[R] quadratic form

From: Alvarez Pedro <palvarez7777_at_yahoo.es>
Date: Fri 04 Nov 2005 - 00:01:49 EST


On page 22 of the R-introduction guide it's written:

the quadratic form x^{'} A^{-1} x which is used in multivariate computations, should be computed by something like x%*%solve(A,x), rather than computing the inverse of A.

Why isn't it good to compute t(x) %*% solve(A) %*% x?

Thanks a lot for help!



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Nov 04 00:12:42 2005

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