Hi
I have a square matrix Ainv of size N-by-N where N ~ 1000
I have a rectangular matrix H of size N by n where n ~ 4.
I have a vector d of length N.
I need X = solve(t(H) %*% Ainv %*% H) %*% t(H) %*% Ainv %*% d
and
H %*% X.
It is possible to rewrite X in the recommended crossprod way:
X <- solve(quad.form(Ainv, H), crossprod(crossprod(Ainv, H), d))
where quad.form() is a little function that evaluates a quadratic form:
quad.form <- function (M, x){
jj <- crossprod(M, x)
return(drop(crossprod(jj, jj)))
}
QUESTION:
how to calculate
H %*% X
in the recommended crossprod way? (I don't want to take a transpose
because t() is expensive, and I know that %*% is slow).
--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
tel 023-8059-7743
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