[R] fast cumulative matrix multiplication
ggrothendieck at gmail.com
Thu Oct 29 23:54:41 CET 2009
Don't know if its any faster but try this:
Reduce("%*%", list(M1, M2, M3), accumulate = TRUE)
On Thu, Oct 29, 2009 at 9:56 AM, Todd Schneider
<todd.w.schneider at gmail.com> wrote:
> Hi all,
> I am looking for a function like cumprod() that works for matrix
> In other words, I have matrices [M1, M2, ..., Mn], and I want to calculate
> [M1, M1%*%M2, M1%*%M2%*%M3, ..., M1%*%...%*%Mn] as quickly as possible.
> Right now I'm using a for() loop but it seems like there should be a faster
> Any help is appreciated!
> Todd Schneider
> todd.w.schneider at gmail.com
> [[alternative HTML version deleted]]
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