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(…

Better formulation of X' * diag_matrix(v) * X

bgoodri April 22, 2020, 4:49pm 2

I do

crossprod(diag_pre_multiply(sqrt(v), X));

assuming v is positive.

2 Likes

Most efficient way of writing specific quadratic form

Topic		Replies	Views
Most efficient way of writing specific quadratic form Modeling	2	474	August 18, 2023
A contradiction result with hand calculation Modeling	2	515	November 9, 2018
How to use 'diag_matrix' function to creat a diagonal matrix using a certain row of another matrix? General rstan , specification	4	426	October 5, 2021
Using row_vector (or vector) to represent a matrix General	2	3038	May 26, 2017
Matrix multiplication General	2	2760	April 5, 2018