[julia-users] low rank matrix-vector multiplication and order of operations

2015-10-26 Thread Michael Lindon
I have a somewhat large matrix-vector product to calculate, where the matrix is not full rank. I can perform a low rank factorization of the nxn Matrix M as M=LL' where L is nxp. I'd like to use this information to speed up the computation. Here is a minimal example: x=rand(1,100)

[julia-users] low rank matrix-vector multiplication and order of operations

2015-10-26 Thread Kristoffer Carlsson
With parenthesis you never do a matrix matrix multiplication.

[julia-users] low rank matrix-vector multiplication and order of operations

2015-10-26 Thread Kristoffer Carlsson
See for example https://en.m.wikipedia.org/wiki/Matrix_chain_multiplication