[R] fast cumulative matrix multiplication

Albyn Jones jones at reed.edu
Fri Oct 30 07:10:06 CET 2009

If the matrices are not all the same size, then the order of  
computation will make a difference.  simple example:  A is 1xn, B is  
nx1, C is 1xn.
A(BC) takes n^3 multiplies, while (AB)C requires 2n.


Quoting Todd Schneider <todd.w.schneider at gmail.com>:

> Hi all,
> I am looking for a function like cumprod() that works for matrix
> multiplication.
> 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
> way.
> Any help is appreciated!
> Thanks,
> Todd Schneider
> todd.w.schneider at gmail.com
> 	[[alternative HTML version deleted]]
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