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NMAR (version 0.1.2)

shared_weighted_gram: Weighted linear algebra

Description

Compute X' diag(w) X efficiently. If w >= 0, use SPD crossprod(X*sqrt(w)). Otherwise, fall back to X' (diag(w) X) via crossprod(X, X*w).

Usage

shared_weighted_gram(X, w)

Arguments