[SciPy-User] How to efficiently do dot(dot( A.T, diag(d) ), A ) ?

Hugh Perkins hughperkins@gmail....
Sun Sep 9 20:19:19 CDT 2012


How to do efficiently do dot(dot( A.T, diag(d) ), A ) ?

... where d is of length n, A is n * k, and n >> k

(obviously the i,j element of this is just sum_r A_{r,i) * A_{r,j} *
d_r , which is in theory relatively fast, at least, a lot faster than
two brute-force matrix muliplies! )


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