void DM::sandwich_inplace(SpdMatrix &m) const {
assert((nrow() == m.nrow()) && (m.ncol() == ncol()));
for (int i = 0; i < nrow(); ++i) {
m.row(i) *= diagonal_elements_[i];
m.col(i) *= diagonal_elements_[i];
}
}
SpdMatrix sandwich(const Matrix &A, const SpdMatrix &V){ // AVA^T
Matrix tmp(A.nrow(), V.ncol());
cblas_dsymm(CblasColMajor, CblasRight, CblasUpper,
tmp.nrow(),
tmp.ncol(),
1.0,
V.data(),
V.nrow(),
A.data(),
A.nrow(),
0.0,
tmp.data(),
tmp.nrow());
return matmultT(tmp, A);
}