I have the following situation.
H12 is an array of dimension (n,k,m) and hessian_lambda is a numeric
of length m.
I need to multiply each matrix H12[,,1], H12[,,2], ..., H12[,m] by
hessian_lambda[1], hessian_lambda[2], ..., hessian_lambda[m],
respectively, and then add the resulting (n,k) matrices. What I am
using at the moment is the following code:
H <- matrix(0, n, k)
for(j in 1:(m)) {
H <- H + H12[,,j]*hessian_lambda[j]
}
Does anybody see a way to speed up this without using loop? (The
output needs to be a matrix).
Thank you for your time.
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