[R] Calculating trace of products

[roger koenker]

I would suspect that something simple like

	sum(diag(crossprod(A,B)))

would be quite competitive...

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Aug 14, 2006, at 6:58 AM, Søren Højsgaard wrote:

> Dear all,
> I need to calculate tr(A B), tr(A B A B) and similar quantities  
> **fast** where the matrices A, B are symmetrical. I've searched for  
> built-in functions for that purpose, but without luck. Can anyone  
> help?
> Thanks in advance
> Søren
>
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