Performance optimization on lots of small linear algebra operations

[GregVernon]

I don’t know if this will be helpful, but several years ago I got some fantastic help for what seems to be at least tangentially related to what you’re doing – so perhaps you’ll find this helpful:

Multiply many-matrices by many-vectors

All, I have a critical portion of code that essentially involves the multiplication of many pre-computed matrices by many pre-computed vectors. Each matrix multiplies the same, entire list of vectors. Each matrix is the same size (N1xN2) in my current form, but eventually I’d like to remove this requirement, so that each matrix-vector combination can have arbitrary size. In Matlab I might think of this as a cell-array of matrices and a cell array of vectors. But for now I’m just trying to u…