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In order to optimize the memory-dominated effects, let us try using the same method we used in Example 6-6 in order to reduce the number of allocations we make in our numpy code. Allocations are quite a bit worse than the cache misses we discussed previously. Instead of simply having to find the right data in RAM when it is not found in the cache, an allocation also must make a request to the operating system for an available chunk of data and then reserve it. The request to the operating system generates quite a lot more overhead than simply filling a cache — while filling a cache miss is a hardware routine that is optimized on the motherboard, allocating memory requires talking to another process, the kernel, in order to complete. In order to remove the allocations in Example 6-9, we will preallocate some scratch space at the beginning of the code and then only use in-place operations. In-place operations, such as +=, *=, etc., reuse one of the inputs as their output. This means that we don’t need to allocate space to store the result of the calculation.
Micha Gorelick (High Performance Python: Practical Performant Programming for Humans)