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How to calculate $y^T \mbox{diag}(A^T B A) \,y$ efficiently?

I want to calculate $$y^T \mbox{diag}(A^T B A) \,y$$ where

  • $y$ is a $n \times 1$ vector.
  • $A$ is a $m \times n$ matrix where $n \gg m$.
  • $B$ is a $m \times m$ symmetric positive definite matrix; the Cholesky decomposition $B = LL^T$ is precomputed if it is needed.

Is it possible to calculate the above expression at a cost of $O(m n)$ flops?

Alaya
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