Consecutive, Overlapping Subsets of Array (NumPy, Python)

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You should use stride_tricks. When I first saw this, the word ‘magic’ did spring to mind. It’s simple and is by far the fastest method.

>>> as_strided = numpy.lib.stride_tricks.as_strided
>>> a = numpy.arange(1,15)
>>> a
array([ 1,  2,  3,  4,  5,  6,  7,  8,  9, 10, 11, 12, 13, 14])
>>> b = as_strided(a, (11,4), a.strides*2)
>>> b
array([[ 1,  2,  3,  4],
       [ 2,  3,  4,  5],
       [ 3,  4,  5,  6],
       [ 4,  5,  6,  7],
       [ 5,  6,  7,  8],
       [ 6,  7,  8,  9],
       [ 7,  8,  9, 10],
       [ 8,  9, 10, 11],
       [ 9, 10, 11, 12],
       [10, 11, 12, 13],
       [11, 12, 13, 14]])

Be aware that the values in array b are those in a, just viewed differently. Do a .copy() on b if you plan to modify it.

I saw this at a SciPy conference. Here are the slides for more explanation.

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