How to divide a large sparse matrix

Dear all

I have

NN = speye(T) + sparse(2:T,1:(T-1),2*ones(1,T-1),T,T);

and I want to calculate

 zz=(NN\( eye(T)))'.*(NN\( eye(T))) ;

for T=2000. But zz is inside a while loop and takes some time. Is there a faster approach to calculate zz?

Thanks

Answer 1

[John D'Errico]

You don't think it a bit silly to compute the subexpression:

NN\( eye(T))

twice instead of doing it once? Do you pay extra if you use two lines of code? I thought there was no charge for that. You must have a different license agreement.

u = NN\eye(T);
zz = u'.*u;

You also save on the extraneous use of parens, which they also don't charge you for. But that makes it a bit easier to read and follow what was done there.