3 matrix product without dimension error

Hi all

I have a x with 2*72 dimensions and want to product the x(i)'*W*x(j) that W is inv(cov(x)) and 72*72.

I write it:

H=zeros(n,n);

for i=1:n

for j=1:n

H(i,j)=x(:,i)'*W*x(:,j);

H(j,i)=H(i,j);

end

end

but i receive dimension errors

please help me.

Answer 1

[Walter Roberson]

x is 2x72. indexing one column of it gives 2x1. Transpose gives 1x2. That does not match the 72x72 of W.

Answer 2

[Yazan]

You can multiply the matrices directly without a loop.

% random matrices
x = randn(2, 72); y = randn(72, 72);
% multiplication, result is 2-by-72
res = x*y;

[Walter Roberson]

result would be 2x72

[Yazan]

Corrected, thanks!