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Re: fastest way to element-by-element multiply matix by vector?


From: Benjamin Lindner
Subject: Re: fastest way to element-by-element multiply matix by vector?
Date: Wed, 20 Jun 2007 06:59:48 +0200

> Hello all,
> I need to element-by-element multiply an nXk matrix A by an nX1 vector b,
> so 
> that the result is that each row of A is multiplied by the corresponding
> row of 
> b. This is on the inside loop of some intense calculations, so I'd like
> the best 
> performance. Is C = A .* repmat(b,1,k) the best way to do this?
> Thanks, Michael

given that size(A)==[n,k] and size(b)==[n,1] I would have done it simply as

C = b*A

which also works if you do not have sparse matrix support.
I have no comparison in speed to the sparse diagonal veriant, but if
you have optimized blas/lapack this should be fastest and consume least
memory.

benjamin

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