[ublas] Computing sparse A'A.........

From: Richard_Harding_at_[hidden]
Date: 2007-02-12 18:28:06

Hello,

I have a very sparse matrix (<= 6 nnz entries per row with potentially
thousands of columns) which I need to pre-multiply by its transpose in
order to solve the normal equations associated with a least-squares
computation: (A'A)x = A'b. I may have missed them, but I did not find any
built-in matrix-transpose-matrix or matrix-transpose-vector operations in
uBLAS. Iwas wondering if anyone has had any experience implementing these
efficiently? I need the end result in a column-major, compressed_matrix in
order to utilize the bindings to UMFPACK.

Thanks!