Calling Blas / Lapack Directly Using The Scipy Interface And Cython
There was a post on this here: https://gist.github.com/JonathanRaiman/f2ce5331750da7b2d4e9 which shows a great speed improvement by just calling the Fortran libraries (BLAS / LAPAC
Solution 1:
According to netlib dger(M, N, ALPHA, X INCX, Y, INCY, A, LDA)
performs A := alpha*x*y**T + A
. So A
should be all zeros to get the outer product of X
and Y
.
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