----- The definition of correlation above is not unique and sometimes correlation may be defined differently. Another common definition is: .. math:: c'_k = \sum_n a_{n} \cdot \overline{v_{n+k}} which is related to :math:`c_k` by :math:`c'_k = c_{-k}`. `numpy.correlate` may perform slowly in large arrays (i.e. n = 1e5) because it does not use the FFT to compute the convolution; in that case, `scipy.signal.correlate` might be preferable. Examples -------- >>> np.correlate([1, 2, 3], [0, 1, 0.5]) array([3.5]) >>> np.correlate([1, 2, 3], [0, 1, 0.5], "same") array([2. , 3.5, 3. ]) >>> np.correlate([1, 2, 3], [0, 1, 0.5], "full") array([0.5, 2. , 3.5, 3. , 0. ]) Using complex sequences: >>> np.correlate([1+1j, 2, 3-1j], [0, 1, 0.5j], 'full') array([ 0.5-0.5j, 1.0+0.j , 1.5-1.5j, 3.0-1.j , 0.0+0.j ]) Note that you get the time reversed, complex conjugated result (:math:`\overline{c_{-k}}`) when the two input sequences a and v change places: >>> np.correlate([0, 1, 0.5j], [1+1j, 2, 3-1j], 'full') array([ 0.0+0.j , 3.0+1.j , 1.5+1.5j, 1.0+0.j , 0.5+0.5j]) )