Re: [eigen] Fast method for computing Gramian Matrix

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On 03/29/2012 01:18 AM, Douglas Bates wrote:
On Thu, Mar 29, 2012 at 3:50 AM, Mark Borgerding<mark@xxxxxxxxxxxxxx>  wrote:
(sorry for hitting send too soon)

What is the fastest way to compute MM' when M is wide?
The diagonal elements are the norm-squared of the rows of M. The result is

Is there an optimized method in Eigen or otherwise?
I have used the rankUpdate method for a selfadjoint view to calculate
this.  I assume that it is an efficient way to calculate the result
but I haven't done any timings.

MatrixXcd MMt(M.rows(), M.rows();

Thanks.  That cut the time to about 80% of the full matrix product.

Is there an elegant way to recover the full, square self-adjoint matrix from a SelfAdjointView ? I've been adding the SA view to its own adjoint and then subtracting the original diagonal.

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