|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