Hi,
Yes. this is a way, and relatively easy ... Using "Reduce". Note: in
order to use "Reduce", you need an update-to-date version of R.
I'm
using 2.6.2.
First you have to have all the matrices line up with correct dimensions,
i.e. [m_1 x m_2] %*% [m_2 x m_3] %*% ... %*% [m_(n-1) x m_n] (u get my
idea, right?) And I'll use all 4x4 square matrices as an example below.
### demo ###
# simulate a list of 4x4 matrices; 10 matrices
list.of.matrices <- replicate(10,matrix(rnorm(16),4),simplify=FALSE)
# power of "Reduce"!!! (functional programming)
Reduce( "%*%", list.of.matrices )
# [,1] [,2] [,3] [,4]
# [1,] 3.2494000 67.789481 49.703126 39.731644
# [2,] -0.2992145 -39.928493 -24.463129 30.178451
# [3,] -0.2735238 -7.953889 -6.130237 -9.717463
# [4,] -0.7801092 3.003660 1.104163 -5.834807
# let's check ... (imperative programming)
MM <- list.of.matrices[[1]]; for (M in list.of.matrices[-1]) { MM <- MM
%*% M }
MM
# [,1] [,2] [,3] [,4]
# [1,] 3.2494000 67.789481 49.703126 39.731644
# [2,] -0.2992145 -39.928493 -24.463129 30.178451
# [3,] -0.2735238 -7.953889 -6.130237 -9.717463
# [4,] -0.7801092 3.003660 1.104163 -5.834807
### end demo ###
So, they are the same. Cheers!
-gary
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Zhang Yanwei - Princeton-MRAm
Sent: Wednesday, August 06, 2008 5:02 PM
To: r-help at r-project.org
Subject: [R] Matrix multiplication
Hi all,
Is there an easy way to do cumulative matrix multipliation in R?
What's the syntex? Thanks.
Sincerely,
Yanwei Zhang
Department of Actuarial Research and Modeling
Munich Re America
Tel: 609-275-2176
Email: yzhang at munichreamerica.com<mailto:yzhang at munichreamerica.com>
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