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