A is symmetric, B is diagonal, both have exactly the same dimensions.
I could do this operation linearly as someone else had suggested. Where L = BAB, I could do L_ij = B_ii * A_ij * B_jj, and use a DenseVector for B instead. I just felt this was more straightforward code-wise.
On 6/17/2010 5:28 PM, Ted Dunning wrote:
And symmetric? On Thu, Jun 17, 2010 at 2:28 PM, Shannon Quinn<[email protected]> wrote:A and B are both square matrices
