On Sunday, 19 April 2020 at 21:27:43 UTC, jmh530 wrote:
On Sunday, 19 April 2020 at 20:29:54 UTC, p.shkadzko wrote:
[snip]
Thanks. I somehow missed the whole point of "a * a.transposed"
not working because "a.transposed" is not allocated.
a.transposed is just a view of the original matrix. Even when I
tried to do a raw for loop I ran into issues because modifying
the original a in any way caused all the calculations to be
wrong.
Honestly, it's kind of rare that I would do an element-wise
multiplication of a matrix and its transpose.
It is. I was trying to calculate the covariance matrix of some
dataset X which would be XX^T.
