The fastest way seems to be to preallocate the array, given as option 7 right at the bottom of this answer
>>> import numpy as np
>>> A=np.array([1,2,3,4,5,6,7,8,9,10,11,12,13,14])
>>> A
array([ 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14])
>>> np.array(zip(A,A[1:],A[2:],A[3:]))
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]])
>>>
You can easily adapt this to do it for variable chunk size
>>> n=5
>>> np.array(zip(*(A[i:] for i in range(n))))
array([[ 1, 2, 3, 4, 5],
[ 2, 3, 4, 5, 6],
[ 3, 4, 5, 6, 7],
[ 4, 5, 6, 7, 8],
[ 5, 6, 7, 8, 9],
[ 6, 7, 8, 9, 10],
[ 7, 8, 9, 10, 11],
[ 8, 9, 10, 11, 12],
[ 9, 10, 11, 12, 13],
[10, 11, 12, 13, 14]])
You may wish to compare performance between this and using itertools.islice
>>> from itertools import islice
>>> n=4
>>> np.array(zip(*[islice(A,i,None) for i in range(n)]))
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]])
My timing results:
1. timeit np.array(zip(A,A[1:],A[2:],A[3:]))
10000 loops, best of 3: 92.9 us per loop
2. timeit np.array(zip(*(A[i:] for i in range(4))))
10000 loops, best of 3: 101 us per loop
3. timeit np.array(zip(*[islice(A,i,None) for i in range(4)]))
10000 loops, best of 3: 101 us per loop
4. timeit numpy.array([ A[i:i+4] for i in range(len(A)-3) ])
10000 loops, best of 3: 37.8 us per loop
5. timeit numpy.array(list(chunks(A, 4)))
10000 loops, best of 3: 43.2 us per loop
6. timeit numpy.array(byN(A, 4))
10000 loops, best of 3: 100 us per loop
# Does preallocation of the array help? (11 is from len(A)+1-4)
7. timeit B=np.zeros(shape=(11, 4),dtype=np.int32)
100000 loops, best of 3: 2.19 us per loop
timeit for i in range(4):B[:,i]=A[i:11+i]
10000 loops, best of 3: 20.9 us per loop
total 23.1us per loop
As len(A) increases (20000) 4 and 5 converge to be equivalent speed (44ms). 1,2,3 and 6 all remain about 3 times slower(135ms). 7 is much faster (1.36ms)