First, sorry for the delayed reply.
You were right matprod will do exactly what I want. Thanks. On another
point, are you aware about a BLAS routine to test for semi-definite
positive matrix ? This is required for my loglikelihood and thus should
return -\infty if not.
Best,
Mathieu
Prof Bri
Mathieu Ribatet a écrit :
> Dear list members,
>
> I've got a small question on matrix multiplications in a C code. Because
> of a really cpu demanding likelihood, I had to use a C code within an R
> function wrapper. I'm pretty sure that there is already one good code
> for matrix multipli
On Sun, 6 Apr 2008, Mathieu Ribatet wrote:
>Dear list members,
>
> I've got a small question on matrix multiplications in a C code. Because
> of a really cpu demanding likelihood, I had to use a C code within an R
> function wrapper. I'm pretty sure that there is already one good code
> for ma
