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Help vectorize this matrix multiplication
Posted:
Jun 24, 2011 11:59 PM


I have a matrix M for which I want to multiply each row by a scalar, which can be different for each row.
One way to do it is as follows. Suppose the set of scalars are put into a vector v. Then
diag(v) * M
effects this multiplication.
In my case, the problem is that constructing the diagonal matrix diag(v) will exceed my computer memory. Obviously I could resort to a loop, but I'm wondering if there is a different way to vectorize this multiplication.
Thanks, Jim



