Interesting article, thanks, IMHO mostly for the low level performance analysis. When it comes to actual computation of convolutions, the fast Fourier transfor

Interesting article, thanks, IMHO mostly for the low level performance analysis. When it comes to actual computation of convolutions, the fast Fourier transform should at least be mentioned, even if in passing. Early in grad school I peaked at the source for R's density() function, and was blown away that it was using FFT, and that I had not picked up that trick in my math classes (or maybe I had just forgotten it...) For a 2d example: https://stackoverflow.com/questions/50453981/implement-2d-convolution-using-fft https://stackoverflow.com/questions/50453981/implement-2d-co... And a recent HN thread that was very good: https://news.ycombinator.com/item?id=40840396 https://news.ycombinator.com/item?id=40840396