tracemp function

Fast computation of trace of matrix product

Fast computation of the trace of the matrix product trace(t(A)

tracemp(A, B)

Arguments

• A: A matrix with dimensions n*k.
• B: A matrix with dimenions n*k.

Returns

The trace of the matrix product

Examples

A <- matrix(1:12, ncol=3)
tracemp(A, A)

Author(s)

Claus Ekstrom claus@rprimer.dk