Dear all,
I need to calculate tr(A B), tr(A B A B) and similar quantities **fast** where
the matrices A, B are symmetrical. I've searched for built-in functions for
that purpose, but without luck. Can anyone help?
Thanks in advance
Søren
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I would suspect that something simple like
sum(diag(crossprod(A,B)))
would be quite competitive...
url:www.econ.uiuc.edu/~rogerRoger Koenker
email[EMAIL PROTECTED]Department of Economics
vox: 217-333-4558University of Illinois
fax:
- Original Message -
From: Søren Højsgaard [EMAIL PROTECTED]
To: R-help list r-help@stat.math.ethz.ch
Sent: Monday, August 14, 2006 1:58 PM
Subject: [R] Calculating trace of products
Dear all,
I need to calculate tr(A B), tr(A B A B) and similar quantities
**fast** where the matrices
