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Defining \(H = A^TA + B^TB\) where \(A\) and \(B\) are low rank, compute \(n - 2tr(H) + tr(HH)\) in \(O(np^2)\) instead of \(O(n^2p^2)\).

Usage

rdf_from_matrices(A, B)

Arguments

A

a matrix or sparseMatrix

B

a matrix or sparseMatrix

See also

rdf.merMod