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);
}
void local_add_outer(SpdMatrix &S, const V &v, double w){
assert(v.size()==S.nrow());
cblas_dsyr(CblasColMajor, CblasUpper, v.size(), w, v.data(), v.stride(),
S.data(), S.nrow());
}