## File Name: SRM_ADD_SIGMA_PARTS.R
## File Version: 0.09
#--- construct 'large' covariance matrices
SRM_ADD_SIGMA_PARTS <- function(SIGMA_Y, SIGMA_U, Z, NI, use_rcpp=FALSE)
{
#** implementation with design matrices
if ( ! use_rcpp){
for (ii in 1:NI){
Zis_ii <- Z[[ii]]
SIGMA_Y <- SIGMA_Y + Zis_ii %*% tcrossprod( SIGMA_U, Zis_ii )
}
}
#** implemention with insertion operation
if ( use_rcpp ){
SIGMA_Y <- SRM_RCPP_SRM_INSERT_ELEMENTS( sigma_y0=SIGMA_Y,
Zis=Z, sigma_u=SIGMA_U )
}
return(SIGMA_Y)
}
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