Figure 3 Illustration of the two-step sparse implementation of the multi-tau 2TC. Left: decomposition of the full into diagonal and off-diagonal sub-matrices computed from sparse blocks of I. Right: mapping of a 2TC sub-matrix into the multi-tau representation via successive binning and extraction of ch-offset diagonals. In this example, s = 4 and four channels are used. Double-colored entries indicate values used in different multi-tau correlators.