01e47a6 (diff) | |
| download | numpy-66d357ae3aedcd324a1c607e037adc65d3ae1c02.tar.gz | |
Merge pull request #6403 from larsmans/cov-memory-use
ENH: halve the memory requirement of np.cov
Diffstat (limited to 'numpy/lib/function_base.py')
| -rw-r--r-- | numpy/lib/function_base.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py index f859b1d5d..2229682ce 100644 --- a/numpy/lib/function_base.py +++ b/numpy/lib/function_base.py @@ -2286,7 +2286,9 @@ def cov(m, y=None, rowvar=1, bias=0, ddof=None, fweights=None, aweights=None): X_T = X.T else: X_T = (X*w).T - return (dot(X, X_T.conj())/fact).squeeze() + c = dot(X, X_T.conj()) + c /= fact + return c.squeeze() def corrcoef(x, y=None, rowvar=1, bias=np._NoValue, ddof=np._NoValue): |