Stata 15 help for mf_trace_AVBV
[M-5] trace_AVBV() -- Obtain trace of a special-purpose matrix
real scalar trace_AVBV(real matrix A, real matrix B, real vector v)
trace_AVBV(A, B, v) returns trace((A*diag(v))*(B*diag(v))), calculated
efficiently, where A and B are symmetric matrices with zeros on their
trace_AVBV() is an undocumented function.
This calculation arises in certain spatial statistical calculations.
trace_AVBV(A, B, v):
A: n x n
B: n x n
v: n x 1
trace_AVBV(A, B, v) assumes, but does not check, that A and B are
symmetric with zeros on their diagonals.
trace_AVBV(A, B, v) aborts with error if A, B, or v is a view.
Function is built in.