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R
Boom

traceproduct

Trace of the Product of Two Matrices

Description

Returns the trace of the product of two matrices.

Usage

TraceProduct(A, B, b.is.symmetric = FALSE)

Arguments

A

The first matrix in the product.
B

The second matrix in the product.
b.is.symmetric

Logical. A TRUE value indicates that B is a symmetric matrix. A slight computational savings is possible if B is symmetric.

Value

Returns a number equivalent to sum(diag(A %*% B)).

Author(s)

Boom

Bayesian Object Oriented Modeling

v0.9.7
LGPL-2.1 | file LICENSE
Authors
Steven L. Scott is the sole author and creator of the BOOM project. Some code in the BOOM libraries has been modified from other open source projects. These include Cephes (obtained from Netlib, written by Stephen L. Moshier), NEWUOA (M.J.D Powell, obtained from Powell's web site), and a modified version of the R math libraries (R core development team). Original copyright notices have been maintained in all source files. In these cases, copyright claimed by Steven L. Scott is limited to modifications made to the original code. Google claims copyright for code written while Steven L. Scott was employed at Google from 2008 - 2018, but BOOM is not an officially supported Google project.
Initial release
2021-02-15

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