That's not the only option, but it's very reasonable and almost certainly the thing I'd start with, maybe the thing I'd finish with. You then pass an appropriat

That's not the only option, but it's very reasonable and almost certainly the thing I'd start with, maybe the thing I'd finish with. You then pass an appropriate sub-matrix to this thing which does a whole-matrix computation, and that's the entire "add another loop" trick from TFA.