a <- c(3, 8, 4)
b <- c(2, 7, 10)
X <- matrix(rnorm(10*15, mean = 5, sd = 2), nrow = 10)
Y <- matrix(rnorm(10*15), nrow = 10)
Dx <- diag(runif(15))
standardMethod <- (t(a) %*% t(X%*% Dx)) %*% (Y %*% Dx) %*% b
sccaProd <- a %*% t(X) %*% Y %*% b
diag(Dx)
# (t(a) %*% t(X%*% Dx)) %*% (Y %*% Dx) %*% b
# from Haiyan's notes
(a %*% X %*% Dx) %*% t( (b %*% Y %*% Dx) )
Xtilde <- t(X %*% Dx)
Ytilde <- t(Y %*% Dx)
(a %*% t(Xtilde)) %*% (Ytilde %*% b)
# incorrect dim
t((Dx %*% X %*% a)) %*% (Dx %*% Y %*% b)
t(a %*% X %*% Dx) %*% (b %*% Y %*% Dx)
t(X %*% a) %*% (Y %*% b)
a %*% t(X) %*% (Y %*% b)
(X %*% a) %*% t( (Y %*% b) )
t(diag(Dx)) %*% ( t(a) %*% X %*% t(t(b) %*% Y) ) %*% diag(Dx)
diag(Dx) %*% ( t(a) %*% X %*% t(t(b) %*% Y) ) %*% diag(Dx)
diag(Dx) %*% diag(as.numeric((a %*% X) * (b %*% Y))) %*% diag(Dx)
Q <- - 2 * diag(as.numeric((a %*% X) * (b %*% Y)))
d <- diag(Dx)
library(kernlab)
ipop(c = rep(0, length(d)),
H = Q,
A = diag(length(d)),
b = rep(0, length(d)),
l = rep(0, length(d)),
u = rep(1, length(d)),
r = rep(1, length(d)),
)
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