Re: [Pysparse-users] transpose operation

[Fergus G. <fe...@go...>]

On Tue, Nov 17, 2009 at 01:09:24PM -0500, Dominique Orban wrote:

Thanks for the reply

> 
> If you really need A*A^T explicitly, I suggest building A^T and then using
> dot().  
>

I think we do.  Our matrices are  ~ 10 Million square, so A^T not
cheap doing it either explictly as A[i,j]=A[j,i] (ouch) or as 
A^T = spmatrix.dot(A,I)

> Often you don't need this matrix explicitly though (e.g., it is easy
> to build matrix-vector products with A*A^T without assembling this matrix).
> Similarly, if you need to factorize it to solve A*A^T x = b, you can solve
> the equivalent system
> 
>   [ I  A^T ] [x]   [ 0]
>   [ A   0  ] [y] = [-b]
> 
> This last system is also much sparser, and it is symmetric. It is indefinite
> though.

Our application is more statistical (correlation) - we're not trying to solve/invert.

Regards.

-- 
Fergus Gallagher

"I take my children everywhere, but they always find their way back
home." - Robert Orben