Date: Jun 24, 2011 11:59 PM
Author: Jim Rockford
Subject: Help vectorize this matrix multiplication

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