Efficient V'*S*V matrix multiplication?
显示 更早的评论
I have a matrix V with orthonormal columns, order n x k, and a symmetric, indefinite, matrix Z. Is there a lapack or blas routing to efficiently do the multiplication
V'*Z*V
If I do this in matlab, the result is NOT a symmetric matrix and has to be symmetrized and the result has roundoff of order 1e-13 for n approx 1,000
1 个评论
James Tursa
2020-6-18
编辑：James Tursa
2020-6-18
Do you have a C/C++ compiler installed where a mex routine could get at the BLAS symmetric matrix multiply routines directly? Are your matrices real or complex?
回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Operators and Elementary Operations 的更多信息
2020-6-18
2020-6-18
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
