In plain terms: multiplies a big covariance `K = space ⊗ time` by a vector
without ever forming `K`, using a reshape–multiply–reshape trick.
Arguments
- v
Numeric vector of length `nrow(space) * nrow(time)`, ordered with
times varying fastest within site.
- space
Spatial kernel matrix (size \(n \times n\)).
- time
Temporal kernel matrix (size \(nt \times nt\)).
Value
A numeric vector the same length as `v`.
Details
Technically: for \(v = \mathrm{vec}(X^\top)\) with `times` varying fastest,
computes \((space \otimes time)\,v = \mathrm{vec}\!\big((space\,X\,time^\top)^\top\big)\).