crossprodV: Matrix cross-product.

In mniw: The Matrix-Normal Inverse-Wishart Distribution

Matrix cross-product.

Description

Vectorized matrix cross-products ⁠t(X) V Y⁠ or ⁠t(X) V^{-1} Y⁠.

Usage

crossprodV(X, Y = NULL, V, inverse = FALSE)

Arguments

X	A matrix of size ⁠p x q⁠, or an array of size ⁠p x q x n⁠.
Y	A matrix of size ⁠p x r⁠, or an array of size ⁠p x r x n⁠. If missing defaults to Y = X.
V	A matrix of size ⁠p x p⁠, or an array of size ⁠p x p x n⁠.
inverse	Logical; whether or not the inner product should be calculated with V or V^{-1}.

Value

An array of size ⁠q x r x n⁠.

Examples

# problem dimensions
p <- 4
q <- 2
r <- 3
n <- 5
X <- array(rnorm(p*q*n), dim = c(p, q, n)) # vectorized
Y <- array(rnorm(p*r*n), dim = c(p, r, n)) # vectorized
V <- crossprod(matrix(rnorm(p*p), p, p)) # not vectorized (but positive definite)
crossprodV(X = X, V = V) # self cross-product
# cross-product with inverse matrix weight
crossprodV(X = X, V = V, Y = Y, inverse = TRUE)

mniw documentation built on Sept. 23, 2024, 1:09 a.m.