I'm currently using BLAS function DSYMM to compute Y = AX
and then DGEMM for YA'
, but I'm wondering is there some more efficient way of computing the matrix product AXAT, where A is an arbitrary n×n
matrix and X is a symmetric n×n
matrix?
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Rody Oldenhuis
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Jouni Helske
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1Is there any repetition in your computation? That is, are either of the terms constant for at least a few iterations? What size matrices? – Peter Nov 08 '16 at 13:22