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Matrix fractional function

Source: R/103_atoms_matrix_frac.R
matrix_frac.Rd

Computes \(\mathrm{trace}(X^T P^{-1} X)\). If P is a constant matrix, uses a QuadForm shortcut for efficiency.

Usage

matrix_frac(X, P)

Arguments

X

A matrix expression (n by m)

P

A square matrix expression (n by n), must be PSD

Value

An expression representing \(\mathrm{trace}(X^T P^{-1} X)\)