sorry, in my previous e-mail it should be
tcrossprod()
# and
prod(eigen(mat, symmetric = TRUE, only.values = TRUE)$values)
Best,
Dimitris
Shimrit Abraham wrote:
Hi,
I am looking for two ways to speed up my computations:
1. Is there a function that efficiently computes the 'sandwich product' of
three matrices, say, ZPZ'
2. Is there a function that efficiently computes the determinant of a
positive definite symmetric matrix?
Thanks,
S.A.
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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus Medical Center
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