Re: [eigen] Fast method for computing Gramian Matrix

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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
> 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();

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