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Get the diagonal without calculating the explicit matrix

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Long Hong
Long Hong on 26 Mar 2020
Edited: Matt J on 26 Mar 2020
Dear all:
I am trying to calculate a diagonal of a matrix (denoted A), which is formed by multiplying two large-dimensional matrices (denoted as B*C).
A naive way to do it is: first, calculating explicitly A = B*C, then get diagonal out from A. However, the first step takes forever to run due to the high-dimension of B and C. But the only thing I need is the diagonal of A.
Another straightforward way in my mind is: I could create a loop by calculating each element of the diagonal of A one by one. It will surely save a lot of time, but I am not sure if this is the most efficient way.
I am wondering if anyone knows a faster/smarter way to calculate it.
Thank you very much in advance!
Best,
Long
  1 Comment
Matt J
Matt J on 26 Mar 2020
The best approach will depend on the dimensions of the matrices, and whether they are of sparse-type or not.

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Accepted Answer

Matt J
Matt J on 26 Mar 2020
Edited: Matt J on 26 Mar 2020
Assuming B*C results in a square matrix,
diagonal=sum(B.' .* C, 1);
  8 Comments
Matt J
Matt J on 26 Mar 2020
the cyclist means you might avoid the transpose by loading data column-wise instead of row-wise when you first build B.

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More Answers (1)

the cyclist
the cyclist on 26 Mar 2020
Here is one way:
% Make up some inputs
N = 4;
B = rand(N);
C = rand(N);
% Calculate the diagonal
A_diag = 0;
for nr = 1:N
A_diag = A_diag + B(:,nr).*C(nr,:)';
end
  1 Comment
Long Hong
Long Hong on 26 Mar 2020
Thanks the cyclist! This is a method I have applied currently.

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