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Ublas : |
From: Andrew Rieck (arieck_at_[hidden])
Date: 2005-05-24 03:47:10
Given a symmetric matrix S and a dense matrix D, what would be the most
efficient way to construct the matrix M=D^T S D (which will again be
symmetric) using uBLAS. The former query applies equally to any symmetric
matrix manipulations which involve non-symmetric matrices and where the
resulting matrix is symmetric.
Of the three standard techniques that come to mind:
1) direct element manipulations, and
2)
matrix<double> matrixD(n,n);
symmetric_matrix<double,lower> matrixS(n,n);
...
symmetric_matrix<double,lower>
matrixM(prod(trans(matrixD),prod(matrixS,matrixD)));
3) the axpy_prod equivalent of 2) involving a temporary matrix
matrix<double> matrixTmp(prod(matrixS,matrixD));
symmetric_matrix<double,lower> matrixM(prod(trans(matrixD),matrixTmp));
which would the group recommend? Any advice from experienced group
members would be greatly appreciated.
Kind regards,
Andrew
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