ENH: vectorize cov
#507
Open
ENH: vectorize cov
#507
+38
−13
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
mdhaber
commented
Oct 31, 2025
lucascolley
reviewed
Nov 1, 2025
| if xp.isdtype(m_transpose.dtype, "complex floating"): | ||
| m_transpose = xp.conj(m_transpose) | ||
| c = m @ m_transpose | ||
| c = xp.matmul(m, m_transpose) |
There was a problem hiding this comment.
what is the reason for this change?
There was a problem hiding this comment.
TBH I didn't know they were supposed to be equivalent until after looking it up. I wasn't sure what @ did for n-D arrays, and matmul is a lot easier to look up
If @ really does work like it should for all backends, it can be left alone. Do you know? If not, safer to use the function because it can be updated by array_api_compat.
| fact = 0 | ||
|
|
||
| m -= avg[:, None] | ||
| m_transpose = m.T |
There was a problem hiding this comment.
There was a problem hiding this comment.
That's not implemented in all backends yet (at least not CuPy and dask.array on colab) and it can't be added by array_api_compat.
mdhaber
commented
Nov 2, 2025
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Closes gh-502