A tiny benchmark script

bench.py

import time

import numpy as np


def make_psd_matrix(M, T):
    tmp = np.random.randn(T, M, M) + 1j * np.random.randn(T, M, M)
    return np.einsum("tmn,tno->tmo", tmp, tmp.conj())


if __name__ == "__main__":
    M = 10
    T = 1000

    elapsed_times = []
    for _ in range(100):
        A = make_psd_matrix(M, T)
        B = make_psd_matrix(M, T)

        start = time.time()

        C = np.einsum("tmn,tmo->tmo", np.linalg.inv(A), B)
        
        elapsed_times.append(time.time() - start)

    print(np.mean(elapsed_times))