Re: nnz in convariance of a sparse matrix
- From: Hiu Chung Law <antispam@xxxxxxxxxxxx>
- Date: 3 May 2005 17:59:11 GMT
H. S. <g_reate_xcalibur@xxxxxxxxx> wrote:
> If a sparse matrix A has n nnz (number of non-zero elements), how many
> nnz does A'A have, where A' is the transpose of A?
> I am tring to allocate space (in a C++ program) for the covariance of A,
> where A is sparse. A is real, square and it's each column has exactly r
> non-zero elements. So, if A is NxN, it has rxN non-zero elements, where
> r is a positive integer: r << N.
> Is there a relationship which gives the max nnz in A'A? Or if you can
> give me references or URLs where I can read about this, it would be
> great too.
> thanks,
> ->HS
> --
> (Remove all underscores,if any, from my email address to get the correct
> one. Apologies for the inconvenience but this is to reduce spam.)
What is the use of the covariance matrix? If, for example, you want
to find the eigenvectors of the covariance matrix, you do not need to
form A' A explicitly.
.
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