On 16-Feb-04 Ted Harding wrote:
> On 16-Feb-04 Grace Conlon wrote:
>> ABCD are four matrix.
>> A * Inverse((Transpose(A)*Tranpose(B)*B*A+C)) * Transpose(A) *
>> Transpose(B) * D
>>
>> how to write in R in an efficient way?
>
> The only "efficiency saving" I can see here is to evaluate transposes
> only once:
>
> At <- t(A)
> Bt <- t(B)
> A%*%solve(At%*%Bt%*%B%*%A + C)%*%At%*%Bt%*%D
Sorry! Missed a trick here:
At <- t(A)
Bt <- t(B)
E <- B%*%A
Et <- t(E)
A%*%solve(Et%*%E + C)%*%Et%*%D
(saves 2 multiplications at the relatively cheap cost of 1 transpose)
Ted.
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Date: 16-Feb-04 Time: 23:05:21
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