traceproduct: Trace of the Product of Two Matrices
Description
Returns the trace of the product of two matrices.
Usage
TraceProduct(A, B, b.is.symmetric = FALSE)
Value
Returns a number equivalent to sum(diag(A %*% B)).
Arguments
- A
The first matrix in the product.
- B
The second matrix in the product.
- b.is.symmetric
Logical. A TRUE value indicates that
B is a symmetric matrix. A slight computational savings is
possible if B is symmetric.