I am trying to use a matrix to approximate another.
I have a 1000x96 matrix called Bpp and I need to create a new matrix, Omega, from it, in this form:
where b′′(z_i)_l is the i,l entry of Bpp (Bpp is a 1000x96 matrix)
I have this attempt:
Omega = matrix(0, 96, 96)
for(k in 1:96){
for(l in 1:96){
Omega[k,l] = sum(Bpp[,k]*Bpp[,l]*delta)
}
}
But I'm almost certain it isn't right, as it's not producing the results I need in a later problem.
Thanks in advance for help/guidance.