efficient sandwich matrix multiplication and determinant

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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?

Shimrit,

You are likely to get a more complete answer on r-help than here.  This 
list is for questions which are directly related to finance.  The 
matrrix-math wizards hang out on r-help.

Regards,

    - Brian
I know chol2inv will invert a positive definite symmetric matrix and the underlying fortran code will optionally compute the determinant but I have been unable to find an 'R' hook into just the determinant part.

Kevin
Shimrit Abraham wrote:
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?

Shimrit,

You are likely to get a more complete answer on r-help than here.  This 
list is for questions which are directly related to finance.  The 
matrrix-math wizards hang out on r-help.

Regards,

    - Brian

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