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matlabmatrixlarge-data

Multiply matrices with big size

I wanna to try calculate multiply of three matrix in matlab. The formation of matrices described below:

L = D^(-1/2) * A * D^(-1/2);

D, A and L are a n*n matrices. A and L are not diagonal or sparse but D is diagonal. In this case n = 16900. When I calculate L in matlab, it takes a long time, about 4 hours!

My question is: Is there a more efficient way to calculate L?

Solution

  • You can use bsxfun twice. I'm not sure it will be faster or not:

    v = diag(D).^(-1/2); %// this is the same as diag(D.^(-1/2))
L = bsxfun(@times, v.', bsxfun(@times, A, v));