Re: X'*v in octave

[Jordi Gutiérrez Hermoso]

On Fri, 2015-05-22 at 05:05 +0800, Chih-Jen Lin wrote:
> Recently in an experiment I found that for sparse X'*v octave seems
> to do X' first and then conduct the matrix vector product. This is
> time consuming as this operation is simple a linear combination of
> X's columns and X in Octave is stored in compressed column format.

I may be completely mistaken here, but I think that Octave is already
doing what you suggest. If you attempt the following,

    x = sprand(1e5,1e5,0.0001);
    y = rand(1e4,1);

then of the possible operations of interest,

    tic; x*y; toc
    tic; y'*x; toc
    tic; x'*y; toc

the third one is the fastest. Are you seeing one of the two others as
being faster?

- Jordi G. H.