Weighted outer cross-product XWX'

Computes \(X \mathrm{diag}(w) X^T\), an n x n weighted outer cross-product. A GPU-resident fast path is used when available.

Usage

tcrossprod_weighted(X, w)

Arguments

X

Numeric matrix or adgeMatrix of shape [n, p].

w

Positive numeric vector of length n; observation weights.

Value

An adgeMatrix of shape [n, n].

See also

crossprod_weighted, xty_weighted

Examples

X <- matrix(rnorm(20), nrow = 5)
w <- runif(5)
tcrossprod_weighted(X, w)
#> An amatrix dense matrix [cpu|policy=auto|precision=strict]
#> 5 x 5 Matrix of class "adgeMatrix"
#>             [,1]        [,2]       [,3]       [,4]       [,5]
#> [1,]  0.55589566 -0.07856360 -0.4222609 0.01385347  0.2243879
#> [2,] -0.07856360  0.32753137  0.5437550 0.06956964 -0.1420277
#> [3,] -0.42226094  0.54375505  1.4718267 0.40334292 -0.1996990
#> [4,]  0.01385347  0.06956964  0.4033429 0.36659923  0.1036148
#> [5,]  0.22438785 -0.14202768 -0.1996990 0.10361475  0.1795020