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Date: Tue, 23 Oct 2012 16:31:17 +0200
From: Virgil Stokes <vs@it.uu.se>
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Subject: Fast forward-backward (write-read)
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Xref: csiph.com comp.lang.python:31933

I am working with some rather large data files (>100GB) that contain time series 
data. The data (t_k,y(t_k)), k = 0,1,...,N are stored in ASCII format. I perform 
various types of processing on these data (e.g. moving median, moving average, 
and Kalman-filter, Kalman-smoother) in a sequential manner and only a small 
number of these data need be stored in RAM when being processed. When performing 
Kalman-filtering (forward in time pass, k = 0,1,...,N) I need to save to an 
external file several variables (e.g. 11*32 bytes) for each (t_k, y(t_k)). These 
are inputs to the Kalman-smoother (backward in time pass, k = N,N-1,...,0). 
Thus, I will need to input these variables saved to an external file from the 
forward pass, in reverse order --- from last written to first written.

Finally, to my question --- What is a fast way to write these variables to an 
external file and then read them in backwards?