Re: Efficient multiplication by a diagonal matrix

[Heber Farnsworth]

There is a function called dmult written by KH <address@hidden>
which is available at

ftp://ftp.tsc.uvigo.es//pub/octave/contrib/m-files/lalgebra/dmult.m

I use it all the time.  In my work I often have the need to do something
which is little more complicated  but related.  That is a row-wise
kronecker product of two matrices.  If you need to do this let me know and
I'll send you an m-file I wrote which does it pretty fast.

  Heber Farnsworth                               | Department of Finance
  Univerity of Washington                        | Box 353200
  tele:  (206) 528-0793 home                     | Seattle, WA 98195-3200
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On Tue, 12 Nov 1996, Mario Storti wrote:

> 
> I found  myself repeatedly with the following  problem. Given a matrix
> A(n,m)  and a vector  v(n), I  have to  multiply   each row  A(j,:) by
> v(j). This is equivalent to compute:
> 
> B = diag(v) * A                     (1)
> 
> Now, for large    n, (1) is  very  inefficient,   because it  requires
> constructing the square matrix diag(v) which requires storage and many
> redundant operations since most elements  of diag(v) are null. If n>>m
> then:
> 
> B= kron(v,ones(1,m)).*A             (2)
> 
> does the job  and is better.  But the more  efficient way is computing
> row by row if m>>n and column by column  if n>>m. However, I repeat, I
> find this problem so many times and in so many  areas that it seems to
> me that some system call should do it.
> 
> I wrote some code  of my own  to  do this  task,  but I wonder  if I'm
> redeveloping the wheel. Does anyone have a betetr solution?
> 
> Mario
> 
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