Consecutive, Overlapping Subsets of Array (NumPy, Python)

Question

I have a NumPy array [1,2,3,4,5,6,7,8,9,10,11,12,13,14] and want to have an array structured like [[1,2,3,4], [2,3,4,5], [3,4,5,6], ..., [11,12,13,14]]

Answer 1

Broadcast!

from numpy import ogrid
def stretch(N=5,M=15):
    x, y = ogrid[0:M,0:N]
    return x+y+1

Note that ogrid does give things like:

>> ogrid[0:5,0:5]
>> 
[array([[0],
       [1],
       [2],
       [3],
       [4]]),
 array([[0, 1, 2, 3, 4]])]

Let's compare with another solution given here:

def zipping(N=5,M=15):
    A = numpy.arange(1, M+1)
    return numpy.array(zip(*(A[i:] for i in range(N))))

comparison (python 2.6, 32 bit, 1Go RAM) gives

>>> %timeit stretch(5,15)
10000 loops, best of 3: 61.2 us per loop

>>> %timeit zipping(5,15)
10000 loops, best of 3: 72.5 us per loop

>>> %timeit stretch(5,1e3)
10000 loops, best of 3: 128 us per loop

>>> %timeit zipping(5,1e3)
100 loops, best of 3: 4.25 ms per loop

The 40-fold speed-up is kind of consistant to scaling.