Evaluating AT*D*A for sparse matrices: Analysis
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The evaluation of the matrix product A *A or A *D*A, where A is an raxn real matrix and D an mxm diagonal matrix, is a fundamental operation for many algorithms. We analyze the evaluation of A *A for several configurations of sparse matrices A all of which have the same sparsity. The complexity of the evaluation is estimated, and application to certain problems of optimization are given.
NPS Report NumberNPS-53-84-0006
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