Grocer Function

NAME

matmul - matrix elementwise multiplication

CALLING SEQUENCE

[out]=matmul(x,y)

PARAMETERS

Input

  • x,y = two matrices (not of the same dimension but are row or column compatible)
  • Output

  • out = x.*y where x and y are row or column compatible
  • DESCRIPTION

    Performs matrix multiplication even if matrices are not of the same dimension, but are row or column compatible

    EXAMPLE

    1) x1=ones(7,1);x2=[1:7]';y = lag([x1 x2],1,4);z=0.5*ones(7,1);matmul(x,z)
    2) xstar = matmul(x,sqrt(w));

    Example 1 gives the matrix:
    !   2.     2.  !
    !    .5     .5 !
    !    .5    1.  !
    !    .5    1.5 !
    !    .5    2.  !
    !    .5    2.5 !
    !    .5    3.  !

    Example 2 (taken from robust) makes the term by term multiplication of each column of matrix x ((nxk) matrix of exogenous variables) by the (nx1) vector of weights for the ongoing weighted least squares estimation.

    AUTHOR

    Eric Dubois 2002