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hsicCCA (version 1.0)

sumWtDiff: Sum of Weighted Pairwise Outer Differences.

Description

Given weights matrix Wt, find sum of weighted pairwise outer product of differences, i.e. sum_i,j Wt_ij(x_i-x_j)(x_i-x_j)^T. Internal use only.

Usage

sumWtDiff(Wt, x)

Arguments

Wt
Weight matrix, nrow(x)-by-nrow(x)
x
data matrix, one observation per row.

Value

the weighted sum of outer product of pairwise differences.