gistfile1.cpp

// compile in C++11 mode
#include <Eigen/Dense>

using namespace Eigen;
typedef Matrix<double, Dynamic, Dynamic, RowMajor> RowMajorMatrix;
typedef Matrix<double, Dynamic, Dynamic, ColMajor> ColMajorMatrix;

int main()
{
    unsigned p = 50000;
    unsigned q = 4;
    const auto &rnds = RowMajorMatrix::Random(q, p).eval().transpose();
    ColMajorMatrix nu = ColMajorMatrix::Random(p, q);
    ColMajorMatrix eta(p, q);
    for(unsigned j = 0; j < q; ++j) {
        eta.col(j) = rnds.col(j).array() * nu.col(j).array();
    }
}