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st: matrix operations when N exceeds matsize
From
"John Harding" <[email protected]>
To
<[email protected]>
Subject
st: matrix operations when N exceeds matsize
Date
Tue, 18 May 2010 13:18:01 -0400
I need to calculate the following quadratic form: W' *M* W where W is
NxK and M is K x K
However M is the result of the following quadratic form B*VARD*B' where
B is N x K and VARD is a K x K. My N exceeds the 11,000 limit and so I
have been trying to figure out how to use accum, glsaccum and opaccum to
be able to calculate the above equations.
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