# quadform: Quadratic form of a matrix and a vector In sparsediscrim: Sparse and Regularized Discriminant Analysis

## Description

We compute the quadratic form of a vector and a matrix in an efficient manner. Let x be a real vector of length p, and let A be a p x p real matrix. Then, we compute the quadratic form q = x' A x.

## Usage

 1 quadform(A, x) 

## Arguments

 A matrix of dimension p x p x vector of length p

## Details

A naive way to compute the quadratic form is to explicitly write t(x) \%*\% A \%*\% x, but for large p, this operation is inefficient. We provide a more efficient method below.

Note that we have adapted the code from: https://stat.ethz.ch/pipermail/r-help/2005-November/081940.html

## Value

scalar value

sparsediscrim documentation built on July 1, 2021, 9:07 a.m.