Dear R,

I have three matrices like this

K:  pp-by-pp   commutation matrix,
I:  p-by-p     diagonal matrix,
X:  p-by-q     dense matrix,

and I wish to calculate

K(IoX)

where `o' denotes Kronecker product.

Can you give me any suggestion to speed it up when `p' and `q' are large?


Thanks in advance.


Feng

-- 
Feng Li
Department of Statistics
Stockholm University
106 91 Stockholm, Sweden
http://feng.li/

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