title: Convolution along one axis only
body: <p>I have two 2-D arrays with the same first axis dimensions. In python, I would like to convolve the two matrices along the second axis only. I would like to get <code>C</code> below without computing the convolution along the first axis as well.</p>
  
  <pre><code>import numpy as np
  import scipy.signal as sg
  
  M, N, P = 4, 10, 20
  A = np.random.randn(M, N)
  B = np.random.randn(M, P)
  
  C = sg.convolve(A, B, 'full')[(2*M-1)/2]
  </code></pre>
  
  <p>Is there a fast way?</p>