mpower / matrix power multiplication
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How does MATLAB calculate the power of a matrix, especially for large numbers?
I'm doing some markov chain work where I need to multiply a large (nxn) matrix by a large positive integer. I couldn't find in their documentation how it does it. Based on the speed at which it is performing I find it hard to believe it is simply consecutive squaring.
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Stephen23
2018 年 9 月 7 日
This Wikipedia article shows that there are quite few algorithms faster than a naïve repeated multiplication:
You would have to ask TMW which algorithm/s they use.
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