Using pagemtimes multiplying from left and right side

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Morten Nissov
Morten Nissov on 3 May 2021
I have a 3D array I need to multiply on left and right sides by a constant 3x3 matrix, take a cholesky decomposition and multiply it by a random vector, I am trying to avoid for loops. The arrays are P 6x6xN and F 3x6. The equivalent for loop multiplication is
for i=1:length(Pf)
w = chol(Fn*Pf(:,:,i)*Fn')*randn(3,1);
out(:,i) = out(:,i) + w;
end

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