[Cython] [sage-devel] linear algebra in Cython

[William Stein]

On Fri, Mar 7, 2008 at 6:52 PM, Vincent <vincent.nijs at gmail.com> wrote:
>
>  I would like to implement some Bayesian routines using Cython. I have
>  looked at some of the Cython examples but they don't really provide
>  enough information for a newbie like me. As a starting point i'd like
>  to implement bootstrapping of OLS parameter standard errors. That
>  would give me an idea of how to implement (1) linear algebra in
>  Cython, i assume by calling routines from Numpy in some way,

Much Python code will "just work" in Cython.  You an just directly use
numpy as you would from python, and it will work but be potentially
slow depending on what you're doing.   There is very active work going
on in the Cython project to make it easy to write code that works blazingly
quickly directly with numpy arrays, but that is _not_ in Cython yet,
unfortunately, and we're not even sure what form it will take.

> (2)
>  random number generators for sampling,

numpy/scipy have a lot of those.

> and (3) running loops.

See David Roe's example from the previous email and browse wiki.cython.org

>
>  I anyone has any (simple) examples of how to do something like this in
>  Cython i'd love to see them. Also, if there are better ways to do this
>  than through Cython i'd luv to hear your suggestions.
>
>  Thanks,
>
>  Vincent
>
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>



-- 
William Stein
Associate Professor of Mathematics
University of Washington
http://wstein.org