forum.alglib.net

Could anyone tell me how this would be done using the alglib library?

/// <summary>
/// Creates a Vector for the Query Matrix
/// </summary>
/// <param name="target">The query matrix</param>
/// <param name="U">a term-concept Matrix ('U')</param>
/// <param name="S">a singular value Matrix ('S')</param>
/// <returns></returns>
public static Matrix CreateQueryVector(this Matrix target, Matrix U, Matrix S)
{
return Matrix.Transpose(Matrix.Multiply(Matrix.Transpose(target), Matrix.Multiply(U, 1 / S)));
}

Thanks in advance.

You have to create a sequence of calls to RMatrixGEMM and RMatrixTranspose, which use temporary matrices.