Suppose that I have two matrices, A and B, both have size Dx(3N). I want to multiply each block of 3 consecutive columns in A with the transpose of the corresponding block of 3 consecutive columns in B (the result of each of these multiplications would be a DxD matrix). What are the best ways to do this?
For example, let's say
A = [a_1, a_2, a_3, b_1, b_2, b_3, c_1, c_2, c_3]
B = [x_1, x_2, x_3, y_1, y_2, y_3, z_1, z_2, z_3]
where a_i, b_i, c_i, x_i, y_i, z_i all have size Dx1. I want to compute
[a_1, a_2, a_3]*[x_1, x_2, x_3]'
[b_1, b_2, b_3]*[y_1, y_2, y_3]'
[c_1, c_2, c_3]*[z_1, z_2, z_3]'
and of course, I need to store the results.
Best Answer