xwxt

C++ Function Reference

1 Signature

Eigen::MatrixXd BigDataStatMeth::xwxt(const Eigen::MatrixXd &X, const Eigen::MatrixXd &w)

2 Description

Compute weighted cross-product XwX’.

3 Parameters

X (const Eigen::MatrixXd &): Input matrix
w (const Eigen::MatrixXd &): Weight matrix

4 Returns

Weighted cross-product XwX’

5 Details

Computes the weighted cross-product of a matrix with its transpose, where w is a diagonal weight matrix.

6 Source Code

Implementation

File: inst/include/memAlgebra/memOptimizedProducts.hpp • Lines 212-218

inline Eigen::MatrixXd xwxt(const Eigen::MatrixXd& X, const Eigen::MatrixXd& w) 
{
    const int n(X.rows());
    Eigen::MatrixXd XwXt(Eigen::MatrixXd(n, n).setZero().
                             selfadjointView<Eigen::Lower>().rankUpdate(X * w.array().sqrt().matrix().asDiagonal()));
    return (XwXt);
}

7 Usage Example

#include "BigDataStatMeth.hpp"

// Example usage
auto result = xwxt(...);

---
title: "xwxt"
subtitle: "C++ Function Reference"
---

## Signature

```cpp
Eigen::MatrixXd BigDataStatMeth::xwxt(const Eigen::MatrixXd &X, const Eigen::MatrixXd &w)
```

## Description

Compute weighted cross-product XwX'.

## Parameters

- `X` (`const Eigen::MatrixXd &`): Input matrix
- `w` (`const Eigen::MatrixXd &`): Weight matrix

## Returns

Weighted cross-product XwX'

## Details

Computes the weighted cross-product of a matrix with its transpose, where w is a diagonal weight matrix.

## Source Code

::: {.callout-note collapse="true"}
### Implementation

**File:** `inst/include/memAlgebra/memOptimizedProducts.hpp` • **Lines 212-218**

```cpp
inline Eigen::MatrixXd xwxt(const Eigen::MatrixXd& X, const Eigen::MatrixXd& w) 
{
    const int n(X.rows());
    Eigen::MatrixXd XwXt(Eigen::MatrixXd(n, n).setZero().
                             selfadjointView<Eigen::Lower>().rankUpdate(X * w.array().sqrt().matrix().asDiagonal()));
    return (XwXt);
}
```
:::

## Usage Example

```cpp
#include "BigDataStatMeth.hpp"

// Example usage
auto result = xwxt(...);
```