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HiDimDA (version 0.1-1)

MatMultSigFq: MatMultSigFq: Specialized matrix multiplication of SigFq and SigFqInv objects

Description

LeftMult multiplies, on the left, a vector or matrix of compatible dimensions, by a SigFq or SigFqInv object.

RightMult multiplies, on the right, a vector or matrix of compatible dimensions, by a SigFq or SigFqInv object.

Usage

## S3 method for class 'SigFq':
LeftMult(x, a)
## S3 method for class 'SigFq':
RightMult(x, a)
## S3 method for class 'SigFqInv':
LeftMult(x, a)
## S3 method for class 'SigFqInv':
RightMult(x, a)

Arguments

x
An object of class SigFq or class SigFqInv, representing the covariance or precision matrix associated with a q-factor model.
a
A vector, or matrix, by which x is to be multiplied.

Value

  • A vector or a (traditional numeric) matrix with the result of the matrix product.

See Also

FrobSigAp, SigFq, SigFqInv, solve.SigFq, solve.SigFqInv