Inverse each 2D slice of an array (M) with arbitrary dimensions support
mult_logabsdet(M)X : (n-2)_D array ([p x q x ...])
multi-dimensional array
Inverse every 2D slice (the first two dimensions of M) for multi-dimension array M. In Matlab language: M[ , , p,q,...] * X[ , ,p,q,...] = repmat(diag(m),[1,1,p,q,...])
This function is based on the "mult_logabsdet" 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