R: Fast quadratic form computation

quadform {MESS} | R Documentation

## Fast quadratic form computation

### Description

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

### Usage

    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).

### Value

A matrix with dimensions k * k giving the quadratic form

### Author(s)

Claus Ekstrom <claus@rprimer.dk>

[Package MESS version 0.5.9 Index]