Sounds good. Thanks for clarifying.

How does Eigen handle matrix chain multiplication? For example, A(BC) and (AB)C have different complexities.

double.

renorm wrote:How does Eigen handle matrix chain multiplication? For example, A(BC) and (AB)C have different complexities.

Eigen evaluates matrix-matrix products immediately by default. So A*B*C is always interpreted as (A*B)*C. We might try to do clever things in the future, we just currently don't. If you want A*B*C to be evaluated as A*(B*C) instead, you could manually add parentheses.

Clever things are always welcome

Optimizing chain multiplication can improve performance a lot. A(BC) could be several times slower than (AB)C.

http://en.wikipedia.org/wiki/Matrix_chain_multiplication

Yes, yes, know about that. Just not a huge priority.