Is there a way in octave to compute and store only the diagonal of a matrix product?
Basically like doing vector = diag(A*B);
I don't care about any of the values of A*B
except those on the diagonal. The matrix to around 80k x 12
and 12 x 80k
. So even if I didn't care about the speed/extra memory it simply wont fit in RAM.
Strange, since octave is a package for huge data sets and diagonals are very important, so it should be possible.