[R-SIG-Finance] efficient sandwich matrix multiplication and determinant

[Brian G. Peterson]

Shimrit Abraham wrote:
> I am looking for two ways to speed up my computations:
>
> 1. Is there a function that efficiently computes the 'sandwich product' of
> three matrices, say, ZPZ'
> 2. Is there a function that efficiently computes the determinant of a
> positive definite symmetric matrix?
>   

Shimrit,

You are likely to get a more complete answer on r-help than here.  This 
list is for questions which are directly related to finance.  The 
matrrix-math wizards hang out on r-help.

Regards,

    - Brian