[R] quadratic form

[Doran, Harold]

Pedro:

Solving the equation in this fashion can be computationally slow and
unstable. There is R an article in R News that answers this question
directly and is a pretty easy read with good examples. Check it out at
the following link:

http://cran.r-project.org/doc/Rnews/Rnews_2004-1.pdf



-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Alvarez Pedro
Sent: Thursday, November 03, 2005 8:02 AM
To: r-help at stat.math.ethz.ch
Subject: [R] quadratic form

On page 22 of the R-introduction guide it's written:

the quadratic form x^{'} A^{-1} x which is used in multivariate
computations, should be computed by something like x%*%solve(A,x),
rather than computing the inverse of A.

Why isn't it good to compute t(x) %*% solve(A) %*% x?

Thanks a lot for help!

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