Timeline for Fast multiplication of constant symmetric positive-definite matrix and vector.
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Dec 7, 2011 at 12:48 | comment | added | Suvrit | @Federico: I meant that the OP is asking for a matrix-vector multiplication, not matrix-matrix. But as Igor also notes, as do you, if the OP requires $Hv$ for several $v$'s then, yes, it makes sense to start thinking about matrix-mult. algos. | |
| Dec 7, 2011 at 11:46 | comment | added | Igor Rivin | Actually, as far as I know the Strassen algorithm IS viable in practice for reasonably large sized matrices (how large is "reasonably large" depends on how vectorized your FPU is, historically 100x100 was big enough). This will help the OP, since he can perform $n$ of his multiplications in time $(O(n^{2.7}),$ so $O(n^{1.7})$ per multiplication. | |
| Dec 7, 2011 at 11:40 | comment | added | Federico Poloni | @Suvrit: I have always heard and used $\text{BLAS}=\{\text{BLAS level 1}, \text{BLAS level 2}, \text{BLAS level 3}\}$. Or am I misunderstanding what you're saying? | |
| Dec 7, 2011 at 11:35 | comment | added | Suvrit | Federico: isn't the OP asking for BLAS2? | |
| Dec 7, 2011 at 11:32 | history | answered | Federico Poloni | CC BY-SA 3.0 |