The use of the Winograd matrix multiplication algorithm in digital multispectral processing

Abstract

The Winograd procedure for matrix multiplication provides a method whereby general matrix products may be computed more efficiently than the normal method. The algorithm and the time savings that can be effected are described. A FORTRAN program is provided which performs a general matrix multiply according to this algorithm. A variation of this procedure that may be used to calculate Gaussian probability density functions is also described. It is shown how a time savings can be effected in this calculation. The extension of this method to other similar calculations should yield similar savings.