How to speed up large marix multiply?
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Now I have a large matix A and I need to do A*A', how to make this as fast as possible?
eg. A = zeros(40000,1000);
B = A*A';
2 Comments
Jan
on 24 Jun 2019
Do the matrices have a pattern or are they sparse? Why do you assume that there is anything better than A*A' ?
Answers (1)
Matt J
on 24 Jun 2019
Edited: Matt J
on 24 Jun 2019
3 Comments
Jan
on 8 Jul 2019
@Joss: What does "internally supported" exactly mean? Does the JIT acceleration omit the explicit transposition?
Joss Knight
on 3 Aug 2019
It's not the JIT it's the interpreter. When it sees x'*y, x*y', x'*y' or the dot equivalents (.') it calls a special mtimes-transpose operation that includes the information about which arguments are transposed (or conjugate-transposed), rather than applying the transpose operations separately.
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