How to speed up large marix multiply?

Now I have a large matix A and I need to do A*A', how to make this as fast as possible?

eg. A = zeros(40000,1000);

B = A*A';

[KSSV]

Explore gpuArray option.

[Jan]

Do the matrices have a pattern or are they sparse? Why do you assume that there is anything better than A*A' ?

Answer 1

[Matt J]

If you download mtimesx, you can avoid an explicit transpose,

mtimesx SPEED
B=mtimesx(A,A,'c');

[Joss Knight]

This add-on looks very old. MATLAB has internally supported a fused times-transpose operation for many years. There is no explicit transpose.

[Jan]

@Joss: What does "internally supported" exactly mean? Does the JIT acceleration omit the explicit transposition?

[Joss Knight]

It's not the JIT it's the interpreter. When it sees x'*y, x*y', x'*y' or the dot equivalents (.') it calls a special mtimes-transpose operation that includes the information about which arguments are transposed (or conjugate-transposed), rather than applying the transpose operations separately.