[eigen] Fast method for computing Gramian Matrix

[eigen] Fast method for computing Gramian Matrix

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To: eigen@xxxxxxxxxxxxxxxxxxx
Subject: [eigen] Fast method for computing Gramian Matrix
From: Mark Borgerding <mark@xxxxxxxxxxxxxx>
Date: Wed, 28 Mar 2012 21:50:39 -0400

(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 resultis Hermitian.


Is there an optimized method in Eigen or otherwise?

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