[R] Newbie question about vector matrix multiplication

From: Dan Stanger <DStanger_at_eatonvance.com>
Date: Wed, 14 May 2008 15:18:32 -0400


Hello All,

I have a covariance matrix, generated by read.table, and cov:

co<-cov(read.table("c:/r.x"))

             X Y Z

X 0.0012517684 0.0002765438 0.0007887114

Y 0.0002765438 0.0002570286 0.0002117336

Z 0.0007887114 0.0002117336 0.0009168750  

And a weight vector generated by

w<- read.table("c:/r.weights")

          X Y Z

1 0.5818416 0.2158531 0.2023053  

I want to compute the product of the matrix and vectors termwise to generate a 3x3 matrix, where m[i,j]=w[i]*co[i,j]*w[j].

0.000423773 7.47216E-08 4.41255E-08

7.47216E-08 1.96566E-11 4.29229E-11

4.41255E-08 4.29229E-11 4.11045E-11  

Is this possible without writing explicit loops?

Thank you,

Dan Stanger

Eaton Vance Management
200 State Street
Boston, MA 02109
617 598 8261  

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