
Ublas : 
From: Gunter Winkler (guwi17_at_[hidden])
Date: 20070213 09:24:54
Am Dienstag, 13. Februar 2007 00:28 schrieb
Richard_Harding_at_[hidden]:
> Hello,
>
> I have a very sparse matrix (<= 6 nnz entries per row with
> potentially thousands of columns) which I need to premultiply by its
> transpose in order to solve the normal equations associated with a
> leastsquares computation: (A'A)x = A'b. I may have missed them, but
Don't do this  trust me ;)
in order to solve the least squares problem you do a QRdecomposition of
A and get the cholesky decomposition of A'A for free:
A = QR > A'A = (QR)'QR = R'Q'QR= R'R
> I did not find any builtin matrixtransposematrix or
> matrixtransposevector operations in uBLAS.
you can call prod(trans(A), A) or even sparse_prod(trans(A), A) (from
operation_sparse.hpp)
mfg
Gunter