quadform: Fast quadratic form computation
In MESS: Miscellaneous Esoteric Statistical Scripts
quadform R Documentation
Fast quadratic form computation
Description
Fast computation of a quadratic form t(x) * M * x.
Usage
quadform(x, M, invertM = FALSE, transposex = FALSE)
Arguments
x
A matrix with dimensions n*k.
M
A matrix with dimenions n*n. If it is to be inverted then the matrix should be symmetric and positive difinite (no check is done for this)
invertM
A logical. If set to TRUE then M will be inverted before computations (defaults to FALSE)
transposex
A logical. Should the matrix be transposed before computations (defaults to FALSE).
Value
A matrix with dimensions k * k giving the quadratic form
Author(s)
Claus Ekstrom <claus@rprimer.dk>
MESS documentation built on Aug. 21, 2023, 1:05 a.m.
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| quadform | R Documentation |
Fast quadratic form computation
Description
Fast computation of a quadratic form t(x) * M * x.
Usage
quadform(x, M, invertM = FALSE, transposex = FALSE)
Arguments
x |
A matrix with dimensions n*k. |
M |
A matrix with dimenions n*n. If it is to be inverted then the matrix should be symmetric and positive difinite (no check is done for this) |
invertM |
A logical. If set to TRUE then M will be inverted before computations (defaults to FALSE) |
transposex |
A logical. Should the matrix be transposed before computations (defaults to FALSE). |
Value
A matrix with dimensions k * k giving the quadratic form
Author(s)
Claus Ekstrom <claus@rprimer.dk>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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