[R] quadratic form
Robin Hankin
r.hankin at noc.soton.ac.uk
Thu Nov 3 16:25:49 CET 2005
Hi Alvarez
If you define
quad.form.inv <- function (M, x)
{
drop(crossprod(x, solve(M, x)))
}
then you will avoid an expensive call to %*% as well.
HTH
Robin
On 3 Nov 2005, at 13:01, Alvarez Pedro wrote:
> 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!
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-
> guide.html
>
--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
tel 023-8059-7743
More information about the R-help
mailing list