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