-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of statfan
Sent: Saturday, October 22, 2011 10:45 PM
To: r-help at r-project.org
Subject: [R] symmetric matrix multiplication
I have a symmetric matrix B (17x17), and a (17x17) square matrix A. If do
the following matrix multiplication I SHOULD get a symmetric matrix,
however
i don't. The computation required is:
C = t(A)%*%B%*%A
here are some checks for symmetry
C = t(A)%*%B%*%A
(max(abs(C - t(C))))
[1] 3.552714e-15
Any help on the matter would be very much appreciated.