in-place version of filtfilt ?

[nbrantut]

This is probably a feature request: I was wondering whether there was an in-place version of filtfilt to avoid allocating the output array?

Unless there are specific reasons why it has not been implemented, I might give it a shot if there is an interest.

[wheeheee]

I think nobody found it useful enough to implement it, and the function already allocates a lot so there is not that much of an advantage to removing one allocation. But I can review and merge the PR if you want to do it.

[nbrantut]

I had a look at a possible solution and it is indeed hard to see possible benefits since the function requires quite a few allocations to adapt array sizes. Not sure this is needed then – I understand why this was not done originally!