element wise product matrix-vector
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I have a 200x5 matrix (Y) that includes 5 time series and a 5x1 vector of weights (w). For each t (row of the matrix), I need to compute the following element-wise product:
How can I do that?
Thank you
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David Hill
il 4 Apr 2020
S_t=Y_t.*w';
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Florian Floh
il 4 Apr 2020
No, David's code does work. Matlab is smart enough to recognize, that the dimensions do not agree, so it performs it for each row.
But in theory, you are right, Alex. The Hadamard product requires to have matrices who's dimensions do match ;)
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