12 Sep
2002
12 Sep
'02
11:07 a.m.
Hello,
I'm new to ublas, so it's easily possible that I overlooked something
obvious. The first thing I tried to calculate was the following line:
numerics::matrix<double> M(dimension,n);
numerics::matrix<double> Covariance
= numerics::prod(M,numerics::trans(M))/n;
where dimension is 50 and n is 8000.
Unfortunately. it turned out that the following "stupid" code actually
performs better:
numerics::matrix<double> Covariance(dimension,dimension);
for (int i=0; i