Perform matrix multiplication between two arrays and get result only on masked places

Question

I have two dense matrices, A [200000,10], B [10,100000]. I need to multiply them to get matrix C. I can\'t do that directly, s

Answer 1

Since a matrix multiplication is just a table of dot products, we can just perform the specific dot products we need, in a vectorized fashion.

import numpy as np
import scipy as sp

iX, iY = sp.nonzero(W)
values = np.sum(A[iX]*B[:, iY].T, axis=-1) #batched dot product
C = sp.sparse.coo_matrix(values, np.asarray([iX,iY]).T)