Efficient matrix computations

it would be a bit more helpful if we knew more info regarding these 
matrices, for instance is P diagonal, etc. In any case, you could have a 
look at

crossprod()
# and
tcorssprod()

and, for the determinant maybe

prod(eigen(mat, symmetric = TRUE, only.values = FALSE)$values)
# or
prod(diag(chol(mat)))^2

are a bit faster than det(), but I haven't tested it.

I hope it helps.

Best,
Dimitris

Hi,

I am looking for two ways to speed up my computations:

1. Is there a function that efficiently computes the 'sandwich product' of
three matrices, say, ZPZ'
2. Is there a function that efficiently computes the determinant of a
positive definite symmetric matrix?

Thanks,

S.A.

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Dimitris Rizopoulos
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Erasmus Medical Center

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