Computes \(X^T \mathrm{diag}(w) y\), a p x k weighted
cross-product between X and response matrix y. A
GPU-resident fast path is used when available.
Arguments
- X
Numeric matrix or adgeMatrix of shape [n, p].
- w
Positive numeric vector of length n; observation
weights.
- y
Numeric vector or matrix of shape [n, k];
response(s).
Value
An adgeMatrix of shape [p, k].
Examples
X <- matrix(rnorm(20), nrow = 5)
w <- runif(5)
y <- rnorm(5)
xty_weighted(X, w, y)
#> An amatrix dense matrix [cpu|policy=auto|precision=strict]
#> 4 x 1 Matrix of class "adgeMatrix"
#> [,1]
#> [1,] 1.209024440
#> [2,] -0.001972357
#> [3,] -1.227735079
#> [4,] 1.016346260