stan-dev / stan-dev/math

Kronecker matrix-vector product function

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#393 2 comments 0 reactions 1 assignee View on GitHub

@rtrangucci is already working on this.

Since Oct 14, 2016.

feature new function
Dominant language
C++
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Merged PRs (30d)
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Description

Summary:

Add a Kronecker matrix-vector product function per #60.

Description:

vector kron_matrix_vector_prod(matrix K1, matrix K2, vector V) returns

kronecker(K1, K2) %*% V by doing as.vector(K2 %*% matrix(V,dim(K2)[1],dim(K1)[1]) %*% t(K1)

Current Version:

v2.12.0

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