Re: [eigen] Fast method for computing Gramian Matrix |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Fast method for computing Gramian Matrix*From*: Mark Borgerding <mark@xxxxxxxxxxxxxx>*Date*: Thu, 29 Mar 2012 18:18:12 -0400

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) http://en.wikipedia.org/wiki/Gramian_matrix 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 Hermitian. 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(); MMt.setZero().selfadjointView<Eigen::Upper>().rankUpdate(M);

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

**Follow-Ups**:**Re: [eigen] Fast method for computing Gramian Matrix***From:*Gael Guennebaud

**References**:**[eigen] Fast method for computing Gramian Matrix***From:*Mark Borgerding

**[eigen] Fast method for computing Gramian Matrix***From:*Mark Borgerding

**Re: [eigen] Fast method for computing Gramian Matrix***From:*Douglas Bates

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