A
is an MxK
matrix, B
is a vector of size K
, and C
is a KxN
matrix. What set of BLAS operators should I use to compute the matrix below?
M = A*diag(B)*C
One way to implement this would be using three for loops like below
for (int i=0; i<M; ++i)
for (int j=0; j<N; ++j)
for (int k=0; k<K; ++k)
M(i,j) = A(i,k)*B(k)*C(k,j);
Is it actually worth implementing this in BLAS in order to gain better speed efficiency?