Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-435

Efficient matrix power

    XMLWordPrintableJSON

Details

    • Improvement
    • Status: Closed
    • Major
    • Resolution: Fixed
    • None
    • 3.0
    • None
    • None

    Description

      For symmetric matrices A it is easy to find A^n also for large n by making an eigenvalue/-vector decomposition.

      In general, if the structure of the matrix is not know and the n'th power is needed, A*A*...*A is way too inefficient. By using a binary representation and powers of 2, powers can be found far faster similar to finding 5^14 as 5^14 = 5^8 * 5^4 = ((5^2)^2)^2 * (5^2)^2 = x3 * x2 where x1 = 5^2, x2 = x1^2, and x3 = x2^2, thus saving a lot of computations.

      Attachments

        1. MATH435-patch1
          7 kB
          Mikkel Meyer Andersen

        Activity

          People

            mikl Mikkel Meyer Andersen
            mikl Mikkel Meyer Andersen
            Votes:
            0 Vote for this issue
            Watchers:
            0 Start watching this issue

            Dates

              Created:
              Updated:
              Resolved:

              Time Tracking

                Estimated:
                Original Estimate - 4m
                4m
                Remaining:
                Remaining Estimate - 4m
                4m
                Logged:
                Time Spent - Not Specified
                Not Specified