LT.C20 pg 443:
LT.C20 part I
LT.C20 part II
Following from the above, I check if my calculation for \(S\vec{w}\) was accurate:
library(pracma)
## Warning: package 'pracma' was built under R version 3.3.3
my_S <- matrix(c(3, -2, 5, 1, 1, 1, 9, -2, 5, 0, 4, 0),
nrow=4, ncol=3, byrow=T)
my_w <- matrix(c(-3, 1, 4),
nrow=3, ncol=1, byrow=T)
my_S %*% my_w
## [,1]
## [1,] 9
## [2,] 2
## [3,] -9
## [4,] 4
As shown above, my calculation is correct.