Maybe someone knows if there is a better way to write this matrix formulation?
vector[K] v;
matrix[K, J] X;
\\ X' * diag_matrix(v) * X
matrix[J, J] G = diag_post_multiply(X', v) * X;
I really want something like
matrix quad_form_diag(vector a, matrix B)
which is equivalent to B' * diag_matrix(a) * B