Function quad_risk

crates/openquant/src/cla.rs:546–549

(cov: &DMatrix<f64>, w: &[f64])

}

fn quad_risk(cov: &DMatrix<f64>, w: &[f64]) -> f64 {
    let wv = DVector::from_vec(w.to_vec());
    (wv.transpose() * cov * wv)[(0, 0)]
}