[R] Matrix mulitplication

[(Ted Harding)]

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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