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Corr comp #159

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merged 12 commits into from Jan 13, 2017

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@yidawang
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yidawang commented Jan 13, 2017

Add a high-performance correlation computation function using BLAS wrapped in Cython to brainiak/fcma/util. Running at least one order of magnitude faster than np.corrcoef.

Ours: 100 loops, best of 3: 14.2 ms per loop
np.corrcoef: 10 loops, best of 3: 153 ms per loop
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yidawang added some commits Jan 13, 2017

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@mihaic

mihaic approved these changes Jan 13, 2017

@mihaic mihaic merged commit 6d4c11d into brainiak:master Jan 13, 2017

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@yidawang yidawang deleted the yidawang:corr_comp branch Jan 13, 2017

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