In-place diagonal matrix multiplication

[JTK]

Hi - If d is an mx1 matrix, and B is an mxn dense matrix, is there an efficient way to leverage BLAS to update B in place to diag(d)*B?

Thanks,

--Jeff

[Martin]

You can use cvxopt.blas.tbmv() to scale each column of B in place. AFAIK there is no matrix-matrix variant of this function in BLAS. 

Martin

[Jeffery Kline]

Ok, thank you. I found a satisfactory solution. Perhaps there is a
good solution often enough that such functionality isn't needed.
Thanks,
--Jeff

> --
> You received this message because you are subscribed to the Google Groups "CVXOPT" group.
> To unsubscribe from this group and stop receiving emails from it, send an email to cvxopt+un...@googlegroups.com.
> To view this discussion on the web visit https://groups.google.com/d/msgid/cvxopt/38ea65c4-1ab0-47e4-9399-31590c77ab25n%40googlegroups.com.