# [R] Matrix multiplication

Steven Yen syen04 at gmail.com
Thu Jun 8 05:50:55 CEST 2017

```I need to have all elements of a matrix multiplied by a weight before
being post-multiplied by itself, as shown in the forst block of codes
below. I can also multiply the matrix by the square root of the weight
and then take the outer product.

Actually, what I need is this. Denote each row of the matrix by a row
vector as xi and each element of the weighting vector as wi. Then, I
need the sum of wi * t(xi) %*% xi over i.

Any suggestion for a compact approach would be appreciated.

set.seed(76543211)
w<-1:10; w
a<-matrix(rpois(20,2),nrow=10); a
b<-a
a<-w*a
t(a)%*%b

set.seed(76543211)
a<-matrix(rpois(20,2),nrow=10); a
a<-sqrt(w)*a; a
t(a)%*%a

On 1/4/2017 5:41 PM, Steven Yen wrote:
> I need help with gls{nlme}.
> Specifically, I am estimating an equation with AR(1) using
> maximum-likelihood. I am not understanding the correlationoption
> below. Help appreciated.
>
> ===
> library(nlme)
> eq1<-log(chnimp)~log(chempi)+log(gas)+log(rtwex)+befile6+
>                  affile6+afdec6
> reg1<-gls(eq1,data=mydata,correlation=corAR1(),method="ML",verbose=T)
>

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