diagv function

Matrix product with a diagonal matrix

Computes faster the product of a diagonal matrix times a full matrix.

diagv(v, M)

Arguments

• v: A numeric vector specifying the elements on the diagonal of a matrix.
• M: A numeric matrix compatible with the product $D_v M$.

Details

Computes $N = D_v M$ where $D_v$ is diagonal avoiding the diag operator.

Returns

A matrix N.

See Also

diag

Examples

v <- 1:1000
M <- matrix(runif(3000), 1000, 3)
dim(diagv(v, M))