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[Solved]: How to compute $\mathbf{X}^T \mathbf{X}$ efficiently for large $\mathbf{X}$?

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Problem Detail: 

Let $\mathbf{X}$ be a $n \times n$ matrix. Given that we can only keep $k$ rows ($k << n$) or columns of the matrix in memory, how can we compute $\mathbf{X}^T \mathbf{X}$ while minimizing the number of disk accesses?

Are there known algorithms for this problem? I searched for external matrix multiplication etc. but couldn't find much.

Asked By : erensezener

Answered By : rphv

"Blocked matrix multiplication" is one way to optimize matrix multiplication for memory access.

From "Using Blocking to Increase Temporal Locality" by Bryant and O'Hallaron (2012):

Blocking a matrix multiply routine works by partitioning the matrices into submatrices and then exploiting the mathematical fact that these submatrices can be manipulated just like scalars.

"The cache performance and optimizations of blocked algorithms" by Lam, Rothbrg, and Wolf (1991):

...presents cache performance data for blocked programs and evaluates several optimizations to improve this performance.

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Question Source : http://cs.stackexchange.com/questions/53441

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