quadform {MESS}

Fast quadratic form computation

Description

Fast computation of a quadratic form t(x) * M * x.

Usage

quadform(x, M, invertM = FALSE, transposex = FALSE)

Arguments

x

A matrix with dimensions n*k.

M

A matrix with dimenions n*n. If it is to be inverted then the matrix should be symmetric and positive difinite (no check is done for this)

invertM

A logical. If set to TRUE then M will be inverted before computations (defaults to FALSE)

transposex

A logical. Should the matrix be transposed before computations (defaults to FALSE).

Value

A matrix with dimensions k * k giving the quadratic form

Author(s)

Claus Ekstrom <[e-mail]>