[R] trace of matrix product

[Carlos J. Gil Bellosta]

Try

sum( rowSums( A * t(B)) )

Then you do not make any calculation you do not really need.

Carlos J. Gil Bellosta
http://www.datanalytics.com

Quoting Robin Hankin <r.hankin at noc.soton.ac.uk>:

> Hi
>
> what is the best way to calculate the trace of a product
> of two matrices?
>
> If
>
> A <- matrix(rnorm(48),nrow=6)
> B <- matrix(rnorm(48),nrow=8)
>
>
> Is there a better (faster, more elegant) way to compute the trace of
> A%*%B  than
>
>
> sum(diag(A %*% B))?
>
>
> I would call the above solution inelegant because all
> the elements of A %*% B are calculated, when one
> really only needs the elements on the diagonal.
> It  also uses %*% instead of crossprod() or trcrossprod()
>
>
>
>
>
>
>
> --
> Robin Hankin
> Uncertainty Analyst
> National Oceanography Centre, Southampton
> European Way, Southampton SO14 3ZH, UK
>  tel  023-8059-7743
>
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