jeudi 14 février 2019

Eigen product Matrix

I want to optimize the specific matrix product Using Eigen lib:

The size of M is about 900X2250000; The result R is a symetric matrix with size of 900x900.
Is there an optimized function to calculate the product of the matrix and its transpose ? since some element of the matrix are calculated twice.

Thank you;

Eigen::MatrixXd R; R=M*M.transpose();

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