diag_matrix_multiply: Diagonal matrix multiply

In timothy-barry/glmeiv: Implements the GLM-EIV model and method

Diagonal matrix multiply

Description

Performs the matrix multiplication ADB, where D is diagonal (and A and B are not necessarily diagonal).

Usage

diag_matrix_multiply(A, D, B)

Arguments

A	a matrix
D	a diagonal matrix, represented as a numeric vector
B	a matrix

Value

the matrix product ADB.

Examples

## Not run: 
B <- matrix(sample(0:1, size = 12, TRUE), ncol = 3)
D <- c(2, 3, 4, 5)
A <- t(B)
all.equal(A %*% diag(D) %*% B, diag_matrix_multiply(A, D, B))

## End(Not run)

timothy-barry/glmeiv documentation built on Jan. 30, 2024, 3:46 p.m.