qform: Efficient Computation of Quadratic Form
In wzhorton/hortonlib: Collection of Useful Functions
Description
Evaluates the quadratic form x'Ax using optimized cross products.
An upper triangular matrix with U'U = A can also be given to dramatically increase speed.
Usage
1
qform(x, A, U)
Arguments
x
a vector
A
a matrix. Only one of A and U needs to be provided.
U
an upper triangular matrix. Note that plugging in chol(A) is slower.
wzhorton/hortonlib documentation built on May 9, 2019, 8:19 a.m.
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Description
Evaluates the quadratic form x'Ax using optimized cross products. An upper triangular matrix with U'U = A can also be given to dramatically increase speed.
Usage
1 | qform(x, A, U)
|
Arguments
x |
a vector |
A |
a matrix. Only one of A and U needs to be provided. |
U |
an upper triangular matrix. Note that plugging in chol(A) is slower. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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