Numba: Numba support for numpy.correlate()?
Dear all,
I was trying to @jit(nopython=True) one of my functions which runs numpy.correlate() and found that Numba still does not support it. Is there any idea of when this feature is going to be supported? May I request, please, support to this function and others like numpy.convolve() ?? These two functions are very important for digital signal processing.
Thanks very much in advance
echavess
All 4 comments
I also ran into this issue just now.
ThomasA
on 5 Oct 2017
Hi guys, any updates? Will appreciate if Numba provides support to numpy.correlate and numpy.convolve.
Thanks in advance,
echavess
on 20 Feb 2018
@echavess I was working on this last week but had to go and do some other things. Hopefully it'll be done soon! Also, out of interest, is there a desire for FFT calls to be accepted by Numba, e.g. np.fft.fft ?
stuartarchibald
on 20 Feb 2018
Sure, that would be nice. numpy.correlate will just be too slow for larger inputs. Hence something like scipy.signal.fftconvolve, or more flexible, numpy.fft would be nice.
Some time ago I started to write some (incomplete/special-purpose) wrapper around MKL/FFTW via cffi to be used with Numba. In the meantime https://github.com/IntelPython/mkl_fft came out -- that might be of interest to people looking to implement fast convolution/correlation (I have yet to check that out...).
mbargull
on 20 Feb 2018
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Most helpful comment
@echavess I was working on this last week but had to go and do some other things. Hopefully it'll be done soon! Also, out of interest, is there a desire for FFT calls to be accepted by Numba, e.g.
np.fft.fft?