Inverse each 2D slice of an array (M) with arbitrary dimensions support
mult_inv_large(M)n_D array (m x m x [p x q x ...]), with same size as M
multi-dimension array
Inverse every 2D slice (the first two dimensions of M) for multi-dimension array M. M[,,p,q,...] * X[,,p,q,...] <- repmat(diag(m),[1,1,p,q,...])
This function is based on the "mult_inv_large" function by Le and Singleton (2018).
"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."
(Euro Area Business Cycle Network Training School - Term Structure Modelling).
Available at: https://cepr.org/40029