mult__prod function

Efficient computation of matrix product for arrays

mult__prod(a, b)

Arguments

• a: array
• b: array

References

This function is a simplified version of the "mult__prod" function by Le and Singleton (2018).

"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."

(Euro Area Business Cycle Network Training School - Term Structure Modelling). Available at: https://cepr.org/40029