fastVDiag: Computing a quadratic matrix form in C++.

Description Usage Arguments Details

Description

Returns XdiagyXT.

Usage

1
fastVDiag(X, y)

Arguments

X

A symmetric, square matrix of dimension n by n

y

A vector of length n

Details

A fast implementation of XdiagyXT. This helps speed up the I-prior EM algorithm.


iprior documentation built on May 2, 2019, 3:21 a.m.