Improving Numpy Performance

Question

I\'d like to improve the performance of convolution using python, and was hoping for some insight on how to best go about improving performance.

I am currently usin

Answer 1

A typical optimization for convolution is to use the FFT of your signal. The reason is: the convolution in real space is a product in FFT space. It is often faster to compute the FFT, then the product, and the iFFT of the result than convolve the usual way.