similar matrix multiplication speed up
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Hi,
I need to multiply many times matrices of the same type. Is there a way to speed this up:
M1^m*M2^m*...
where Mi = expm(alpha(i)*P) P being a matrix (hermitian). Already all Mi are precalculated and the main calculation cost of my problem now is the long matrix multiplication through all i.
Thanks
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More Answers (3)
Teja Muppirala
on 20 Jun 2011
You can combine all of those multiplications into one expression using the properties of the matrix exponential.
Compare these 3 expressions:
P = rand(3);
P = P*P';
format long
% These are all the same
expm(2*P)^7*expm(4*P)^7*expm(5*P)^7
expm(14*P)*expm(28*P)*expm(35*P)
expm(7*(2+4+5)*P)
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