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2009 Mar 11
1
matrix multiplication, tensor product, block-diagonal and fast computation
Dear R-users,
I am searching to the "best" way to compute a series of n matrix
multiplications between each matrix (mXm) in an array (mXmXn), and each
column of a matrix (mXn).
Please find below an example with four possible solutions.
The first is a simple for-loop which one might avoid; the second
solution employs the tensor product but then manually selects the right
outcomes. The third solution uses too many (and too time-consumi...