# Quadratic Form of the inverse of a matrix and a vector

### Description

We compute the quadratic form of a vector and the inverse of a matrix in an efficient manner. Let x be a real vector of length p, and let A be a p x p nonsingular matrix. Then, we compute the quadratic form q = x' A^{-1} x.

### Usage

 1 quadform_inv(A, x) 

### Arguments

 A matrix that is p x p and nonsingular x vector of length p

### Details

A naive way to compute the quadratic form is to explicitly write t(x) %*% solve(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

### Value

scalar value

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.