You should use this function whenever you are calling klin.ls
repeatedly with the same matrices.
1 
A 
A list that contains the matrices, preferably of class

To compute the least squares estimate, we are solving
(A_1 \times A_2 … \times A_K)^T (A_1 \times A_2 \times … \times A_K) = (A_1 \times A_2 \times … \times A_K)^T b
However, for square A_i matrices, one can premultiply both sides by the Kronecker product of the inverse of $A_i^T$ (in the corresponding place) and identity matrices, making the problem simpler.
klin.prepls
calculates the matrices needed on both sides, but
does not evaluate the Kronecker product.
A list of class klin.prepls
, contains matrices for the left and
right hand side.
Tamas K Papp <tpapp@princeton.edu>
klin.eval
, klin.solve
,
klin.ls
, klin.klist
.
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