title: Numpy Array: Efficiently find matching indices
body: <p>I have two lists, one of which is massive (millions of elements), the other several thousand. I want to do the following</p>
  
  <pre><code>bigArray=[0,1,0,2,3,2,,.....]
  
  smallArray=[0,1,2,3,4]
  
  for i in len(smallArray):
    pts=np.where(bigArray==smallArray[i])
    #Do stuff with pts...
  </code></pre>
  
  <p>The above works, but is slow.  Is there any way to do this more efficiently without resorting to writing something in C?</p>