[R] fast cumulative matrix multiplication

[Albyn Jones]

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.

albyn

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]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>