Matrix Multiplication for each row
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I have a matrix A = 100000*2 and matrix B which is a symmetric square matrix with number of row and columns equal to the number of columns of A.
I want to compute diag (A*B*A') but since A*B*A' is 100000*100000, matlab cannot compute it and then give diagonal of it. Any workaround?
What i am actually looking for is The first row of A multiplied by B and then multiplied by first column of A'. Now, I can perform this 100000 times to get 100000*1 matrix but that is time consuming. Any workaround will be appreciated?
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n = 5; %100000
A = randn(n, 2);
B = [4 2; 2 3];
if n<100
d1 = diag(A*B*A')
end
d2 = sum(A.*(A*B'), 2)
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