| compute_L_matrix_cpp | R Documentation |
Computes L(t, r) = sum over i less than j of Z(i,j,t) * U(i,r) * U(j,r) This is a key bottleneck in updateV.
compute_L_matrix_cpp(Z, U, T_dim, R)
Z |
3D array (N x N x T), already zeroed below diagonal |
U |
Factor matrix (N x R) |
T_dim |
Number of time points |
R |
Number of latent dimensions |
T_dim x R matrix L
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