Fast computation of a quadratic form t(x)
quadform(x, M, invertM = FALSE, transposex = FALSE)
| 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). |
A matrix with dimensions k * k giving the quadratic form