wxy[:,:,k] += mu*conj(err[i,k])*X This should probably be wxy[:,:,k] .+= mu*conj(err[i,k]).*X so allocations are avoided. This doubled the speed for me, al

wxy[:,:,k] += mu*conj(err[i,k])*X This should probably be wxy[:,:,k] .+= mu*conj(err[i,k]).*X so allocations are avoided. This doubled the speed for me, although I don't what size inputs are realistic. The @benchmark and @profile macros are good for this stuff.