[R] quadratic form

[Uwe Ligges]

Alvarez Pedro wrote:

> On page 22 of the R-introduction guide it's written:
> 
> the quadratic form x^{'} A^{-1} x which is used in
> multivariate computations, should be computed by
> something like x%*%solve(A,x), rather than computing
> the inverse of A.
> 
> Why isn't it good to compute t(x) %*% solve(A) %*% x?
> 
> Thanks a lot for help!
> 
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See

Bates, D. (2004): Least Squares Calculations in R. R News 4(1), 17-20, 
http://CRAN.R-project.org/doc/Rnews/

Uwe Ligges