Hi, I would like to know if there is any better way to vectorize following calculation instead of for loops:
I have a 2d matrix A and an index matrix B (only 0 and 1) of the same shape. For each column of A, I want to take the row index from B where B is 1, then take the corresponding rows from A, then do another for loop of an iterative sum:
for i in row_index:     A[1: i] = A[1: i] * w1 + A[0: i-1] * w2
And the key point is that the index in each column of B might be of different lengths.
I would like to know if there is any way to better vectorize above instead of doing two for loops. Any idea is appreciated, thanks!