Diagonal-sandwiched triple product for SparseMatrixCSC #562
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After this,
This operation of pre- and post-multiplication by
Diagonals is not uncommon, as it scales the rows and columns of the sandwiched matrix. After this PR, the result is a sparse matrix as well.The new implementation changes the following behavior:
whereas, previously, this would have been a dense matrix of
NaNs. This new behavior is consistent with sparse matrices having a strong zero.The implementation isn't optimal from a performance perspective, as it uses a sequence of multiplications instead of doing it all in one go. However, the performance may be improved iteratively.