Chris H
Chris H

Reputation: 6581

How to compute only the diagonal of a matrix product in Octave?

Is there a way in Octave to compute and store only the diagonal of a matrix product?

Basically like doing: vector = diag(A*B);

I don't care about any of the values of A*B except those on the diagonal. The matrix sizes are around 80k x 12 and 12 x 80k, so even if I didn't care about the speed/extra memory it simply wont fit in RAM.

Strange, since Octave is a package for huge data sets and diagonals are very important, so it should be possible.

Upvotes: 15

Views: 11799

Answers (3)

vicatcu
vicatcu

Reputation: 5837

actually I think it's the dot product of the first row of A with the first column of B... the second diagonal element is the dot product of the second row and the second column... etc

Upvotes: 0

gnovice
gnovice

Reputation: 125854

This is how you could do it in MATLAB (probably similar to Octave syntax):

vector = sum(A.*B',2);

This will compute only the resulting diagonal of the operation A*B as a column vector vector.

Upvotes: 11

Jonas
Jonas

Reputation: 74940

The first element in the diagonal is the scalar product of the first row of A with the first column of B. The second element in the diagonal is the scalar product of the second row of A with the second column of B.

In other words:

vector = sum(A.*B',2);

Upvotes: 22

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