title: Construct huge numpy array with pytables
body: <p>I generate feature vectors for examples from large amount of data, and I would like to store them incrementally while i am reading the data. The feature vectors are numpy arrays. I do not know the number of numpy arrays in advance, and I would like to store/retrieve them incrementally.</p>
  
  <p>Looking at pytables, I found two options:</p>
  
  <ol>
  <li><strong>Arrays</strong>: They require predetermined size and I am not quite sure how
  much appending is computationally efficient.</li>
  <li><strong>Tables</strong>: The column types do not support list or arrays.</li>
  </ol>