On Monday, 20 April 2020 at 02:42:33 UTC, 9il wrote:
> On Sunday, 19 April 2020 at 20:29:54 UTC, p.shkadzko wrote:
>> On Sunday, 19 April 2020 at 20:06:23 UTC, jmh530 wrote:
>>> [...]
>>
>> Thanks. I somehow missed the whole point of "a * a.transposed" not working because "a.transposed" is not allocated.
>
> In the same time, the SliceKind isn't matter for assignment operations:
>
> auto b = a.slice; // copy a to b
> b[] *= a.transposed; // works well

BTW for the following operation

auto b = a * a.transposed.slice;

`b` isn't allocated as well because `*` is lazy.

> auto b = a.slice; // copy a to b
> b[] *= a.transposed; // works well

So, the assignment operations are preferable anyway.

On Sunday, 19 April 2020 at 21:27:43 UTC, jmh530 wrote:
> On Sunday, 19 April 2020 at 20:29:54 UTC, p.shkadzko wrote:
>> [snip]
>>
>> Thanks. I somehow missed the whole point of "a * a.transposed" not working because "a.transposed" is not allocated.
>
> a.transposed is just a view of the original matrix. Even when I tried to do a raw for loop I ran into issues because modifying the original a in any way caused all the calculations to be wrong.
>
> Honestly, it's kind of rare that I would do an element-wise multiplication of a matrix and its transpose.

It is. I was trying to calculate the covariance matrix of some dataset X which would be XX^T.

On Monday, 20 April 2020 at 19:06:53 UTC, p.shkadzko wrote:
> [snip]
> It is. I was trying to calculate the covariance matrix of some dataset X which would be XX^T.

Incorrect. The covariance matrix is calculated with matrix multiplication, not element-wise  multiplication. For instance, I often work with time series data that is TXN where T > N. Couldn't do a calculation with element-wise multiplication in that case.

Try using Lubeck's covariance function or checking your results with the covariance function in other languages.

On Monday, 20 April 2020 at 02:50:29 UTC, 9il wrote:
> On Monday, 20 April 2020 at 02:42:33 UTC, 9il wrote:
>> On Sunday, 19 April 2020 at 20:29:54 UTC, p.shkadzko wrote:
>>> On Sunday, 19 April 2020 at 20:06:23 UTC, jmh530 wrote:
>>>> [...]
>>>
>>> Thanks. I somehow missed the whole point of "a * a.transposed" not working because "a.transposed" is not allocated.
>>
>> In the same time, the SliceKind isn't matter for assignment operations:
>>
>> auto b = a.slice; // copy a to b
>> b[] *= a.transposed; // works well
>
> BTW for the following operation
>
> auto b = a * a.transposed.slice;
>
> `b` isn't allocated as well because `*` is lazy.
>
>> auto b = a.slice; // copy a to b
>> b[] *= a.transposed; // works well
>
> So, the assignment operations are preferable anyway.

Interesting, thanks for the examples.