I’m trying to find a good way to compute V^TAV where A is a sparse CSC matrix A and V = I \otimes B is a block diagonal matrix with repeating dense blocks (size of B is around \mathbb{R}^{20 \times 10}). Looping through blocks A_i and computing B^TA_iB seems about 2x slower than just storing V as a…

Block sparse matrix multiplication with repeated blocks

dlfivefifty April 26, 2020, 5:43am 4

For that size of matrix you are unlikely to beat dense BLAS I think

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