This post continues from the notation and formulas introduced in the
The goal is to express (most of) the summations as matrix-matrix or
We start by introducing the matrices
with the entries
for , , and
and with the entries
for , and .
We now have
for . The matrices are best expressed element-wise,
for , , .
Finally, we have
Now, before looking into an implementation, let us look a bit more at
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