CovMat _ matrix (0, ddim, ddim )
CovMat[ row(CovMat) >= col(CovMat) ] _ my.compressed.data
CovMat _ CovMat + t(CovMat)
diag(CovMat) _ diag(CovMat)/2
It is easy to adapt this to the problem posed. (In fact it looks like
you don't need the last two lines, and other minor modifications.)
Best,
Andrey Feuerverger, Dept Statistics, Univ Toronto, andrey@utstat.toronto.edu
p.s. If anyone has a nicer way, please let me know..
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