mtimesnd

Perform matrix multiplication (mtimes) along further dimensions, and also input transpose.

This function will perform matrix multiplication (mtimes) for two arguments of size AxMx... and MxBx... for output size AxBx... along further dimensions. In addition to the simple loop, it already provides for transposing either (or both) of the arguments, e.g. to compute M' * M covariance matrices along the further dimensions.