quadform: Quadratic form of a matrix and a vector

Description Usage Arguments Details Value


We compute the quadratic form of a vector and a matrix in an efficient manner. Let x be a real vector of length p, and let A be a p x p real matrix. Then, we compute the quadratic form q = x' A x.


quadform(A, x)



matrix of dimension p x p


vector of length p


A naive way to compute the quadratic form is to explicitly write t(x) %*% A %*% x, but for large p, this operation is inefficient. We provide a more efficient method below.

Note that we have adapted the code from: http://tolstoy.newcastle.edu.au/R/help/05/11/14989.html


scalar value

sparsediscrim documentation built on April 14, 2017, 12:25 p.m.
Search within the sparsediscrim package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.