Re: X'*v in octave

[Rik]

On 05/22/2015 06:42 AM, address@hidden wrote:

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X'*v in octave

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Chih-Jen Lin <address@hidden>

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05/21/2015 02:05 PM

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Dear Octave maintainers,

Recently in an experiment I found that for sparse X'*v octave seems to do X' first and then conduct the matrix vector product. This is time consuming as this operation is simple a linear combination of X's columns and X in Octave is stored in compressed column format. May I suggest that you improve the setting in the near future?

Thanks,
Chih-Jen

For a full matrix this is already the case (in Octave 4.0 anyways).  That is, rather than perform a transpose in Octave followed by a multiplication using BLAS, we just forward the two matrices to BLAS for multiplication along with an indication that one of them is transposed.

The code to examine is in liboctave, either in the array/ directory where Sparse matrices are defined or in the operators/ directory where operations between various matrix types are declared.

--Rik