Returns the trace of the product of two matrices.
TraceProduct(A, B, b.is.symmetric = FALSE)
Returns a number equivalent to sum(diag(A %*% B))
.
The first matrix in the product.
The second matrix in the product.
Logical. A TRUE
value indicates that
B
is a symmetric matrix. A slight computational savings is
possible if B
is symmetric.
Steven L. Scott steve.the.bayesian@gmail.com