[R] symmetric matrix multiplication
statfan
irene_vrbik at hotmail.com
Sun Oct 23 07:44:42 CEST 2011
I have a symmetric matrix B (17x17), and a (17x17) square matrix A. If do
the following matrix multiplication I SHOULD get a symmetric matrix, however
i don't. The computation required is:
C = t(A)%*%B%*%A
here are some checks for symmetry
> (max(abs(B - t(B))))
[1] 0
> C = t(A)%*%B%*%A
> (max(abs(C - t(C))))
[1] 3.552714e-15
Any help on the matter would be very much appreciated.
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