title: distance_matrix_fast function of dtaidistance is slow
body: <p>I'm using the Python package <a href="https://pypi.org/project/dtaidistance/" rel="nofollow noreferrer">dtaidistance</a> for fast DTW computations. As explained in the documentation, one can use the following code:</p>
  
  <pre><code>from dtaidistance import dtw
  import numpy as np
  series = np.matrix([
      [0.0, 0, 1, 2, 1, 0, 1, 0, 0],
      [0.0, 1, 2, 0, 0, 0, 0, 0, 0],
      [0.0, 0, 1, 2, 1, 0, 0, 0, 0]])
  ds = dtw.distance_matrix_fast(series)
  </code></pre>
  
  <p>to compute DTW distance measures between sets of series. The time series I'm working with have a length of 3000. In total, I have roughly 3500 of those series for each of my data-sets.</p>
  
  <p>Unfortunately, I'm not able to get any results from this function in a decent amount of time. On my machine (128 GB RAM, 32 CPU cores, 4 Nvidia GPUs) I had to abort the computations after a day. Surprisingly, I didn't even see any output from this function, even though I set the parameter "show_progress" (see <a href="https://github.com/wannesm/dtaidistance/blob/master/dtaidistance/dtw.py" rel="nofollow noreferrer">source code</a>) to true.</p>
  
  <p>What am I doing wrong here? Thank you very much for your help.</p>