> On 19 Oct 2014, at 16:43 , Wagner Bonat <wbo...@gmail.com> wrote: > > Dear, > > I have to compute the trace of a product between four matrices. For > example, I know the matrices Wi, Wj and C, I need to compute this > > -trace(Wi%*%C^-1%*%Wj%*%C^-1) > > > I would like to avoid compute the complete matrix and after take the > diagonal, something like > > sum(diag( solve(Wi,C)%*% solve(Wj,C)))
<this can't be right: it is C that is the invertible matrix> > > Any idea is welcome. > The usual "trick" is that the trace of a matrix product is the inner product in matrix space, which is just the sum of the elementwise products tr(AB) = tr(BA) = sum_i sum_j a_ij b_ij. In R, this becomes simply sum(A*B) -- notice that the ordinary product is used, not %*%. So presumably, you are looking for sum(solve(C, Wi) * solve(C, Wj)) > Thanks > > -- > Wagner Hugo Bonat > LEG - Laboratório de Estatística e Geoinformação > UFPR - Universidade Federal do Paraná > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
