quadform function

Fast quadratic form computation

Fast computation of a quadratic form $t(x) * M * x$.

quadform(x, M, invertM = FALSE, transposex = FALSE)

Arguments

• 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).

Returns

A matrix with dimensions k * k giving the quadratic form

Author(s)

Claus Ekstrom claus@rprimer.dk