On 28-10-2014, at 11:05, Martin Maechler <maech...@stat.math.ethz.ch> wrote:
> …...
> Thank you, Peter, and Spencer.
>
> For a few years now, I have had in my TODO file for the Matrix
> package:
>
> ** TODO tr(A %*% B) {and even tr(A %*% B %*% C) ...} are also needed
> frequently in some computations {conditional normal distr. ...}.
> Since this can be done faster than by
> sum(diag(A %*% B)) even for traditional matrices, e.g.
> sum(A * t(B)) or {even faster for "full" mat}
> crossprod(as.vector(A), as.vector(B))
Shouldn’t that be crossprod(as.vector(t(A)),as.vector(B)) or
crossprod(as.vector(A),as.vector(t(B))) ?
Berend
> and even more so for, e.g. <sparse> %*% <dense>
> {used in Soeren's 'gR' computations},
> we should also provide a generic and methods.
>
> ** TODO diag(A %*% B) might look like a "generalization" of tr(A %*% B),
> but as the above tricks show, is not really.
> Still, it's well worth to provide diag.prod(A, B):
>
> Well, if A %*% B is square, diag(A %*% B) === colSums(t(A) * B)
> and we should probably teach people about that !
>
> -----------
>
> Are there good suggestions for a sensible function name for
> these potential matrix utility function?
>
> trprod()
> traceprod()
>
> diagprod()
> ?
>
> --
> Martin <maech...@stat.math.ethz.ch> http://stat.ethz.ch/people/maechler
> Seminar für Statistik, ETH Zürich HG G 16 Rämistrasse 101
> CH-8092 Zurich, SWITZERLAND
> phone: +41-44-632-3408 fax: ...-1228 <><
>
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