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Hi Peter,
When I have to multiply more than two matrices (e.g., A*B*C*...), I try to
search for a simple method defined in CommonOps but failed. Is there any one
could do this? Or I guess it is not possible to implement such a method.
For a more specific situation in quadratic-form related computation, one has to
compute C = A * B * A' (or C = A' * B * A). I think this is possible to add a
method as multQuadratic(A,B,C) to CommonOps, avoiding allocating temporary
memory for tmp = A * B and then C = tmp * A'.
I do not find any other libraries implement such a method. So I can only
provide you:
http://en.wikipedia.org/wiki/Quadratic_form
for reference.
Original issue reported on code.google.com by miniufo....@gmail.com on 3 Jun 2013 at 12:42
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