[R] Matrix mulitplication

(Ted Harding) Ted.Harding at nessie.mcc.ac.uk
Mon Feb 16 23:35:46 CET 2004


On 16-Feb-04 Grace Conlon wrote:
> ABCD are four matrix.
> A * Inverse((Transpose(A)*Tranpose(B)*B*A+C)) * Transpose(A) *
> Transpose(B) * D
>  
> how to write in R in an efficient way?

The only "efficiency saving" I can see here is to evaluate transposes
only once:

  At <- t(A)
  Bt <- t(B)
  A%*%solve(At%*%Bt%*%B%*%A + C)%*%At%*%Bt%*%D

Ted.


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Date: 16-Feb-04                                       Time: 22:35:46
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