How to avoid loops for the following matrix manipulcation

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Chuangchuang Sun 2018-1-25

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编辑： Stephen23 2018-1-26

I need to do the following operations on a series of matrix A1,A2,...,A_m\in\reals^{n\times n}, and two vectors c,x\in\reals^{n}.

H\in\reals^{n\times n} = \sum_{i=1}{m}(A_i*x)(A_i*x)^T,
b\in\reals^{n} = \sum_{i=1}{m}c_i*(A_i*x).

I guess no-loop implementation will be faster. However, I tried and failed. Any ideas, guys?

Appreciate your time in advance!

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James Tursa 2018-1-25

How large is n?

Stephen23 2018-1-26

编辑：Stephen23 2018-1-26

Chuangchuang Sun's "Flag" moved here:

n is around 100

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回答（1 个）

James Tursa 2018-1-25

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编辑：James Tursa 2018-1-25

Since the A_i are sparse, you are probably stuck with your loop. Consider storing them as A{i} instead of A_i, however, to make looping easier. And code it such that you do the A{i}*x calculation only once.

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