I am trying to optimize (memorywise the multiplication of X and its transpose X'
Does anyone know if numpys matrix multiplication takes into consideration that X' is just the transpose of X. What I mean is that if it detects this and therfore does not create the object X' but just works on the cols/rows of X to produce the product? Thank you for any help on this!
J.
numpy.cov(X), which I assume is well-optimized, instead of computingXX'explicitly.