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Efficient way of computing matrix product AXA'?
I have two double precision matrices:
M
, which has sizel ⨯ m
and no particular property;S
, which has sizem ⨯ m
and is symmetric.
I would like to compute:
R = M ⨯ S ⨯ t(M)
where t(M)
is the transpose of M
.
Looking at the list of (C) BLAS routines I didn't find anything that directly addresses this case. What is the most efficient combination of routines, then, that would allow me to compute R
?