compute_sigma | R Documentation |
Computes \Sigma = A^{-1} B (A^{-1})^T
with
provided A
and B
matrices.
compute_sigma(A, B, solver = solve)
A |
a matrix, generally the |
B |
a matrix, generally the |
solver |
the function used to compute the inverse of |
the matrix
Ainv %*% B %*% t(Ainv)
A <- diag(2, nrow = 2, ncol = 2)
B <- matrix(4, nrow = 2, ncol = 2)
compute_sigma(A = A, B = B)
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