[SciPy-User] How to efficiently do dot(dot( A.T, diag(d) ), A ) ?

[Hugh Perkins]

(Apparently Eigen can use multithreading too.  This is one thing which
matlab does automatically by the way: automatically parallelize out
certain matrix operations amongst multiple cores.

http://eigen.tuxfamily.org/dox/TopicMultiThreading.html

)