I want to compute the diagonal elements of X = V^\top A V where V is an orthogonal matrix A is a symmetric matrix I noticed that it is much faster to just compute X and then extract the diagonal elements than computing only the diagonal elements directly. using LinearAlgebra, SparseArrays, Ra…

[image] stevengj: Instead of multiplying A by the columns of V one by one, why not use BLAS for the matrix–matrix product Y = AV, which does exactly the same O(n^3) work but much faster? Then “manually” compute the dot products of the columns of V with the columns of Y — this is only O(n^2) , so…

Performance of computing the diagonal of V' * A *V

General Usage Performance

stevengj March 31, 2021, 1:04pm 7

Note that this is also a bad idea in general, because it is an abstractly typed container.

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Performance of computing the diagonal of V' * A *V

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