[R] Multiple matrix multiplication with two 3-dimensional arrays

[Sophie Baillargeon]

Hi,

I need to do several matrix multiplications with 
the corresponding matrices forming two 
3-dimentional arrays. To illustrate my problem, 
let's say I have the following 3-dimensional arrays:

array1 <- array(1:30,dim=c(3,2,5))
array2 <- array(1:20,dim=c(2,2,5))

I know that I can get what I want with the following computation :

result <- array(dim=c(dim(array1)[1], dim(array2)[2], dim(array1)[3]))
for (i in 1: dim(array1)[3])
{
             result[,,i] <- array1[,,i]%*%array2[,,i]
}

My question is :
Is there a more efficient way to do that computation, i.e. without a loop?

Maybe I could use an "apply" or something but I 
can't figure out how. I would have hoped that simply doing

array1%*%array2

would work, but it doesn’t



Thank you very much!


Sophie Baillargeon

__________________________________________

Sophie Baillargeon, M.Sc.

Professionnelle de recherche en statistique
Département de mathématiques et de statistique
Université Laval
téléphone: (418) 656-2131 poste 2333
courriel: Sophie.Baillargeon at mat.ulaval.ca