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Thread Subject:
Optimal way to calculate A*D*A'

Subject: Optimal way to calculate A*D*A'

From: lesodk Zokla

Date: 4 Feb, 2009 17:46:02

Message: 1 of 1

I need to do this multiplication A*D*A', here D is a diagonal matrix but A is not symmetric. Can anyone help me? Maybe vectorisation can be used?

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