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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Fast method for computing Gramian Matrix
- From: Douglas Bates <bates@xxxxxxxxxxxxx>
- Date: Thu, 29 Mar 2012 07:18:16 +0200
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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);