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

From: Richard_Harding_at_[hidden]
Date: 2007-02-14 16:17:30

> I believe CXSparse doesn't do reordering, so you'll have problems
> with fill-in.
> I think UMFPACK is a better choice, or use something like METIS to do the
> reordering for you.

My matrix A is not square which is also a requirement of UMFPACK. I whipped
up a custom A'A function based on a column-major, gvov of compressed_vector
that attempts to take advantage of the sparsity of the compressed_vector
columns and the symmetric nature of the result. On a matrix A of dimension
60600x30302 with 241192 non-zero elements, the A'A operation took roughly
26 seconds. That's not as awful as I thought it would be....but still very
expensive.